Related papers: Riemannian Perspective on Matrix Factorization
We study nonconvex optimization landscapes for learning overcomplete representations, including learning (i) sparsely used overcomplete dictionaries and (ii) convolutional dictionaries, where these unsupervised learning problems find many…
Gaussian variational approximation is a popular methodology to approximate posterior distributions in Bayesian inference especially in high dimensional and large data settings. To control the computational cost while being able to capture…
Matrix Factorization is a popular non-convex optimization problem, for which alternating minimization schemes are mostly used. They usually suffer from the major drawback that the solution is biased towards one of the optimization…
Copositive optimization is a special case of convex conic programming, and it consists of optimizing a linear function over the cone of all completely positive matrices under linear constraints. Copositive optimization provides powerful…
We propose a general technique for improving alternating optimization (AO) of nonconvex functions. Starting from the solution given by AO, we conduct another sequence of searches over subspaces that are both meaningful to the optimization…
In this paper, we consider optimizing a smooth, convex, lower semicontinuous function in Riemannian space with constraints. To solve the problem, we first convert it to a dual problem and then propose a general primal-dual algorithm to…
In geosciences, the use of classical Euclidean methods is unsuitable for treating and analyzing some types of data, as this may not belong to a vector space. This is the case for correlation matrices, belonging to a subfamily of symmetric…
We derive approximation algorithms for the nonnegative matrix factorization problem, i.e. the problem of factorizing a matrix as the product of two matrices with nonnegative coefficients. We form convex approximations of this problem which…
Low-rank matrix completion has achieved great success in many real-world data applications. A matrix factorization model that learns latent features is usually employed and, to improve prediction performance, the similarities between latent…
Modeling distributions on Riemannian manifolds is a crucial component in understanding non-Euclidean data that arises, e.g., in physics and geology. The budding approaches in this space are limited by representational and computational…
We consider optimization problems on manifolds with equality and inequality constraints. A large body of work treats constrained optimization in Euclidean spaces. In this work, we consider extensions of existing algorithms from the…
We propose a totally functional view of geometric matrix completion problem. Differently from existing work, we propose a novel regularization inspired from the functional map literature that is more interpretable and theoretically sound.…
Various Non-negative Matrix factorization (NMF) based methods add new terms to the cost function to adapt the model to specific tasks, such as clustering, or to preserve some structural properties in the reduced space (e.g., local…
We propose a computational framework for computing low-rank approximations to the ensemble of solutions of a parametrized system of the form $A(\xi)x(\xi)+g(x(\xi))=b(\xi)$ for multiple parameter values. The central idea is to reinterpret…
In this paper, we consider the geometric landscape connection of the widely studied manifold and factorization formulations in low-rank positive semidefinite (PSD) and general matrix optimization. We establish a sandwich relation on the…
Geodesics become an essential element of the geometry of a semi-Riemannian manifold. In fact, their differences and similarities with the (positive definite) Riemannian case, constitute the first step to understand semi-Riemannian Geometry.…
This paper proposes a general framework of Riemannian adaptive optimization methods. The framework encapsulates several stochastic optimization algorithms on Riemannian manifolds and incorporates the mini-batch strategy that is often used…
We study the matrix factorization problem associated with an SO(2) spinning top by using the algebro-geometric approach. We derive the explicit expressions in terms of Riemann theta functions and discus some related problems including a…
Robust Principal Component Analysis (RPCA) and its associated non-convex relaxation methods constitute a significant component of matrix completion problems, wherein matrix factorization strategies effectively reduce dimensionality and…
The Bayesian approach has proved to be a coherent approach to handle ill posed Inverse problems. However, the Bayesian calculations need either an optimization or an integral calculation. The maximum a posteriori (MAP) estimation requires…