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In this paper, we study the problem of low-rank tensor learning, where only a few of training samples are observed and the underlying tensor has a low-rank structure. The existing methods are based on the sum of nuclear norms of unfolding…

Machine Learning · Computer Science 2024-10-25 Sijia Xia , Michael K. Ng , Xiongjun Zhang

Low rank matrix factorisation is often used in recommender systems as a way of extracting latent features. When dealing with large and sparse datasets, traditional recommendation algorithms face the problem of acquiring large, unrestrained,…

Machine Learning · Computer Science 2018-07-17 Shuai Jiang , Kan Li , Richard Yi Da Xu

Matrix factorization is a popular approach to solving matrix estimation problems based on partial observations. Existing matrix factorization is based on least squares and aims to yield a low-rank matrix to interpret the conditional sample…

Machine Learning · Statistics 2017-03-06 Rui Zhu , Di Niu , Linglong Kong , Zongpeng Li

In the non-negative matrix factorization (NMF) problem, the input is an $m\times n$ matrix $M$ with non-negative entries and the goal is to factorize it as $M\approx AW$. The $m\times k$ matrix $A$ and the $k\times n$ matrix $W$ are both…

Data Structures and Algorithms · Computer Science 2021-03-09 Moses Charikar , Lunjia Hu

The goal of this work is to fill a gap in [Yang, SIAM J. Matrix Anal. Appl, 41 (2020), 1797--1825]. In that work, an approximation procedure was proposed for orthogonal low-rank tensor approximation; however, the approximation lower bound…

Optimization and Control · Mathematics 2021-01-01 Yuning Yang

This paper describes a new approach, based on linear programming, for computing nonnegative matrix factorizations (NMFs). The key idea is a data-driven model for the factorization where the most salient features in the data are used to…

Optimization and Control · Mathematics 2013-02-05 Victor Bittorf , Benjamin Recht , Christopher Re , Joel A. Tropp

Kernel methods are widespread in machine learning; however, they are limited by the quadratic complexity of the construction, application, and storage of kernel matrices. Low-rank matrix approximation algorithms are widely used to address…

Machine Learning · Statistics 2021-05-05 Ruoxi Wang , Yingzhou Li , Michael W. Mahoney , Eric Darve

The development of randomized algorithms for numerical linear algebra, e.g. for computing approximate QR and SVD factorizations, has recently become an intense area of research. This paper studies one of the most frequently discussed…

Numerical Analysis · Computer Science 2013-08-28 Rafi Witten , Emmanuel Candes

Two common approaches in low-rank optimization problems are either working directly with a rank constraint on the matrix variable, or optimizing over a low-rank factorization so that the rank constraint is implicitly ensured. In this paper,…

Optimization and Control · Mathematics 2020-12-17 Wooseok Ha , Haoyang Liu , Rina Foygel Barber

The fundamental matrix can be estimated from point matches. The current gold standard is to bootstrap the eight-point algorithm and two-view projective bundle adjustment. The eight-point algorithm first computes a simple linear least…

Optimization and Control · Mathematics 2014-03-20 Florian Bugarin , Adrien Bartoli , Didier Henrion , Jean-Bernard Lasserre , Jean-José Orteu , Thierry Sentenac

Boolean Matrix Factorization (BMF) aims to find an approximation of a given binary matrix as the Boolean product of two low-rank binary matrices. Binary data is ubiquitous in many fields, and representing data by binary matrices is common…

Machine Learning · Computer Science 2022-07-26 Fedor Fomin , Fahad Panolan , Anurag Patil , Adil Tanveer

We propose a new algorithm to solve optimization problems of the form $\min f(X)$ for a smooth function $f$ under the constraints that $X$ is positive semidefinite and the diagonal blocks of $X$ are small identity matrices. Such problems…

Optimization and Control · Mathematics 2016-01-07 Nicolas Boumal

We have recently presented a method to solve an overdetermined linear system of equations with multiple right hand side vectors, where the unknown matrix is to be symmetric and positive definite. The coefficient and the right hand side…

Optimization and Control · Mathematics 2014-09-19 Negin Bagherpour , Nezam Mahdavi-Amiri

In this paper we consider the Nonnegative Matrix Factorization (NMF) problem: given an (elementwise) nonnegative matrix $V \in \R_+^{m\times n}$ find, for assigned $k$, nonnegative matrices $W\in\R_+^{m\times k}$ and $H\in\R_+^{k\times n}$…

Optimization and Control · Mathematics 2014-07-08 Lorenzo Finesso , Peter Spreij

This paper considers the problem of minimizing the sum of a smooth function and the Schatten-$p$ norm of the matrix. Our contribution involves proposing accelerated iteratively reweighted nuclear norm methods designed for solving the…

Optimization and Control · Mathematics 2024-06-27 Hao Wang , Ye Wang , Xiangyu Yang

The Alternating Direction Method of Multipliers (ADMM) is a widely used method for structured convex optimization, and its practical performance depends strongly on the choice of penalty and relaxation parameters. Motivated by settings such…

Optimization and Control · Mathematics 2026-04-30 Junan Lin , Paul J. Goulart , Luca Furieri

Non-Negative Matrix Factorization (NMF) is a widely used dimension reduction method that factorizes a non-negative data matrix into two lower dimensional non-negative matrices: One is the basis or feature matrix which consists of the…

Applications · Statistics 2022-11-03 Yun Cai , Hong Gu , Toby Kenney

We propose a framework for modeling and solving low-rank optimization problems to certifiable optimality. We introduce symmetric projection matrices that satisfy $Y^2=Y$, the matrix analog of binary variables that satisfy $z^2=z$, to model…

Optimization and Control · Mathematics 2021-12-22 Dimitris Bertsimas , Ryan Cory-Wright , Jean Pauphilet

A well-known method for completing low-rank matrices based on convex optimization has been established by Cand{\`e}s and Recht. Although theoretically complete, the method may not entirely solve the low-rank matrix completion problem. This…

Methodology · Statistics 2014-07-17 Guangcan Liu , Ping Li

This paper considers the minimization of a general objective function $f(X)$ over the set of rectangular $n\times m$ matrices that have rank at most $r$. To reduce the computational burden, we factorize the variable $X$ into a product of…

Information Theory · Computer Science 2018-07-04 Zhihui Zhu , Qiuwei Li , Gongguo Tang , Michael B. Wakin
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