An Alternating Direction and Projection Algorithm for Structure-enforced Matrix Factorization

Simple item page
dc.contributor.authorXu, Lijunen_US
dc.contributor.authorYu, Boen_US
dc.contributor.authorZhang, Yinen_US
dc.date.accessioned2018-06-19T17:48:49Zen_US
dc.date.available2018-06-19T17:48:49Zen_US
dc.date.issued2013-10en_US
dc.date.noteOctober 2013en_US
dc.description.abstractStructure-enforced matrix factorization (SeMF) represents a large class of mathematical models ap- pearing in various forms of principal component analysis, sparse coding, dictionary learning and other machine learning techniques useful in many applications including neuroscience and signal process- ing. In this paper, we present a unified algorithm framework, based on the classic alternating direction method of multipliers (ADMM), for solving a wide range of SeMF problems whose constraint sets per- mit low-complexity projections. We propose a strategy to adaptively adjust the penalty parameters which is the key to achieving good performance for ADMM. We conduct extensive numerical experiments to compare the proposed algorithm with a number of state-of-the-art special-purpose algorithms on test problems including dictionary learning for sparse representation and sparse nonnegative matrix factor- ization. Results show that our unified SeMF algorithm can solve different types of factorization problems as reliably and as efficiently as special-purpose algorithms. In particular, our SeMF algorithm provides the ability to explicitly enforce various combinatorial sparsity patterns that, to our knowledge, has not been considered in existing approaches.en_US
dc.format.extent30 ppen_US
dc.identifier.citationXu, Lijun, Yu, Bo and Zhang, Yin. "An Alternating Direction and Projection Algorithm for Structure-enforced Matrix Factorization." (2013) <a href="https://hdl.handle.net/1911/102222">https://hdl.handle.net/1911/102222</a>.en_US
dc.identifier.digitalTR13-11en_US
dc.identifier.urihttps://hdl.handle.net/1911/102222en_US
dc.language.isoengen_US
dc.titleAn Alternating Direction and Projection Algorithm for Structure-enforced Matrix Factorizationen_US
dc.typeTechnical reporten_US
dc.type.dcmiTexten_US
Files
Original bundle
Now showing 1 - 1 of 1
Thumbnail Image
Name:
TR13-11.pdf
Size:
671 KB
Format:
Adobe Portable Document Format
Download
Collections
CMOR Technical Reports