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This paper considers general rank-constrained optimization problems that minimize a general objective function $f(X)$ over the set of rectangular $n\times m$ matrices that have rank at most $r$. To tackle the rank constraint and also to…

Information Theory · Computer Science 2021-09-07 Zhihui Zhu , Qiuwei Li , Gongguo Tang , Michael B. Wakin

Based on a new atomic norm, we propose a new convex formulation for sparse matrix factorization problems in which the number of nonzero elements of the factors is assumed fixed and known. The formulation counts sparse PCA with multiple…

Machine Learning · Statistics 2014-12-05 Emile Richard , Guillaume Obozinski , Jean-Philippe Vert

Nonnegative matrix factorization (NMF) is a popular method used to reduce dimensionality in data sets whose elements are nonnegative. It does so by decomposing the data set of interest, $\mathbf{X}$, into two lower rank nonnegative matrices…

Methodology · Statistics 2021-07-05 Phillip Shreeves , Jeffrey L. Andrews , Xinchen Deng , Ramie Ali-Adeeb , Andrew Jirasek

This paper studies noisy low-rank matrix completion: given partial and noisy entries of a large low-rank matrix, the goal is to estimate the underlying matrix faithfully and efficiently. Arguably one of the most popular paradigms to tackle…

Machine Learning · Statistics 2019-10-08 Yuxin Chen , Yuejie Chi , Jianqing Fan , Cong Ma , Yuling Yan

In this paper, we further investigate and refine the subspace-constrained preconditioning technique to enhance the theoretical and numerical convergence properties of randomized iterative methods for solving linear systems. In particular,…

Numerical Analysis · Mathematics 2026-05-29 Yonghan Sun , Hou-Duo Qi , Deren Han , Jiaxin Xie

We consider the problem of matrix completion with graphs as side information depicting the interrelations between variables. The key challenge lies in leveraging the similarity structure of the graph to enhance matrix recovery. Existing…

Machine Learning · Computer Science 2025-02-13 Yao Wang , Yiyang Yang , Kaidong Wang , Shanxing Gao , Xiuwu Liao

We consider a problem of considerable practical interest: the recovery of a data matrix from a sampling of its entries. Suppose that we observe m entries selected uniformly at random from a matrix M. Can we complete the matrix and recover…

Information Theory · Computer Science 2008-05-30 Emmanuel J. Candes , Benjamin Recht

We study the asymmetric matrix factorization problem under a natural nonconvex formulation with arbitrary overparametrization. The model-free setting is considered, with minimal assumption on the rank or singular values of the observed…

Machine Learning · Computer Science 2023-08-22 Liwei Jiang , Yudong Chen , Lijun Ding

By removing irrelevant and redundant features, feature selection aims to find a good representation of the original features. With the prevalence of unlabeled data, unsupervised feature selection has been proven effective in alleviating the…

Machine Learning · Computer Science 2024-03-25 Ziyuan Lin , Deanna Needell

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 this work, we introduce a highly efficient algorithm to address the nonnegative matrix underapproximation (NMU) problem, i.e., nonnegative matrix factorization (NMF) with an additional underapproximation constraint. NMU results are…

Computer Vision and Pattern Recognition · Computer Science 2017-04-11 Mariano Tepper , Guillermo Sapiro

Low-rank matrix completion is an important problem with extensive real-world applications. When observations are uniformly sampled from the underlying matrix entries, existing methods all require the matrix to be incoherent. This paper…

Machine Learning · Computer Science 2015-02-11 Shusen Wang , Tong Zhang , Zhihua Zhang

Nonnegative matrix factorization can be used to automatically detect topics within a corpus in an unsupervised fashion. The technique amounts to an approximation of a nonnegative matrix as the product of two nonnegative matrices of lower…

Computation and Language · Computer Science 2022-12-21 Michael R. Lindstrom , Xiaofu Ding , Feng Liu , Anand Somayajula , Deanna Needell

In this work, we develop a new complexity metric for an important class of low-rank matrix optimization problems in both symmetric and asymmetric cases, where the metric aims to quantify the complexity of the nonconvex optimization…

Optimization and Control · Mathematics 2023-07-24 Haixiang Zhang , Baturalp Yalcin , Javad Lavaei , Somayeh Sojoudi

This article presents a novel approach to solving the sparsity-constrained Orthogonal Nonnegative Matrix Factorization (SCONMF) problem, which requires decomposing a non-negative data matrix into the product of two lower-rank non-negative…

Data Structures and Algorithms · Computer Science 2025-04-07 Salar Basiri , Alisina Bayati , Srinivasa Salapaka

An incoherent low-rank matrix can be efficiently reconstructed after observing a few of its entries at random, and then solving a convex program that minimizes the nuclear norm. In many applications, in addition to these entries,…

Information Theory · Computer Science 2018-03-14 Armin Eftekhari , Dehui Yang , Michael B. Wakin

We address optimization of nonlinear functions of the form $f(Wx)$, where $f:\R^d\to \R$ is a nonlinear function, $W$ is a $d\times n$ matrix, and feasible $x$ are in some large finite set $F$ of integer points in $\R^n$. One motivation is…

Combinatorics · Mathematics 2008-07-25 Yael Berstein , Jon Lee , Shmuel Onn , Robert Weismantel

Low-rank matrix recovery from structured measurements has been a topic of intense study in the last decade and many important problems like matrix completion and blind deconvolution have been formulated in this framework. An important…

Information Theory · Computer Science 2020-04-13 Felix Krahmer , Dominik Stöger

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

Nonconvex optimization problems arise in many areas of computational science and engineering and are (approximately) solved by a variety of algorithms. Existing algorithms usually only have local convergence or subsequence convergence of…

Optimization and Control · Mathematics 2015-08-21 Yangyang Xu , Wotao Yin