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Computing eigenvalue decomposition (EVD) of a given linear operator, or finding its leading eigenvalues and eigenfunctions, is a fundamental task in many machine learning and scientific computing problems. For high-dimensional eigenvalue…

Machine Learning · Computer Science 2024-08-22 J. Jon Ryu , Xiangxiang Xu , H. S. Melihcan Erol , Yuheng Bu , Lizhong Zheng , Gregory W. Wornell

Supervised matrix factorization (SMF) is a classical machine learning method that simultaneously seeks feature extraction and classification tasks, which are not necessarily a priori aligned objectives. Our goal is to use SMF to learn…

Machine Learning · Statistics 2023-11-21 Joowon Lee , Hanbaek Lyu , Weixin Yao

Nonnegative matrix factorization (NMF) seeks a low-rank approximation $X \approx UV^T$ with nonnegative factors and is commonly solved using interior methods that enforce feasibility throughout optimization. We show that such…

Machine Learning · Computer Science 2026-05-20 Qiujing Lu , Tonmoy Monsoor , Ehsan Ebrahimzadeh , Kartik Sharma , Vwani Roychowdhury

Nonnegative Matrix Factorization consists in (approximately) factorizing a nonnegative data matrix by the product of two low-rank nonnegative matrices. It has been successfully applied as a data analysis technique in numerous domains, e.g.,…

Optimization and Control · Mathematics 2012-08-13 Nicolas Gillis , François Glineur

In this work we perform some mathematical analysis on non-negative matrix factorizations (NMF) and apply NMF to some imaging and inverse problems. We will propose a sparse low-rank approximation of big positive data and images in terms of…

Optimization and Control · Mathematics 2015-04-24 Yat Tin Chow , Kazufumi Ito , Jun Zou

Nonnegative matrix factorization is the following problem: given a nonnegative input matrix $V$ and a factorization rank $K$, compute two nonnegative matrices, $W$ with $K$ columns and $H$ with $K$ rows, such that $WH$ approximates $V$ as…

Optimization and Control · Mathematics 2025-01-10 Valentin Leplat , Yurii Nesterov , Nicolas Gillis , François Glineur

The paper presents a new Kalman filter (KF) implementation useful in applications where the accuracy of numerical solution of the associated Riccati equation might be crucially reduced by influence of roundoff errors. Since the appearance…

Optimization and Control · Mathematics 2017-09-22 Maria V. Kulikova , Julia V. Tsyganova

Motivated by the analysis of nonnegative data objects, a novel Nested Nonnegative Cone Analysis (NNCA) approach is proposed to overcome some drawbacks of existing methods. The application of traditional PCA/SVD method to nonnegative data…

Methodology · Statistics 2013-09-09 Lingsong Zhang , J. S. Marron , Shu Lu

We propose a new algorithm for the computation of a singular value decomposition (SVD) low-rank approximation of a matrix in the Matrix Product Operator (MPO) format, also called the Tensor Train Matrix format. Our tensor network randomized…

Numerical Analysis · Mathematics 2017-07-26 Kim Batselier , Wenjian Yu , Luca Daniel , Ngai Wong

Symmetric nonnegative matrix factorization (SNMF) is equivalent to computing a symmetric nonnegative low rank approximation of a data similarity matrix. It inherits the good data interpretability of the well-known nonnegative matrix…

Numerical Analysis · Computer Science 2017-10-11 Qingjiang Shi , Haoran Sun , Songtao Lu , Mingyi Hong , Meisam Razaviyayn

Nonnegative matrix factorization (NMF) is a relatively new unsupervised learning algorithm that decomposes a nonnegative data matrix into a parts-based, lower dimensional, linear representation of the data. NMF has applications in image…

Machine Learning · Statistics 2020-12-08 Matthew Corsetti , Ernest Fokoué

Non-negative matrix factorization (NMF) has become a popular machine learning approach to many problems in text mining, speech and image processing, bio-informatics and seismic data analysis to name a few. In NMF, a matrix of non-negative…

Numerical Analysis · Computer Science 2013-03-19 Hugo Van hamme

Nonnegative Matrix Factorization (NMF), first proposed in 1994 for data analysis, has received successively much attention in a great variety of contexts such as data mining, text clustering, computer vision, bioinformatics, etc. In this…

Numerical Analysis · Mathematics 2019-03-05 Paola Favati , Grazia Lotti , Ornella Menchi , Francesco Romani

Return panels, covariances, and large feature matrices evolve one observation or one entry at a time, yet downstream models require an up-to-date low-rank factorization $A_t \approx U_t \Sigma_t V_t^\top$ on every tick -- a regime where…

Numerical Analysis · Mathematics 2026-05-26 Stilyan Staykov

Low-rank matrix factorization (MF) is an important technique in data science. The key idea of MF is that there exists latent structures in the data, by uncovering which we could obtain a compressed representation of the data. By factorizing…

Numerical Analysis · Computer Science 2016-05-09 Yuan Lu , Jie Yang

Nonnegative Matrix Factorization (NMF) is an unsupervised learning algorithm that produces a linear, parts-based approximation of a data matrix. NMF constructs a nonnegative low rank basis matrix and a nonnegative low rank matrix of weights…

Machine Learning · Statistics 2020-12-08 Matthew Corsetti , Ernest Fokoué

The Matrix Factorization models, sometimes called the latent factor models, are a family of methods in the recommender system research area to (1) generate the latent factors for the users and the items and (2) predict users' ratings on…

Information Retrieval · Computer Science 2017-10-03 Hung-Hsuan Chen

Nonnegative Matrix Factorization (NMF) is a versatile and powerful tool for discovering latent structures in data matrices, with many variations proposed in the literature. Recently, Leplat et al.\@ (2019) introduced a minimum-volume NMF…

Machine Learning · Statistics 2023-09-26 Duc Toan Nguyen , Eric C. Chi

Truncated singular value decomposition (SVD), also known as the best low-rank matrix approximation, has been successfully applied to many domains such as biology, healthcare, and others, where high-dimensional datasets are prevalent. To…

Optimization and Control · Mathematics 2022-08-09 Yongchun Li , Weijun Xie

Nonnegative matrix factorization (NMF) is a powerful technique for dimension reduction, extracting latent factors and learning part-based representation. For large datasets, NMF performance depends on some major issues: fast algorithms,…

Optimization and Control · Mathematics 2015-07-01 Duy-Khuong Nguyen , Tu-Bao Ho