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We introduce a Bayesian perspective for the structured matrix factorization problem. The proposed framework provides a probabilistic interpretation for existing geometric methods based on determinant minimization. We model input data…

Machine Learning · Computer Science 2023-02-17 Gokcan Tatli , Alper T. Erdogan

In this paper, we propose three approaches for the estimation of the Tucker decomposition of multi-way arrays (tensors) from partial observations. All approaches are formulated as convex minimization problems. Therefore, the minimum is…

Machine Learning · Statistics 2015-03-17 Ryota Tomioka , Kohei Hayashi , Hisashi Kashima

Generative modeling typically concerns transporting a single source distribution to a target distribution via simple probability flows. However, in fields like computer graphics and single-cell genomics, samples themselves can be viewed as…

Machine Learning · Computer Science 2025-05-20 Doron Haviv , Aram-Alexandre Pooladian , Dana Pe'er , Brandon Amos

We study the problem of distributional matrix completion: Given a sparsely observed matrix of empirical distributions, we seek to impute the true distributions associated with both observed and unobserved matrix entries. This is a…

Machine Learning · Statistics 2025-06-09 Jacob Feitelberg , Kyuseong Choi , Anish Agarwal , Raaz Dwivedi

We study distributionally robust optimization with Sinkhorn distance -- a variant of Wasserstein distance based on entropic regularization. We derive a convex programming dual reformulation for general nominal distributions, transport…

Optimization and Control · Mathematics 2025-03-27 Jie Wang , Rui Gao , Yao Xie

In this paper, we study the sparse nonnegative tensor factorization and completion problem from partial and noisy observations for third-order tensors. Because of sparsity and nonnegativity, the underlying tensor is decomposed into the…

Machine Learning · Statistics 2021-10-22 Xiongjun Zhang , Michael K. Ng

In recent work arXiv:2109.07820 we have shown the equivalence of the widely used nonconvex (generalized) branched transport problem with a shape optimization problem of a street or railroad network, known as (generalized) urban planning…

Optimization and Control · Mathematics 2022-10-19 Julius Lohmann , Bernhard Schmitzer , Benedikt Wirth

We consider a class of convex optimization problems modelling temporal mass transport and mass change between two given mass distributions (the so-called dynamic formulation of unbalanced transport), where we focus on those models for which…

Optimization and Control · Mathematics 2018-03-13 Bernhard Schmitzer , Benedikt Wirth

We propose an efficient federated dual decomposition algorithm for calculating the Wasserstein barycenter of several distributions, including choosing the support of the solution. The algorithm does not access local data and uses only…

Machine Learning · Computer Science 2025-07-29 Zhengqi Lin , Andrzej Ruszczyński

Tensors are multi-way arrays, and the Candecomp/Parafac (CP) tensor factorization has found application in many different domains. The CP model is typically fit using a least squares objective function, which is a maximum likelihood…

Numerical Analysis · Mathematics 2010-10-18 Eric C. Chi , Tamara G. Kolda

To improve the performance of classical generative adversarial network (GAN), Wasserstein generative adversarial networks (W-GAN) was developed as a Kantorovich dual formulation of the optimal transport (OT) problem using Wasserstein-1…

Computer Vision and Pattern Recognition · Computer Science 2020-09-01 Byeongsu Sim , Gyutaek Oh , Jeongsol Kim , Chanyong Jung , Jong Chul Ye

We apply the vectorized Non-negative Matrix Factorization (NMF) method to post-processing of direct imaging data for exoplanetary systems such as circumstellar disks. NMF is an iterative approach, which first creates a non-orthogonal and…

Instrumentation and Methods for Astrophysics · Physics 2018-03-20 Bīn Rén , Laurent Pueyo , Guangtun Ben Zhu , John Debes , Gaspard Duchêne

In this paper, we provide the first convergence guarantee for the factorization approach. Specifically, to avoid the scaling ambiguity and to facilitate theoretical analysis, we optimize over the so-called left-orthogonal TT format which…

Machine Learning · Statistics 2025-09-01 Zhen Qin , Michael B. Wakin , Zhihui Zhu

Optimal transport theory has recently found many applications in machine learning thanks to its capacity for comparing various machine learning objects considered as distributions. The Kantorovitch formulation, leading to the Wasserstein…

Machine Learning · Statistics 2018-11-08 Titouan Vayer , Laetita Chapel , Rémi Flamary , Romain Tavenard , Nicolas Courty

Symmetric nonnegative matrix factorization has found abundant applications in various domains by providing a symmetric low-rank decomposition of nonnegative matrices. In this paper we propose a Frank-Wolfe (FW) solver to optimize the…

Machine Learning · Computer Science 2018-06-27 Han Zhao , Geoff Gordon

Optimal transport (\OT) theory defines a powerful set of tools to compare probability distributions. \OT~suffers however from a few drawbacks, computational and statistical, which have encouraged the proposal of several regularized variants…

Machine Learning · Statistics 2019-10-29 Tam Le , Makoto Yamada , Kenji Fukumizu , Marco Cuturi

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 2007-05-23 Lorenzo Finesso , Peter Spreij

We present a Bayesian non-negative tensor factorization model for count-valued tensor data, and develop scalable inference algorithms (both batch and online) for dealing with massive tensors. Our generative model can handle overdispersed…

Machine Learning · Statistics 2015-08-19 Changwei Hu , Piyush Rai , Changyou Chen , Matthew Harding , Lawrence Carin

Tensor decomposition is a popular technique for tensor completion, However most of the existing methods are based on linear or shallow model, when the data tensor becomes large and the observation data is very small, it is prone to over…

Numerical Analysis · Mathematics 2021-05-21 Qianxi Wu , An-Bao Xu

Nonnegative matrix factorization (NMF) is a linear dimensionality reduction technique for analyzing nonnegative data. A key aspect of NMF is the choice of the objective function that depends on the noise model (or statistics of the noise)…

Machine Learning · Computer Science 2021-02-10 Nicolas Gillis , Le Thi Khanh Hien , Valentin Leplat , Vincent Y. F. Tan