Notes on Low-rank Matrix Factorization
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 an original matrix to low-rank matrices, MF provides a unified method for dimension reduction, clustering, and matrix completion. In this article we review several important variants of MF, including: Basic MF, Non-negative MF, Orthogonal non-negative MF. As can be told from their names, non-negative MF and orthogonal non-negative MF are variants of basic MF with non-negativity and/or orthogonality constraints. Such constraints are useful in specific senarios. In the first part of this article, we introduce, for each of these models, the application scenarios, the distinctive properties, and the optimizing method. By properly adapting MF, we can go beyond the problem of clustering and matrix completion. In the second part of this article, we will extend MF to sparse matrix compeletion, enhance matrix compeletion using various regularization methods, and make use of MF for (semi-)supervised learning by introducing latent space reinforcement and transformation. We will see that MF is not only a useful model but also as a flexible framework that is applicable for various prediction problems.
Code (0)
등록된 구현이 없습니다.
Tasks
ClusteringDimensionality ReductionMatrix CompletionSimilar Papers 제목 키워드 기반
k-Means Clustering Is Matrix Factorization
We show that the objective function of conventional k-means clustering can be expressed as the Frobenius norm of the difference of a data matrix and a low rank approximation of that data matrix. In short, we show that k-…
ClusteringOn the Complexity of Low-Rank Matrix Signing and Entrywise Power Matrix Factorization
Given a nonnegative matrix $X$, a factorization rank $r$ and {a positive integer $p$}, entrywise power matrix factorization (EPMF) looks for a low-rank matrix $X_r$ such that $X = |X_r|^{\circ p}$ (exact case) or $X \app…
Semi-Supervised Convolutive NMF for Automatic Piano Transcription
Automatic Music Transcription, which consists in transforming an audio recording of a musical performance into symbolic format, remains a difficult Music Information Retrieval task. In this work, which focuses on piano t…
Information RetrievalMusic Information RetrievalMusic TranscriptionRetrievalOnline Forecasting Matrix Factorization
In this paper the problem of forecasting high dimensional time series is considered. Such time series can be modeled as matrices where each column denotes a measurement. In addition, when missing values are present, low …
Missing ValuesTime SeriesTime Series AnalysisProvable Acceleration of Nesterov's Accelerated Gradient for Rectangular Matrix Factorization and Linear Neural Networks
We study the convergence rate of first-order methods for rectangular matrix factorization, which is a canonical nonconvex optimization problem. Specifically, given a rank-$r$ matrix $\mathbf{A}\in\mathbb{R}^{m\times n}$,…