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arXiv research

A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.

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76153229305 · Jun 202019922001200920172026
48 results for matrix factorizations

New method for hyperparameter tuning in sparse matrix factorization.

problem Hyperparameter tuning in sparse matrix factorization.
method Numerical method based on evaluating the zero point of normalization factor in sparse matrix prior.
result Our method outperforms existing algorithms in ground-truth sparse matrix reconstruction.

Gradient descent proves global convergence for 4-layer matrix factorization.

problem Global convergence of gradient descent on four-layer matrix factorization under random initialization.
method New techniques to show saddle-avoidance properties and extend eigenvalue theories.
result Polynomial-time global convergence guarantee for randomly initialized gradient descent on four-layer matrix factorization.

Unified framework for nonconvex matrix completion with linearly parameterized factors.

problem Matrix completion with improved accuracy using linearly parameterized factors.
method Unified nonconvex optimization framework with Correlated Parametric Factorization condition.
result Uniform upper bounds for low-rank estimation at any local minimum.

This paper analyzes privacy threats in federated matrix factorization.

problem Privacy threats in federated matrix factorization models.
method Categorizes federated matrix factorization into three types and analyzes privacy threats.
result This is the first study of privacy threats in federated matrix factorization.

In this paper, we propose an online algorithm to compute matrix factorizations. Proposed algorithm updates the dictionary matrix and associated coefficients using a single observation at each time. The algorithm performs low-rank updates to dictionary matrix. We derive the algorithm by defining a simple objective funct…

2015-06-14abs ↗pdf ↗

Federated multi-view matrix factorization learns from multiple data sources without centralizing user data.

problem Cold-start federated recommendations and multi-view data structure.
method Federated learning framework extended to multi-view matrix factorization.
result Federated multi-view matrix factorization outperforms simpler methods in cold-start federated recommendations.

Graph neural networks speed up nonnegative matrix factorization.

problem Efficiently factorize nonnegative matrices for various applications.
method Developed a graph neural network that combines bipartite self-attention with ADMM updates.
result Significant acceleration achieved in nonnegative matrix factorization.

Paper proposes algorithms for BMF using integer programming.

problem Approximating binary input matrix as product of two smaller binary factors.
method Alternating optimization strategy using integer programming to solve subproblems and combine solutions.
result Proposed algorithms outperform state of the art on medium-scale problems.

New nonconvex regularizers improve low-rank matrix recovery efficiency and accuracy.

problem Efficiently recover low-rank matrices from incomplete data.
method Factor group-sparse regularization, related to Schatten-p norms.
result Improved generalization error bounds for Schatten-p norms as p decreases.

NIMFA is an open-source Python library that provides a unified interface to nonnegative matrix factorization algorithms. It includes implementations of state-of-the-art factorization methods, initialization approaches, and quality scoring. It supports both dense and sparse matrix representation. NIMFA's component-based…

2018-08-06abs ↗pdf ↗

SMURFF accelerates Bayesian Matrix Factorization for large datasets.

problem Efficient implementation of Bayesian Matrix Factorization for large datasets.
method High-performance framework for composing and constructing different Bayesian matrix-factorization methods.
result SMURFF enables large-scale runs of compound-activity prediction.

Gradient descent in deep matrix factorization favors low-rank solutions, improving recovery accuracy.

problem Understanding the generalization in deep learning models.
method Study of gradient descent over deep linear neural networks for matrix completion and sensing.
result Adding depth enhances an implicit tendency towards low-rank solutions, leading to more accurate recovery.

This project compares MCMC and VI for Bayesian PMF on MovieLens.

problem Intractable posterior distribution in PMF.
method Employed MCMC and VI for Bayesian inference on MovieLens.
result VI converges faster, MCMC provides more accurate estimates.

Proposes a new matrix factorization model for interval-valued matrices.

problem Matrix factorization for matrices with entries in a given interval.
method Bounded simplex-structured matrix factorization (BSSMF) with fast algorithm for missing data.
result BSSMF provides a unique decomposition under certain conditions.

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 means given the observations. However, in many real applications with skewed and…

2016-06-07abs ↗pdf ↗

NetSMF efficiently embeds large networks by sparse matrix factorization.

problem Learning latent representations for large-scale networks efficiently.
method NetSMF leverages spectral sparsification to efficiently sparsify and factorize a dense matrix.
result NetSMF achieves high efficiency and effectiveness on large-scale networks.

This paper considers a restriction to non-negative matrix factorization in which at least one matrix factor is stochastic. That is, the elements of the matrix factors are non-negative and the columns of one matrix factor sum to 1. This restriction includes topic models, a popular method for analyzing unstructured data.…

2016-09-19abs ↗pdf ↗

PrecGD restores linear convergence in over-parameterized nonconvex matrix factorization.

problem Slow convergence of local search algorithms in over-parameterized nonconvex matrix factorization.
method Preconditioned Gradient Descent (PrecGD) with an inexpensive 2\ell_2 regularization.
result PrecGD restores linear convergence rate even in the over-parameterized case.

The paper studies the loss landscape of regularized deep matrix factorization, revealing unique and sharp minimizers.

problem Understanding the loss landscape and minimizers of regularized deep matrix factorization problems.
method Theoretical analysis of 2\ell^2-regularized deep matrix factorization/deep linear network training problems with squared-error loss.
result The unique end-to-end minimizer exists for all target matrices except for a set of Lebesgue measure zero.

A new method for non-negative matrix factorization using generalized dual divergence.

problem Non-negative matrix factorization for various noise structures.
method Theoretical framework based on generalized dual Kullback-Leibler divergence, with algorithms developed and proven convergence using Expectation-Maximization.
result Generalizes existing methods and provides an alternative for non-negative matrix factorizations.

New method improves matrix factorization speed and accuracy.

problem Matrix factorization optimization problems suffer from biased solutions and lack of convergence guarantees.
method Proposes a novel Bregman distance for matrix factorization, enabling non-alternating schemes with convergence proof.
result Convergence to a stationary point proved for matrix factorization problems.

Tensor factorization arises in many machine learning applications, such knowledge base modeling and parameter estimation in latent variable models. However, numerical methods for tensor factorization have not reached the level of maturity of matrix factorization methods. In this paper, we propose a new method for CP te…

2015-01-29abs ↗pdf ↗

Bayesian model infers factor dimensionality and sparse loading matrix adaptively.

problem Inference of high-dimensional sparse factor model with varying sparsity and factor dimensions.
method Adaptive Bayesian sparse factor model with posterior concentration.
result Posterior distribution asymptotically concentrates on true factor dimensionality and sparsity.

The nonnegative matrix factorization is a widely used, flexible matrix decomposition, finding applications in biology, image and signal processing and information retrieval, among other areas. Here we present a related matrix factorization. A multi-objective optimization problem finds conical combinations of templates …

2017-09-13abs ↗pdf ↗

The paper develops algorithms for Boolean matrix factorization using IP and heuristics.

problem Approximating binary input matrices as products of smaller binary factors.
method Alternating optimization with integer programming and greedy/local-search heuristics.
result Proposed methods improve scalability and performance compared to existing techniques.

New algorithm for robust Boolean matrix factorization handles noise and missing data.

problem Robust probabilistic Boolean matrix factorization in the presence of noise and missing values.
method Probabilistic Expectation Maximization algorithm without latent factor assumptions.
result Outperforms state-of-the-art probabilistic algorithms on real data.

We study the stability vis a vis adversarial noise of matrix factorization algorithm for matrix completion. In particular, our results include: (I) we bound the gap between the solution matrix of the factorization method and the ground truth in terms of root mean square error; (II) we treat the matrix factorization as …

2012-06-18abs ↗pdf ↗

A new method STMF improves missing value prediction using tropical semiring.

problem Limited capability of linear models to model complex relations.
method Sparse Tropical Matrix Factorization (STMF) using tropical semiring.
result STMF outperforms NMF on real data, especially in handling extreme values.

This work studies the strong duality of non-convex matrix factorization problems: we show that under certain dual conditions, these problems and its dual have the same optimum. This has been well understood for convex optimization, but little was known for non-convex problems. We propose a novel analytical framework an…

2017-04-27abs ↗pdf ↗

New insights into how deep models generalize, focusing on matrix factorization.

problem Understanding how deep models generalize and why they work well.
method Using Morse functions and dynamical systems to study implicit regularization.
result Solved a conjecture on implicit regularization in matrix factorization.

We present a matrix-factorization algorithm that scales to input matrices with both huge number of rows and columns. Learned factors may be sparse or dense and/or non-negative, which makes our algorithm suitable for dictionary learning, sparse component analysis, and non-negative matrix factorization. Our algorithm str…

2017-01-19abs ↗pdf ↗