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Nonnegative Matrix Factorization (NMF) models are widely used to recover linearly mixed nonnegative data. When the data is made of samplings of continuous signals, the factors in NMF can be constrained to be samples of nonnegative rational…

Signal Processing · Electrical Eng. & Systems 2023-05-31 Cécile Hautecoeur , Lieven De Lathauwer , Nicolas Gillis , François Glineur

We develop theoretical results that establish a connection across various regression methods such as the non-negative least squares, bounded variable least squares, simplex constrained least squares, and lasso. In particular, we show in…

Computation · Statistics 2024-10-29 James Yang , Trevor Hastie

A linear inverse problem is proposed that requires the determination of multiple unknown signal vectors. Each unknown vector passes through a different system matrix and the results are added to yield a single observation vector. Given the…

Numerical Analysis · Computer Science 2010-09-03 Adam C. Zelinski , Vivek K Goyal , Elfar Adalsteinsson

We introduce a novel optimization algorithm for image recovery under learned sparse and low-rank constraints, which we parameterize as weighted extensions of the $\ell_p^p$-vector and $\mathcal S_p^p$ Schatten-matrix quasi-norms for…

Computer Vision and Pattern Recognition · Computer Science 2023-04-21 Stamatios Lefkimmiatis , Iaroslav Koshelev

We consider the problem of efficiently solving large-scale linear least squares problems that have one or more linear constraints that must be satisfied exactly. Whilst some classical approaches are theoretically well founded, they can face…

Numerical Analysis · Mathematics 2021-12-24 Jennifer Scott , Miroslav Tuma

High-dimensional data common in genomics, proteomics, and chemometrics often contains complicated correlation structures. Recently, partial least squares (PLS) and Sparse PLS methods have gained attention in these areas as dimension…

Machine Learning · Statistics 2012-04-19 Genevera I. Allen , Christine Peterson , Marina Vannucci , Mirjana Maletic-Savatic

This work presents a general framework for solving the low rank and/or sparse matrix minimization problems, which may involve multiple non-smooth terms. The Iteratively Reweighted Least Squares (IRLS) method is a fast solver, which smooths…

Machine Learning · Computer Science 2015-06-18 Canyi Lu , Zhouchen Lin , Shuicheng Yan

The solution of large, sparse constrained least-squares problems is a staple in scientific and engineering applications. However, currently available codes for such problems are proprietary or based on MATLAB. We announce a freely available…

Mathematical Software · Computer Science 2007-05-23 Jason Cantarella , Michael Piatek

This work investigates an efficient solution to two fundamental problems in topology optimization of frame structures. The first one involves minimizing structural compliance under linear-elastic equilibrium and weight constraint, while the…

Optimization and Control · Mathematics 2025-03-28 Marouan Handa , Marek Tyburec , Michal Kočvara

Nonnegative matrix factorization (NMF) has been widely studied in recent years due to its effectiveness in representing nonnegative data with parts-based representations. For NMF, a sparser solution implies better parts-based…

Machine Learning · Computer Science 2022-04-25 Chong Peng , Yiqun Zhang , Yongyong Chen , Zhao Kang , Chenglizhao Chen , Qiang Cheng

We present a fast algorithm for linear least squares problems governed by hierarchically block separable (HBS) matrices. Such matrices are generally dense but data-sparse and can describe many important operators including those derived…

Numerical Analysis · Mathematics 2014-06-17 Kenneth L. Ho , Leslie Greengard

We propose an iterative algorithm for the minimization of a $\ell_1$-norm penalized least squares functional, under additional linear constraints. The algorithm is fully explicit: it uses only matrix multiplications with the three matrices…

Numerical Analysis · Mathematics 2012-02-16 Ignace Loris , Caroline Verhoeven

Partial Least Squares (PLS) methods have been heavily exploited to analyse the association between two blocs of data. These powerful approaches can be applied to data sets where the number of variables is greater than the number of…

Machine Learning · Statistics 2017-02-24 Pierre Lafaye de Micheaux , Benoit Liquet , Matthew Sutton

In this paper, we propose a novel algorithm for analysis-based sparsity reconstruction. It can solve the generalized problem by structured sparsity regularization with an orthogonal basis and total variation regularization. The proposed…

Computer Vision and Pattern Recognition · Computer Science 2015-04-29 Chen Chen , Junzhou Huang , Lei He , Hongsheng Li

We investigate non-negative least squares (NNLS) for the recovery of sparse non-negative vectors from noisy linear and biased measurements. We build upon recent results from [1] showing that for matrices whose row-span intersects the…

Information Theory · Computer Science 2019-12-30 Yonatan Shadmi , Peter Jung , Giuseppe Caire

Nonnegative matrix factorization (NMF) is a powerful tool for data mining. However, the emergence of `big data' has severely challenged our ability to compute this fundamental decomposition using deterministic algorithms. This paper…

Machine Learning · Statistics 2018-05-02 N. Benjamin Erichson , Ariana Mendible , Sophie Wihlborn , J. Nathan Kutz

Nonnegative matrix factorization (NMF) approximates a nonnegative matrix, $X$, by the product of two nonnegative factors, $WH$, where $W$ has $r$ columns and $H$ has $r$ rows. In this paper, we consider NMF using the component-wise L1 norm…

Machine Learning · Computer Science 2026-04-01 Giovanni Seraghiti , Kévin Dubrulle , Arnaud Vandaele , Nicolas Gillis

Non-linear least squares solvers are used across a broad range of offline and real-time model fitting problems. Most improvements of the basic Gauss-Newton algorithm tackle convergence guarantees or leverage the sparsity of the underlying…

Computer Vision and Pattern Recognition · Computer Science 2020-10-22 Huu Le , Christopher Zach , Edward Rosten , Oliver J. Woodford

The computational cost of many signal processing and machine learning techniques is often dominated by the cost of applying certain linear operators to high-dimensional vectors. This paper introduces an algorithm aimed at reducing the…

Machine Learning · Computer Science 2016-03-30 Luc Le Magoarou , Rémi Gribonval

Nonnegative Matrix Factorization (NMF) is a data analysis technique which allows compression and interpretation of nonnegative data. NMF became widely studied after the publication of the seminal paper by Lee and Seung (Learning the Parts…

Numerical Analysis · Mathematics 2008-10-24 Nicolas Gillis , François Glineur