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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

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

In binary polynomial optimization, the goal is to find a binary point maximizing a given polynomial function. In this paper, we propose a novel way of formulating this general optimization problem, which we call factorized binary polynomial…

Optimization and Control · Mathematics 2024-07-08 Alberto Del Pia

Substantial progress has been made recently on developing provably accurate and efficient algorithms for low-rank matrix factorization via nonconvex optimization. While conventional wisdom often takes a dim view of nonconvex optimization…

Machine Learning · Computer Science 2019-10-23 Yuejie Chi , Yue M. Lu , Yuxin Chen

Sparse matrix factorization is the problem of approximating a matrix $\mathbf{Z}$ by a product of $J$ sparse factors $\mathbf{X}^{(J)} \mathbf{X}^{(J-1)} \ldots \mathbf{X}^{(1)}$. This paper focuses on identifiability issues that appear in…

Machine Learning · Computer Science 2021-11-18 Léon Zheng , Elisa Riccietti , Rémi Gribonval

Matrix factorization is an inference problem that has acquired importance due to its vast range of applications that go from dictionary learning to recommendation systems and machine learning with deep networks. The study of its fundamental…

Disordered Systems and Neural Networks · Physics 2023-08-01 Francesco Camilli , Marc Mézard

The paper introduces the butterfly factorization as a data-sparse approximation for the matrices that satisfy a complementary low-rank property. The factorization can be constructed efficiently if either fast algorithms for applying the…

Numerical Analysis · Mathematics 2016-01-21 Yingzhou Li , Haizhao Yang , Eileen Martin , Kenneth Ho , Lexing Ying

We present a very fast algorithm for general matrix factorization of a data matrix for use in the statistical analysis of high-dimensional data via latent factors. Such data are prevalent across many application areas and generate an…

Predicting unobserved entries of a partially observed matrix has found wide applicability in several areas, such as recommender systems, computational biology, and computer vision. Many scalable methods with rigorous theoretical guarantees…

Machine Learning · Statistics 2018-02-15 Vatsal Shah , Nikhil Rao , Weicong Ding

Two common approaches in low-rank optimization problems are either working directly with a rank constraint on the matrix variable, or optimizing over a low-rank factorization so that the rank constraint is implicitly ensured. In this paper,…

Optimization and Control · Mathematics 2020-12-17 Wooseok Ha , Haoyang Liu , Rina Foygel Barber

We explore a new type of sparsity for the generalized moment problem (GMP) that we call ideal-sparsity. This sparsity exploits the presence of equality constraints requiring the measure to be supported on the variety of an ideal generated…

Optimization and Control · Mathematics 2023-07-11 Milan Korda , Monique Laurent , Victor Magron , Andries Steenkamp

Matrix factorization is a widely adopted recommender system technique that fits scalar rating values by dot products of user feature vectors and item feature vectors. However, the formulation of matrix factorization as a scalar fitting…

Information Retrieval · Computer Science 2021-12-07 Hao Wang

Matrix factorization is a simple and effective solution to the recommendation problem. It has been extensively employed in the industry and has attracted much attention from the academia. However, it is unclear what the low-dimensional…

Machine Learning · Computer Science 2018-08-29 Farhan Khawar , Nevin L. 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

Many matrices associated with fast transforms posess a certain low-rank property characterized by the existence of several block partitionings of the matrix, where each block is of low rank. Provided that these partitionings are known,…

Numerical Analysis · Mathematics 2023-07-04 Léon Zheng , Gilles Puy , Elisa Riccietti , Patrick Pérez , Rémi Gribonval

In addition to recent developments in computing speed and memory, methodological advances have contributed to significant gains in the performance of stochastic simulation. In this paper, we focus on variance reduction for matrix…

Machine Learning · Statistics 2023-03-28 Anant Mathur , Sarat Moka , Zdravko Botev

Recommender system has been more and more popular and widely used in many applications recently. The increasing information available, not only in quantities but also in types, leads to a big challenge for recommender system that how to…

Artificial Intelligence · Computer Science 2011-12-30 Tianqi Chen , Zhao Zheng , Qiuxia Lu , Weinan Zhang , Yong Yu

Sparse coding--that is, modelling data vectors as sparse linear combinations of basis elements--is widely used in machine learning, neuroscience, signal processing, and statistics. This paper focuses on the large-scale matrix factorization…

Machine Learning · Statistics 2010-02-11 Julien Mairal , Francis Bach , Jean Ponce , Guillermo Sapiro

We propose a flexible and theoretically supported framework for scalable nonnegative matrix factorization. The goal is to find nonnegative low-rank components directly from compressed measurements, accessing the original data only once or…

Optimization and Control · Mathematics 2026-02-17 Abraar Chaudhry , Elizaveta Rebrova

The increasing size of transformer-based models in NLP makes the question of compressing them important. In this work, we present a comprehensive analysis of factorization based model compression techniques. Specifically, we focus on…

Computation and Language · Computer Science 2024-06-18 Ashim Gupta , Sina Mahdipour Saravani , P. Sadayappan , Vivek Srikumar