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Matrix learning is at the core of many machine learning problems. A number of real-world applications such as collaborative filtering and text mining can be formulated as a low-rank matrix completion problem, which recovers incomplete…

Machine Learning · Computer Science 2021-02-23 Yaqing Wang , Quanming Yao , James T. Kwok

We consider the problem of recovering an unknown effectively $(s_1,s_2)$-sparse low-rank-$R$ matrix $X$ with possibly non-orthogonal rank-$1$ decomposition from incomplete and inaccurate linear measurements of the form $y = \mathcal A (X) +…

Numerical Analysis · Mathematics 2020-07-29 Massimo Fornasier , Johannes Maly , Valeriya Naumova

We address the problem of estimating a sparse low-rank matrix from its noisy observation. We propose an objective function consisting of a data-fidelity term and two parameterized non-convex penalty functions. Further, we show how to set…

Optimization and Control · Mathematics 2017-04-13 Ankit Parekh , Ivan W. Selesnick

Non-negative matrix factorization (NMF) is a key technique for feature extraction and widely used in source separation. However, existing algorithms may converge to poor local minima, or to one of several minima with similar objective value…

Machine Learning · Computer Science 2024-10-30 Youdong Guo , Timothy E. Holy

Based on a new atomic norm, we propose a new convex formulation for sparse matrix factorization problems in which the number of nonzero elements of the factors is assumed fixed and known. The formulation counts sparse PCA with multiple…

Machine Learning · Statistics 2014-12-05 Emile Richard , Guillaume Obozinski , Jean-Philippe Vert

A symmetric nonnegative matrix factorization algorithm based on self-paced learning was proposed to improve the clustering performance of the model. It could make the model better distinguish normal samples from abnormal samples in an…

Machine Learning · Computer Science 2024-10-22 Lei Wang , Liang Du , Peng Zhou , Peng Wu

We describe a second-order accurate approach to sparsifying the off-diagonal blocks in the hierarchical approximate factorizations of sparse symmetric positive definite matrices. The norm of the error made by the new approach depends…

Numerical Analysis · Mathematics 2020-08-05 Bazyli Klockiewicz , Léopold Cambier , Ryan Humble , Hamdi Tchelepi , Eric Darve

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

A collaborative convex framework for factoring a data matrix $X$ into a non-negative product $AS$, with a sparse coefficient matrix $S$, is proposed. We restrict the columns of the dictionary matrix $A$ to coincide with certain columns of…

Machine Learning · Statistics 2015-05-27 Ernie Esser , Michael Möller , Stanley Osher , Guillermo Sapiro , Jack Xin

For the problem of reconstructing a low-rank matrix from a few linear measurements, two classes of algorithms have been widely studied in the literature: convex approaches based on nuclear norm minimization, and non-convex approaches that…

Machine Learning · Statistics 2025-07-29 Dominik Stöger , Yizhe Zhu

An unknown $m$ by $n$ matrix $X_0$ is to be estimated from noisy measurements $Y=X_0+Z$, where the noise matrix $Z$ has i.i.d. Gaussian entries. A popular matrix denoising scheme solves the nuclear norm penalization problem $\operatorname…

Statistics Theory · Mathematics 2014-11-05 David Donoho , Matan Gavish

In this paper we explore avenues for improving the reliability of dimensionality reduction methods such as Non-Negative Matrix Factorization (NMF) as interpretive exploratory data analysis tools. We first explore the difficulties of the…

Artificial Intelligence · Computer Science 2009-04-22 Nikolaos Vasiloglou , Alexander G. Gray , David V. Anderson

We consider the problem of minimizing an objective function that is the sum of a convex function and a group sparsity-inducing regularizer. Problems that integrate such regularizers arise in modern machine learning applications, often for…

Optimization and Control · Mathematics 2020-07-30 Frank E. Curtis , Yutong Dai , Daniel P. Robinson

Higher-order low-rank tensors naturally arise in many applications including hyperspectral data recovery, video inpainting, seismic data recon- struction, and so on. We propose a new model to recover a low-rank tensor by simultaneously…

Numerical Analysis · Computer Science 2015-07-07 Yangyang Xu , Ruru Hao , Wotao Yin , Zhixun Su

Recovering nonlinearly degraded signal in the presence of noise is a challenging problem. In this work, this problem is tackled by minimizing the sum of a non convex least-squares fit criterion and a penalty term. We assume that the…

Signal Processing · Electrical Eng. & Systems 2019-02-27 Marc Castella , Jean-Christophe Pesquet , Arthur Marmin

Matrix Factorization is a popular non-convex optimization problem, for which alternating minimization schemes are mostly used. They usually suffer from the major drawback that the solution is biased towards one of the optimization…

Optimization and Control · Mathematics 2019-12-09 Mahesh Chandra Mukkamala , Peter Ochs

In the non-negative matrix factorization (NMF) problem, the input is an $m\times n$ matrix $M$ with non-negative entries and the goal is to factorize it as $M\approx AW$. The $m\times k$ matrix $A$ and the $k\times n$ matrix $W$ are both…

Data Structures and Algorithms · Computer Science 2021-03-09 Moses Charikar , Lunjia Hu

Hyperspectral unmixing aims at decomposing a given signal into its spectral signatures and its associated fractional abundances. To improve the accuracy of this decomposition, algorithms have included different assumptions depending on the…

Many regression and classification procedures fit a parameterized function $f(x;w)$ of predictor variables $x$ to data $\{x_{i},y_{i}\}_1^N$ based on some loss criterion $L(y,f)$. Often, regularization is applied to improve accuracy by…

Machine Learning · Computer Science 2021-07-16 Gilmer Valdes , Wilmer Arbelo , Yannet Interian , Jerome H. Friedman

Dimensionality reduction and matrix factorization techniques are important and useful machine-learning techniques in many fields. Nonnegative matrix factorization (NMF) is particularly useful for spectral analysis and image processing in…

Instrumentation and Methods for Astrophysics · Physics 2016-12-20 Guangtun Zhu