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This paper offers a matrix-free first-order numerical method to solve large-scale conic optimization problems. Solving systems of linear equations pose the most computationally challenging part in both first-order and second-order numerical…

Optimization and Control · Mathematics 2022-03-11 Muhammad Adil , Ramtin Madani , Sasan Tavakkol , Ali Davoudi

Approximate matrix factorization techniques with both nonnegativity and orthogonality constraints, referred to as orthogonal nonnegative matrix factorization (ONMF), have been recently introduced and shown to work remarkably well for…

Optimization and Control · Mathematics 2015-03-19 Filippo Pompili , Nicolas Gillis , P. -A. Absil , François Glineur

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

Many optimization problems arising in high-dimensional statistics decompose naturally into a sum of several terms, where the individual terms are relatively simple but the composite objective function can only be optimized with iterative…

Optimization and Control · Mathematics 2016-06-30 Rina Foygel Barber , Emil Y. Sidky

This work investigates the geometry of a nonconvex reformulation of minimizing a general convex loss function $f(X)$ regularized by the matrix nuclear norm $\|X\|_*$. Nuclear-norm regularized matrix inverse problems are at the heart of many…

Numerical Analysis · Computer Science 2017-04-07 Qiuwei Li , Zhihui Zhu , Gongguo Tang

Given a matrix $X\in \mathbb{R}^{m\times n}_+$ with non-negative entries, the cone factorization problem over a cone $\mathcal{K}\subseteq \mathbb{R}^k$ concerns computing $\{ a_1,\ldots, a_{m} \} \subseteq \mathcal{K}$ and $\{ b_1,\ldots,…

Optimization and Control · Mathematics 2021-08-03 Yong Sheng Soh , Antonios Varvitsiotis

Identifying recurring patterns in high-dimensional time series data is an important problem in many scientific domains. A popular model to achieve this is convolutive nonnegative matrix factorization (CNMF), which extends classic…

Machine Learning · Computer Science 2019-07-02 Anthony Degleris , Ben Antin , Surya Ganguli , Alex H Williams

The nonnegative matrix factorization is a widely used, flexible matrix decomposition, finding applications in biology, image and signal processing and information retrieval, among other areas. Here we present a related matrix factorization.…

Machine Learning · Statistics 2017-12-12 David W Dreisigmeyer

Similarity matrix serves as a fundamental tool at the core of numerous downstream machine-learning tasks. However, missing data is inevitable and often results in an inaccurate similarity matrix. To address this issue, Similarity Matrix…

Machine Learning · Computer Science 2024-10-01 Changyi Ma , Runsheng Yu , Xiao Chen , Youzhi Zhang

Supervised matrix factorization (SMF) is a classical machine learning method that simultaneously seeks feature extraction and classification tasks, which are not necessarily a priori aligned objectives. Our goal is to use SMF to learn…

Machine Learning · Statistics 2023-11-21 Joowon Lee , Hanbaek Lyu , Weixin Yao

We consider the problem of minimizing a linear function over an affine section of the cone of positive semidefinite matrices, with the additional constraint that the feasible matrix has prescribed rank. When the rank constraint is active,…

Systems and Control · Computer Science 2016-11-22 Simone Naldi

Matrix completion results deal with the question of when a partially specified symmetric matrix can be completed to a member of certain matrix cones. Results from positive semidefinite matrix completion and completely positive matrix…

General Mathematics · Mathematics 2025-09-25 Markus Gabl

Nonnegative Matrix Factorization (NMF) aims to factorize a matrix into two optimized nonnegative matrices and has been widely used for unsupervised learning tasks such as product recommendation based on a rating matrix. However, although…

Social and Information Networks · Computer Science 2015-04-03 Junyu Xuan , Jie Lu , Xiangfeng Luo , Guangquan Zhang

The proposed article aims at offering a comprehensive tutorial for the computational aspects of structured matrix and tensor factorization. Unlike existing tutorials that mainly focus on {\it algorithmic procedures} for a small set of…

Signal Processing · Electrical Eng. & Systems 2023-07-19 Xiao Fu , Nico Vervliet , Lieven De Lathauwer , Kejun Huang , Nicolas Gillis

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…

Computation · Statistics 2014-12-16 W. James Murdoch , Mu Zhu

Data often comes in the form of an array or matrix. Matrix factorization techniques attempt to recover missing or corrupted entries by assuming that the matrix can be written as the product of two low-rank matrices. In other words, matrix…

Machine Learning · Computer Science 2015-12-16 Gintare Karolina Dziugaite , Daniel M. Roy

Nonnegative matrix factorization (NMF) is a prominent technique for data dimensionality reduction that has been widely used for text mining, computer vision, pattern discovery, and bioinformatics. In this paper, a framework called ARkNLS…

Numerical Analysis · Mathematics 2020-07-14 Delin Chu , Wenya Shi , Srinivas Eswar , Haesun Park

Low-rank matrix factorization (MF) is an important technique in data science. The key idea of MF is that there exists latent structures in the data, by uncovering which we could obtain a compressed representation of the data. By factorizing…

Numerical Analysis · Computer Science 2016-05-09 Yuan Lu , Jie Yang

Non-negative matrix factorization (NMF) approximates a non-negative matrix $X$ by a product of two non-negative low-rank factor matrices $W$ and $H$. NMF and its extensions minimize either the Kullback-Leibler divergence or the Euclidean…

Machine Learning · Statistics 2012-07-17 Naiyang Guan , Dacheng Tao , Zhigang Luo , John Shawe-Taylor

A novel approach to Boolean matrix factorization (BMF) is presented. Instead of solving the BMF problem directly, this approach solves a nonnegative optimization problem with the constraint over an auxiliary matrix whose Boolean structure…

Data Structures and Algorithms · Computer Science 2021-08-27 Duc P. Truong , Erik Skau , Derek Desantis , Boian Alexandrov