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In this paper, we mainly focus on the penalized maximum likelihood estimation (MLE) of the high-dimensional approximate factor model. Since the current estimation procedure can not guarantee the positive definiteness of the error covariance…

Computation · Statistics 2019-01-18 Shaoxin Wang , Hu Yang , Chaoli Yao

Nonnegative matrix factorization (NMF) has been widely used to dimensionality reduction in machine learning. However, the traditional NMF does not properly handle outliers, so that it is sensitive to noise. In order to improve the…

Machine Learning · Computer Science 2022-06-08 Tingting Shen , Junhang Li , Can Tong , Qiang He , Chen Li , Yudong Yao , Yueyang Teng

Expectation-Maximization (EM) algorithm is a widely used iterative algorithm for computing (local) maximum likelihood estimate (MLE). It can be used in an extensive range of problems, including the clustering of data based on the Gaussian…

Machine Learning · Statistics 2023-03-28 Pierre Houdouin , Esa Ollila , Frederic Pascal

Nonnegative matrix factorization (NMF) factorizes a non-negative matrix into product of two non-negative matrices, namely a signal matrix and a mixing matrix. NMF suffers from the scale and ordering ambiguities. Often, the source signals…

Machine Learning · Computer Science 2015-05-05 Nirav Bhatt , Arun Ayyar

Nonnegative matrix factorization (NMF) has been successfully applied to many areas for classification and clustering. Commonly-used NMF algorithms mainly target on minimizing the $l_2$ distance or Kullback-Leibler (KL) divergence, which may…

Information Retrieval · Computer Science 2014-10-07 Le Li , Jianjun Yang , Yang Xu , Zhen Qin , Honggang Zhang

In this article, we study algorithms for nonnegative matrix factorization (NMF) in various applications involving streaming data. Utilizing the continual nature of the data, we develop a fast two-stage algorithm for highly efficient and…

Optimization and Control · Mathematics 2021-01-22 Ran Gu , Qiang Du , Simon J. L. Billinge

LU and Cholesky matrix factorization algorithms are core subroutines used to solve systems of linear equations (SLEs) encountered while solving an optimization problem. Standard factorization algorithms are highly efficient but remain…

Numerical Analysis · Mathematics 2022-07-25 Adolfo R. Escobedo

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

This survey describes probabilistic algorithms for linear algebra computations, such as factorizing matrices and solving linear systems. It focuses on techniques that have a proven track record for real-world problem instances. The paper…

Numerical Analysis · Mathematics 2021-03-17 Per-Gunnar Martinsson , Joel Tropp

Matrix Factorization (MF) has found numerous applications in Machine Learning and Data Mining, including collaborative filtering recommendation systems, dimensionality reduction, data visualization, and community detection. Motivated by the…

Machine Learning · Computer Science 2023-09-26 Ioannis Kordonis , Emmanouil Theodosis , George Retsinas , Petros Maragos

Nonnegative Matrix Factorization (NMF) is an unsupervised learning algorithm that produces a linear, parts-based approximation of a data matrix. NMF constructs a nonnegative low rank basis matrix and a nonnegative low rank matrix of weights…

Machine Learning · Statistics 2020-12-08 Matthew Corsetti , Ernest Fokoué

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

Non-negative Matrix Factorization (NMF) is a popular tool for data exploration. Bayesian NMF promises to also characterize uncertainty in the factorization. Unfortunately, current inference approaches such as MCMC mix slowly and tend to get…

Machine Learning · Statistics 2016-10-28 M. Arjumand Masood , Finale Doshi-Velez

In this paper, we propose a general class of algorithms for optimizing an extensive variety of nonsmoothly penalized objective functions that satisfy certain regularity conditions. The proposed framework utilizes the…

Computation · Statistics 2011-01-24 Elizabeth D. Schifano , Robert L. Strawderman , Martin T. Wells

Topic modeling analyzes documents to learn meaningful patterns of words. However, existing topic models fail to learn interpretable topics when working with large and heavy-tailed vocabularies. To this end, we develop the Embedded Topic…

Information Retrieval · Computer Science 2019-07-12 Adji B. Dieng , Francisco J. R. Ruiz , David M. Blei

Non-negative Matrix Factorization(NMF) algorithm can only be used to find low rank approximation of original non-negative data while Concept Factorization(CF) algorithm extends matrix factorization to single non-linear kernel space,…

Machine Learning · Computer Science 2024-10-29 Fei Li , Liang Du , Chaohong Ren

We consider probabilistic topic models and more recent word embedding techniques from a perspective of learning hidden semantic representations. Inspired by a striking similarity of the two approaches, we merge them and learn probabilistic…

Computation and Language · Computer Science 2017-11-15 Anna Potapenko , Artem Popov , Konstantin Vorontsov

The Baum-Welsh algorithm together with its derivatives and variations has been the main technique for learning Hidden Markov Models (HMM) from observational data. We present an HMM learning algorithm based on the non-negative matrix…

Machine Learning · Computer Science 2011-01-11 George Cybenko , Valentino Crespi

We consider the problem of regularized Poisson Non-negative Matrix Factorization (NMF) problem, encompassing various regularization terms such as Lipschitz and relatively smooth functions, alongside linear constraints. This problem holds…

Machine Learning · Computer Science 2024-04-26 Nathanaël Perraudin , Adrien Teutrie , Cécile Hébert , Guillaume Obozinski

In this work, we apply topic modeling using Non-Negative Matrix Factorization (NMF) on the COVID-19 Open Research Dataset (CORD-19) to uncover the underlying thematic structure and its evolution within the extensive body of COVID-19…

Computation and Language · Computer Science 2025-03-25 Divya Patel , Vansh Parikh , Om Patel , Agam Shah , Bhaskar Chaudhury