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Low rank approximation is a commonly occurring problem in many computer vision and machine learning applications. There are two common ways of optimizing the resulting models. Either the set of matrices with a given rank can be explicitly…

Computer Vision and Pattern Recognition · Computer Science 2019-07-24 Marcus Valtonen Örnhag , Carl Olsson , Anders Heyden

We study binary optimization problems of the form \( \min_{x\in\{-1,1\}^n} f(Ax-b) \) with possibly nonsmooth loss \(f\). Following the lifted rank-one semidefinite programming (SDP) approach\cite{qian2023matrix}, we develop a…

Optimization and Control · Mathematics 2026-01-07 Lianghai Xiao , Yitian Qian , Shaohua Pan

We study the asymmetric matrix factorization problem under a natural nonconvex formulation with arbitrary overparametrization. The model-free setting is considered, with minimal assumption on the rank or singular values of the observed…

Machine Learning · Computer Science 2023-08-22 Liwei Jiang , Yudong Chen , Lijun Ding

A robust algorithm for non-negative matrix factorization (NMF) is presented in this paper with the purpose of dealing with large-scale data, where the separability assumption is satisfied. In particular, we modify the Linear Programming…

Machine Learning · Statistics 2014-01-10 Jason Gejie Liu , Shuchin Aeron

Nonnegative matrix factorization can be used to automatically detect topics within a corpus in an unsupervised fashion. The technique amounts to an approximation of a nonnegative matrix as the product of two nonnegative matrices of lower…

Computation and Language · Computer Science 2022-12-21 Michael R. Lindstrom , Xiaofu Ding , Feng Liu , Anand Somayajula , Deanna Needell

As we all known, the nonnegative matrix factorization (NMF) is a dimension reduction method that has been widely used in image processing, text compressing and signal processing etc. In this paper, an algorithm for nonnegative matrix…

Numerical Analysis · Mathematics 2013-05-27 Shu-Zhen Lai , Hou-Biao Li , Zu-Tao Zhang

The minimization of a nonconvex composite function can model a variety of imaging tasks. A popular class of algorithms for solving such problems are majorization-minimization techniques which iteratively approximate the composite nonconvex…

Optimization and Control · Mathematics 2018-09-05 Jonas Geiping , Michael Moeller

Non-negative matrix factorization (NMF) is a prob- lem with many applications, ranging from facial recognition to document clustering. However, due to the variety of algorithms that solve NMF, the randomness involved in these algorithms,…

Numerical Analysis · Mathematics 2018-12-17 Connor Sell , Jeremy Kepner

Flexible sparsity regularization means stably approximating sparse solutions of operator equations by using coefficient-dependent penalizations. We propose and analyse a general nonconvex approach in this respect, from both theoretical and…

Optimization and Control · Mathematics 2021-11-12 Daria Ghilli , Dirk A. Lorenz , Elena Resmerita

This paper revisits the problem of decomposing a positive semidefinite matrix as a sum of a matrix with a given rank plus a sparse matrix. An immediate application can be found in portfolio optimization, when the matrix to be decomposed is…

Optimization and Control · Mathematics 2021-06-16 Michel Baes , Calypso Herrera , Ariel Neufeld , Pierre Ruyssen

This paper describes a new approach, based on linear programming, for computing nonnegative matrix factorizations (NMFs). The key idea is a data-driven model for the factorization where the most salient features in the data are used to…

Optimization and Control · Mathematics 2013-02-05 Victor Bittorf , Benjamin Recht , Christopher Re , Joel A. Tropp

The idea of adversarial learning of regularization functionals has recently been introduced in the wider context of inverse problems. The intuition behind this method is the realization that it is not only necessary to learn the basic…

Numerical Analysis · Mathematics 2024-04-25 Martin Ludvigsen , Markus Grasmair

It was recently established that for convex optimization problems with sparse optimal solutions (be it entry-wise sparsity or matrix rank-wise sparsity) it is possible to design first-order methods with linear convergence rates that depend…

Optimization and Control · Mathematics 2026-03-20 Dan Garber

Regularization techniques are widely employed in optimization-based approaches for solving ill-posed inverse problems in data analysis and scientific computing. These methods are based on augmenting the objective with a penalty function,…

Optimization and Control · Mathematics 2021-06-08 Yong Sheng Soh , Venkat Chandrasekaran

A regularization algorithm using inexact function values and inexact derivatives is proposed and its evaluation complexity analyzed. This algorithm is applicable to unconstrained problems and to problems with inexpensive constraints (that…

Optimization and Control · Mathematics 2019-04-22 S. Bellavia , G. Gurioli , B. Morini , Ph. L. Toint

Many modern tools in machine learning and signal processing, such as sparse dictionary learning, principal component analysis (PCA), non-negative matrix factorization (NMF), $K$-means clustering, etc., rely on the factorization of a matrix…

Machine Learning · Statistics 2015-04-10 Rémi Gribonval , Rodolphe Jenatton , Francis Bach , Martin Kleinsteuber , Matthias Seibert

Matrix factorization methods are important tools in data mining and analysis. They can be used for many tasks, ranging from dimensionality reduction to visualization. In this paper we concentrate on the use of matrix factorizations for…

Machine Learning · Computer Science 2017-07-28 Sanjar Karaev , Pauli Miettinen

The de-facto standard approach of promoting sparsity by means of $\ell_1$-regularization becomes ineffective in the presence of simplex constraints, i.e.,~the target is known to have non-negative entries summing up to a given constant. The…

Methodology · Statistics 2016-05-04 Ping Li , Syama Sundar Rangapuram , Martin Slawski

Sparse coding is a core building block in many data analysis and machine learning pipelines. Typically it is solved by relying on generic optimization techniques, that are optimal in the class of first-order methods for non-smooth, convex…

Machine Learning · Statistics 2017-05-30 Thomas Moreau , Joan Bruna

Non-negative matrix factorization is a popular tool for decomposing data into feature and weight matrices under non-negativity constraints. It enjoys practical success but is poorly understood theoretically. This paper proposes an algorithm…

Machine Learning · Computer Science 2016-11-15 Yuanzhi Li , Yingyu Liang , Andrej Risteski