Related papers: $\ell_0$ factor analysis
This paper studies the problem of decomposing a low-rank matrix into a factor with binary entries, either from $\{\pm 1\}$ or from $\{0,1\}$, and an unconstrained factor. The research answers fundamental questions about the existence and…
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…
The popular Alternating Least Squares (ALS) algorithm for tensor decomposition is efficient and easy to implement, but often converges to poor local optima---particularly when the weights of the factors are non-uniform. We propose a…
In this paper, we propose a novel element-wise subset selection method for the alternating least squares (ALS) algorithm, focusing on low-rank matrix factorization involving matrices with missing values, as commonly encountered in…
A data filtering method for cluster analysis is proposed, based on minimizing a least squares function with a weighted $\ell_0$-norm penalty. To overcome the discontinuity of the objective function, smooth non-convex functions are employed…
Factor analysis provides linear factors that describe relationships between individual variables of a data set. We extend this classical formulation into linear factors that describe relationships between groups of variables, where each…
Factor Analysis has traditionally been utilized across diverse disciplines to extrapolate latent traits that influence the behavior of multivariate observed variables. Historically, the focus has been on analyzing data from a single study,…
In light of recent data science trends, new interest has fallen in alternative matrix factorizations. By this, we mean various ways of factorizing particular data matrices so that the factors have special properties and reveal insights into…
The model implied by factor score predictors does not reproduce the non-diagonal elements of the observed covariance matrix as well as the factor loadings. It is therefore investigated whether it is possible to estimate factor loadings for…
Factorization of matrices where the rank of the two factors diverges linearly with their sizes has many applications in diverse areas such as unsupervised representation learning, dictionary learning or sparse coding. We consider a setting…
In this paper, we study the sparse nonnegative tensor factorization and completion problem from partial and noisy observations for third-order tensors. Because of sparsity and nonnegativity, the underlying tensor is decomposed into the…
Tensor factorizations with nonnegative constraints have found application in analyzing data from cyber traffic, social networks, and other areas. We consider application data best described as being generated by a Poisson process (e.g.,…
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…
In this article, we derive a Bayesian model to learning the sparse and low rank PARAFAC decomposition for the observed tensor with missing values via the elastic net, with property to find the true rank and sparse factor matrix which is…
We consider the problem of multivariate regression in a setting where the relevant predictors could be shared among different responses. We propose an algorithm which decomposes the coefficient matrix into the product of a long matrix and a…
Given a sample covariance matrix, we examine the problem of maximizing the variance explained by a linear combination of the input variables while constraining the number of nonzero coefficients in this combination. This is known as sparse…
We propose a method for noise reduction, the task of producing a clean audio signal from a recording corrupted by additive noise. Many common approaches to this problem are based upon applying non-negative matrix factorization to…
Recht, Fazel, and Parrilo provided an analogy between rank minimization and $\ell_0$-norm minimization. Subject to the rank-restricted isometry property, nuclear norm minimization is a guaranteed algorithm for rank minimization. The…
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…
This article focuses on covariance estimation for multi-study data. Popular approaches employ factor-analytic terms with shared and study-specific loadings that decompose the variance into (i) a shared low-rank component, (ii)…