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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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164329493657 · Jun 202019922001200920172026
48 results for nonnegative low rank matrix approximation

New method reduces computational cost for nonnegative low rank matrix approximation.

problem Efficiently compute nonnegative low rank matrix approximation for nonnegative matrices.
method Alternating projections onto tangent spaces of fixed rank matrices manifold and nonnegative matrix manifold.
result Sequence converges linearly to optimal solutions, showing better performance in terms of computational time and accuracy.

Nonnegative low-rank matrix recovery can have spurious local minima.

problem Nonnegative low-rank matrix recovery problems can have spurious local minima.
method Investigated projected gradient methods for nonnegative low-rank recovery problems.
result Benign nonconvexity holds in the fully-observed case with RIP constant δ=0 but fails in the partially-observed case and higher-rank ground truths.

In this paper, we introduce and provide a short overview of nonnegative matrix factorization (NMF). Several aspects of NMF are discussed, namely, the application in hyperspectral imaging, geometry and uniqueness of NMF solutions, complexity, algorithms, and its link with extended formulations of polyhedra. In order to …

2017-03-02abs ↗pdf ↗

Nonnegative Matrix Factorization (NMF) was first introduced as a low-rank matrix approximation technique, and has enjoyed a wide area of applications. Although NMF does not seem related to the clustering problem at first, it was shown that they are closely linked. In this report, we provide a gentle introduction to clu…

2015-07-12abs ↗pdf ↗

Principal components analysis (PCA) is a well-known technique for approximating a tabular data set by a low rank matrix. Here, we extend the idea of PCA to handle arbitrary data sets consisting of numerical, Boolean, categorical, ordinal, and other data types. This framework encompasses many well known techniques in da…

2014-10-01abs ↗pdf ↗

Clustering analysis by nonnegative low-rank approximations has achieved remarkable progress in the past decade. However, most approximation approaches in this direction are still restricted to matrix factorization. We propose a new low-rank learning method to improve the clustering performance, which is beyond matrix f…

2012-06-18abs ↗pdf ↗

Introduces nondecreasing rank for matrices and tensors, developing methods and applications.

problem Finding low-rank approximations for matrices and tensors with monotonic constraints.
method Developed a variant of hierarchical alternating least squares algorithm for finding low ND rank approximations.
result Low ND rank factorizations can be found and interpreted for real-world datasets.

In this letter, we propose a new identification criterion that guarantees the recovery of the low-rank latent factors in the nonnegative matrix factorization (NMF) model, under mild conditions. Specifically, using the proposed criterion, it suffices to identify the latent factors if the rows of one factor are \emph{suf…

2017-09-02abs ↗pdf ↗

Matrix approximation is a common tool in machine learning for building accurate prediction models for recommendation systems, text mining, and computer vision. A prevalent assumption in constructing matrix approximations is that the partially observed matrix is of low-rank. We propose a new matrix approximation model w…

2013-01-15abs ↗pdf ↗

Matrices of (approximate) low rank are pervasive in data science, appearing in recommender systems, movie preferences, topic models, medical records, and genomics. While there is a vast literature on how to exploit low rank structure in these datasets, there is less attention on explaining why the low rank structure ap…

2017-05-21abs ↗pdf ↗

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.

The paper develops new algorithms for KL-divergence NMF, proving convergence and performance.

problem Improving NMF for nonnegative data with KL divergence.
method Collect and analyze properties of KL objective function, propose and test new algorithms.
result Guaranteed non-increasing objective function for one proposed algorithm, global convergence.

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 express the remaining features. More precisely, given a data matrix X, the algorithm…

2012-06-06abs ↗pdf ↗

The exact nonnegative matrix factorization (exact NMF) problem is the following: given an mm-by-nn nonnegative matrix XX and a factorization rank rr, find, if possible, an mm-by-rr nonnegative matrix WW and an rr-by-nn nonnegative matrix HH such that X=WHX = WH. In this paper, we propose two heuristics for exac…

2014-11-26abs ↗pdf ↗

Unified error analysis for low-rank approximation improves data assimilation performance.

problem Analyzing the error in low-rank approximation methods for data assimilation.
method Unified stochastic analysis framework for Frobenius norm error bounds on centered and non-standard Gaussian matrices.
result Unified bounds provide clearer interpretations and enable better practical choices for covariance matrices.

PSI-LinUCB improves scalability for large recommender systems.

problem Efficiently training and inferring for large action spaces in recommender systems.
method Represent inverse design matrix as diagonal + low-rank correction, derive stable rank-1 and batched updates, use projector-splitting integrator.
result Demonstrated effectiveness on recommender system datasets, achieving scalable training and inference.

New algorithm improves clustering accuracy without sacrificing scalability.

problem Improving clustering accuracy for large datasets.
method Nonnegative low-rank semidefinite programming with Burer-Monteiro factorization.
result Significantly smaller mis-clustering errors compared to existing methods.

We develop an efficient algorithm for low-rank approximation with improved approximation guarantees.

problem Optimal low-rank approximation of matrices with 1\ell_1 norm constraints.
method Polynomial time column subset selection-based algorithm achieving ildeO(k1/2) ilde{O}(k^{1/2})-approximation.
result Improved approximation guarantees for 1\ell_1 low-rank approximation.

Symmetric nonnegative matrix factorization has found abundant applications in various domains by providing a symmetric low-rank decomposition of nonnegative matrices. In this paper we propose a Frank-Wolfe (FW) solver to optimize the symmetric nonnegative matrix factorization problem under a simplicial constraint, whic…

2017-06-20abs ↗pdf ↗

We study the 0\ell_0-Low Rank Approximation Problem, where the goal is, given an m×nm \times n matrix AA, to output a rank-kk matrix AA' for which AA0\|A'-A\|_0 is minimized. Here, for a matrix BB, B0\|B\|_0 denotes the number of its non-zero entries. This NP-hard variant of low rank approximation is natural for pro…

2017-10-30abs ↗pdf ↗

We study the convergence of a variant of distributed gradient descent (DGD) on a distributed low-rank matrix approximation problem wherein some optimization variables are used for consensus (as in classical DGD) and some optimization variables appear only locally at a single node in the network. We term the resulting a…

2018-11-07abs ↗pdf ↗

We consider the problem of approximately reconstructing a partially-observed, approximately low-rank matrix. This problem has received much attention lately, mostly using the trace-norm as a surrogate to the rank. Here we study low-rank matrix reconstruction using both the trace-norm, as well as the less-studied max-no…

2011-02-18abs ↗pdf ↗

Solves weakly supervised regression using low-rank approximations and manifold regularization.

problem Weakly supervised regression with known, unknown, and uncertain labels.
method Combines manifold regularization and low-rank matrix decomposition for optimization.
result Improves solution quality and stability for large datasets.

We accelerate the power method for strong low-rank approximation using fast sketching.

problem Efficiency bottleneck in power method for large target ranks.
method Developed an algorithmic and theoretical framework for accelerating the power method using fast sketching.
result Simple and provably efficient methods for singular value decomposition, low-rank factorization, and Nyström approximation.

EPMF factorizes matrices by adjusting their entries to match a specified power.

problem Factorizing matrices with adjusted entries to match a specified power.
method Analyzes the computational complexity of exact and approximate EPMF problems.
result Exact EPMF is strongly NP-hard, but can be solved in polynomial time when rank is fixed.

This paper describes a suite of algorithms for constructing low-rank approximations of an input matrix from a random linear image of the matrix, called a sketch. These methods can preserve structural properties of the input matrix, such as positive-semidefiniteness, and they can produce approximations with a user-speci…

2016-08-31abs ↗pdf ↗

New method finds efficient low-rank neural networks during training.

problem High memory and computational demands of neural networks.
method Restricts weight matrices to a low-rank manifold and updates low-rank factors.
result Significantly reduced time and memory resources required for training and evaluation.

We address the problem of minimizing a convex function over the space of large matrices with low rank. While this optimization problem is hard in general, we propose an efficient greedy algorithm and derive its formal approximation guarantees. Each iteration of the algorithm involves (approximately) finding the left an…

2011-06-08abs ↗pdf ↗

Riemannian gradient descent escapes some spurious critical points on low-rank matrix manifold.

problem Spurious critical points on the boundary of low-rank matrix manifold.
method Riemannian gradient descent with dynamical low-rank approximation and rescaled gradient flow.
result Riemannian gradient descent escapes some spurious critical points on the boundary of the manifold.

This paper studies how to sketch element-wise functions of low-rank matrices. Formally, given low-rank matrix A = [Aij] and scalar non-linear function f, we aim for finding an approximated low-rank representation of the (possibly high-rank) matrix [f(Aij)]. To this end, we propose an efficient sketching-based algorithm…

2019-05-28abs ↗pdf ↗