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Matrix factorization is a powerful data analysis tool. It has been used in multivariate time series analysis, leading to the decomposition of the series in a small set of latent factors. However, little is known on the statistical…

Statistics Theory · Mathematics 2020-09-22 Pierre Alquier , Nicolas Marie

Euclidean distance matrices (EDM) are matrices of squared distances between points. The definition is deceivingly simple: thanks to their many useful properties they have found applications in psychometrics, crystallography, machine…

Other Computer Science · Computer Science 2016-11-15 Ivan Dokmanic , Reza Parhizkar , Juri Ranieri , Martin Vetterli

This paper considers general rank-constrained optimization problems that minimize a general objective function $f(X)$ over the set of rectangular $n\times m$ matrices that have rank at most $r$. To tackle the rank constraint and also to…

Information Theory · Computer Science 2021-09-07 Zhihui Zhu , Qiuwei Li , Gongguo Tang , Michael B. Wakin

Classical multidimensional scaling only works well when the noisy distances observed in a high dimensional space can be faithfully represented by Euclidean distances in a low dimensional space. Advanced models such as Maximum Variance…

Machine Learning · Statistics 2014-06-24 Chao Ding , Hou-Duo Qi

We consider the \emph{exact} error correction of a noisy Euclidean distance matrix, EDM, where the elements are the squared distances between $n$ points in $R^d$. For our problem we are given two facts: (i) the embedding dimension, $d$,…

Optimization and Control · Mathematics 2024-06-25 Abdo Alfakih , Woosuk L. Jung , Henry Wolkowicz , Tina Xu

In this work, we focus on connections between $K$-means clustering approaches and Orthogonal Nonnegative Matrix Factorization (ONMF) methods. We present a novel framework to extract the distance measure and the centroids of the $K$-means…

Numerical Analysis · Mathematics 2021-12-15 Pascal Fernsel , Peter Maass

We propose a general scheme for solving convex and non-convex optimization problems on manifolds. The central idea is that, by adding a multiple of the squared retraction distance to the objective function in question, we "convexify" the…

Computation · Statistics 2020-10-20 Lizhen Lin , Bayan Saparbayeva , Michael Minyi Zhang , David B. Dunson

Two averaging algorithms are considered which are intended for choosing an optimal plane and an optimal circle approximating a group of points in three-dimensional Euclidean space.

Computational Geometry · Computer Science 2007-05-23 Ruslan Sharipov

A systematic technique to bound factor-revealing linear programs is presented. We show how to derive a family of upper bound factor-revealing programs (UPFRP), and show that each such program can be solved by a computer to bound the…

Data Structures and Algorithms · Computer Science 2015-03-19 Cristina G. Fernandes , Luís A. A. Meira , Flávio K. Miyazawa , Lehilton L. C. Pedrosa

We consider minimization problems with structured objective function and smooth constraints, and present a flexible framework that combines the beneficial regularization effects of (exact) penalty and interior-point methods. In the fully…

Optimization and Control · Mathematics 2025-08-27 Alberto De Marchi , Andreas Themelis

We give an algorithm for computing approximate PSD factorizations of nonnegative matrices. The running time of the algorithm is polynomial in the dimensions of the input matrix, but exponential in the PSD rank and the approximation error.…

Data Structures and Algorithms · Computer Science 2016-02-25 Amitabh Basu , Michael Dinitz , Xin Li

In this paper, we solve a maximization problem where the objective function is quadratic and convex or concave and the constraints set is the reachable value set of a convergent discrete-time affine system. Moreover, we assume that the…

Optimization and Control · Mathematics 2020-06-18 Assalé Adjé

Although many machine learning algorithms involve learning subspaces with particular characteristics, optimizing a parameter matrix that is constrained to represent a subspace can be challenging. One solution is to use Riemannian…

Machine Learning · Computer Science 2017-03-10 Stephen Giguere , Francisco Garcia , Sridhar Mahadevan

We develop a unified and systematic framework for performing online nonnegative matrix factorization under a wide variety of important divergences. The online nature of our algorithm makes it particularly amenable to large-scale data. We…

Machine Learning · Statistics 2016-08-17 Renbo Zhao , Vincent Y. F. Tan , Huan Xu

Distance metric learning can be viewed as one of the fundamental interests in pattern recognition and machine learning, which plays a pivotal role in the performance of many learning methods. One of the effective methods in learning such a…

Machine Learning · Computer Science 2020-02-21 Mostafa Razavi Ghods , Mohammad Hossein Moattar , Yahya Forghani

Euclidean distance matrix optimization with ordinal constraints (EDMOC) has found important applications in sensor network localization and molecular conformation. It can also be viewed as a matrix formulation of multidimensional scaling,…

Optimization and Control · Mathematics 2020-06-23 Sitong Lu , Miao Zhang , Qingna Li

Matrix factorization is a widely used approach for top-N recommendation and collaborative filtering. When implemented on implicit feedback data (such as clicks), a common heuristic is to upweight the observed interactions. This strategy has…

Information Retrieval · Computer Science 2025-10-14 Alex Ayoub , Samuel Robertson , Dawen Liang , Harald Steck , Nathan Kallus

Proximal distance algorithms combine the classical penalty method of constrained minimization with distance majorization. If $f(\boldsymbol{x})$ is the loss function, and $C$ is the constraint set in a constrained minimization problem, then…

Optimization and Control · Mathematics 2019-05-21 Kevin L. Keys , Hua Zhou , Kenneth Lange

Despite the prominence of neural network approaches in the field of recommender systems, simple methods such as matrix factorization with quadratic loss are still used in industry for several reasons. These models can be trained with…

Information Retrieval · Computer Science 2022-05-24 Dmitrii Beloborodov , Andrei Zimovnov , Petr Molodyk , Dmitrii Kirillov

Clustering on the data with multiple aspects, such as multi-view or multi-type relational data, has become popular in recent years due to their wide applicability. The approach using manifold learning with the Non-negative Matrix…

Machine Learning · Computer Science 2020-09-08 Khanh Luong , Richi Nayak