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This paper deals with the grouped variable selection problem. A widely used strategy is to augment the negative log-likelihood function with a sparsity-promoting penalty. Existing methods include the group Lasso, group SCAD, and group MCP.…

Methodology · Statistics 2023-11-14 Xiaoqian Liu , Aaron J. Molstad , Eric C. Chi

We present a numerical algorithm for nonnegative matrix factorization (NMF) problems under noisy separability. An NMF problem under separability can be stated as one of finding all vertices of the convex hull of data points. The research…

Machine Learning · Statistics 2015-03-06 Tomohiko Mizutani

The optimal power flow (OPF) problem, which plays a central role in operating electrical networks is considered. The problem is nonconvex and is in fact NP hard. Therefore, designing efficient algorithms of practical relevance is crucial,…

Optimization and Control · Mathematics 2014-08-20 S. Magnússon , P. C. Weeraddana , C. Fischione

This paper investigates simple bilevel optimization problems where we minimize an upper-level objective over the optimal solution set of a convex lower-level objective. Existing methods for such problems either only guarantee asymptotic…

Optimization and Control · Mathematics 2024-11-05 Pengyu Chen , Xu Shi , Rujun Jiang , Jiulin Wang

Anchor-based methods are a pivotal approach in handling clustering of large-scale data. However, these methods typically entail two distinct stages: selecting anchor points and constructing an anchor graph. This bifurcation, along with the…

Machine Learning · Computer Science 2024-10-31 Shikun Mei , Fangfang Li , Quanxue Gao , Ming Yang

K-Means algorithm is a popular clustering method. However, it has two limitations: 1) it gets stuck easily in spurious local minima, and 2) the number of clusters k has to be given a priori. To solve these two issues, a multi-prototypes…

Machine Learning · Computer Science 2023-02-15 Dong Li , Shuisheng Zhou , Tieyong Zeng , Raymond H. Chan

For the degree corrected stochastic block model in the presence of arbitrary or even adversarial outliers, we develop a convex-optimization-based clustering algorithm that includes a penalization term depending on the positive deviation of…

Machine Learning · Computer Science 2019-06-11 Xin Qian , Yudong Chen , Andreea Minca

We investigate non-convex optimization problems in $BV(\Omega)$ with two-sided pointwise inequality constraints. We propose a regularization and penalization method to numerically solve the problem. Under certain conditions, weak limit…

Optimization and Control · Mathematics 2021-10-06 Carolin Natemeyer , Daniel Wachsmuth

Non-negative matrix factorization is a problem of dimensionality reduction and source separation of data that has been widely used in many fields since it was studied in depth in 1999 by Lee and Seung, including in compression of data,…

Machine Learning · Computer Science 2021-03-19 Raimon Fabregat , Nelly Pustelnik , Paulo Gonçalves , Pierre Borgnat

In compressed sensing, the l0-norm minimization of sparse signal reconstruction is NP-hard. Recent work shows that compared with the best convex relaxation (l1-norm), nonconvex penalties can better approximate the l0-norm and can…

Signal Processing · Electrical Eng. & Systems 2018-05-03 Hao Wang , Zhanglei Shi , Chi-Sing Leung , Hing Cheung So

Nonnegative Matrix Factorization (NMF) has been a popular representation method for pattern classification problem. It tries to decompose a nonnegative matrix of data samples as the product of a nonnegative basic matrix and a nonnegative…

Machine Learning · Statistics 2013-12-06 Jim Jing-Yan Wang

Nonconvex and nonsmooth optimization problems are frequently encountered in much of statistics, business, science and engineering, but they are not yet widely recognized as a technology in the sense of scalability. A reason for this…

Optimization and Control · Mathematics 2018-01-19 Bo Jiang , Tianyi Lin , Shiqian Ma , Shuzhong Zhang

In many statistical linear inverse problems, one needs to recover classes of similar curves from their noisy images under an operator that does not have a bounded inverse. Problems of this kind appear in many areas of application.…

Statistics Theory · Mathematics 2020-03-24 Rasika Rajapakshage , Marianna Pensky

Support vector machines (SVMs) with sparsity-inducing nonconvex penalties have received considerable attentions for the characteristics of automatic classification and variable selection. However, it is quite challenging to solve the…

Machine Learning · Statistics 2018-09-12 Lei Guan , Linbo Qiao , Dongsheng Li , Tao Sun , Keshi Ge , Xicheng Lu

In this paper, we consider nonconvex optimization problems with nonlinear equality constraints. We assume that the objective function and the functional constraints are locally smooth. To solve this problem, we introduce a linearized…

Optimization and Control · Mathematics 2025-03-21 Lahcen El Bourkhissi , Ion Necoara

Nonnegative matrix factorization (NMF) is the problem of approximating an input nonnegative matrix, $V$, as the product of two smaller nonnegative matrices, $W$ and $H$. In this paper, we introduce a general framework to design…

Machine Learning · Computer Science 2022-04-29 Valentin Leplat , Nicolas Gillis , Jérôme Idier

Convex-nonconvex (CNC) regularization is a novel paradigm that employs a nonconvex penalty function while maintaining the convexity of the entire objective function. It has been successfully applied to problems in signal processing,…

Optimization and Control · Mathematics 2025-02-21 Qiang Heng , Xiaoqian Liu , Eric C. Chi

Semi-Nonnegative Matrix Factorization (semi-NMF) extends classical Nonnegative Matrix Factorization (NMF) by allowing the basis matrix to contain both positive and negative entries, making it suitable for decomposing data with mixed signs.…

Machine Learning · Computer Science 2025-08-12 Lu Chenggang

Clustering is a usual unsupervised machine learning technique for grouping the data points into groups based upon similar features. We focus here on unsupervised clustering for contaminated data, i.e in the case where K-medians should be…

Statistics Theory · Mathematics 2024-02-28 Antoine Godichon-Baggioni , Sobihan Surendran

We propose an efficient distributed out-of-memory implementation of the Non-negative Matrix Factorization (NMF) algorithm for heterogeneous high-performance-computing (HPC) systems. The proposed implementation is based on prior work on…

Distributed, Parallel, and Cluster Computing · Computer Science 2023-09-14 Ismael Boureima , Manish Bhattarai , Maksim Eren , Erik Skau , Philip Romero , Stephan Eidenbenz , Boian Alexandrov