Sparse Approximate Conic Hulls
We consider the problem of computing a restricted nonnegative matrix factorization (NMF) of an m\times n matrix X. Specifically, we seek a factorization X\approx BC, where the k columns of B are a subset of those from X and C\in\Re_{\geq 0}^{k\times n}. Equivalently, given the matrix X, consider the problem of finding a small subset, S, of the columns of X such that the conic hull of S \eps-approximates the conic hull of the columns of X, i.e., the distance of every column of X to the conic hull of the columns of S should be at most an \eps-fraction of the angular diameter of X. If k is the size of the smallest \eps-approximation, then we produce an O(k/\eps^{2/3}) sized O(\eps^{1/3})-approximation, yielding the first provable, polynomial time \eps-approximation for this class of NMF problems, where also desirably the approximation is independent of n and m. Furthermore, we prove an approximate conic Carathéodory theorem, a general sparsity result, that shows that any column of X can be \eps-approximated with an O(1/\eps^2) sparse combination from S. Our results are facilitated by a reduction to the problem of approximating convex hulls, and we prove that both the convex and conic hull variants are d-sum-hard, resolving an open problem. Finally, we provide experimental results for the convex and conic algorithms on a variety of feature selection tasks.
Code (0)
등록된 구현이 없습니다.
Tasks
feature selectionSimilar Papers 제목 키워드 기반
Convex Hulls of Reachable Sets
We study the convex hulls of reachable sets of nonlinear systems with bounded disturbances and uncertain initial conditions. Reachable sets play a critical role in control, but remain notoriously challenging to compute, …
Model Predictive ControlGeneralizing Clinical Trials with Convex Hulls
Randomized clinical trials eliminate confounding but impose strict exclusion criteria that limit recruitment to a subset of the population. Observational datasets are more inclusive but suffer from confounding -- often p…
A Newton-CG based barrier-augmented Lagrangian method for general nonconvex conic optimization
In this paper we consider finding an approximate second-order stationary point (SOSP) of general nonconvex conic optimization that minimizes a twice differentiable function subject to nonlinear equality constraints and a…
Approximation Depth of Convex Polytopes
We study approximations of polytopes in the standard model for computing polytopes using Minkowski sums and (convex hulls of) unions. Specifically, we study the ability to approximate a target polytope by polytopes of a …
Matching Image Sets via Adaptive Multi Convex Hull
Traditional nearest points methods use all the samples in an image set to construct a single convex or affine hull model for classification. However, strong artificial features and noisy data may be generated from combin…
ARCClusteringGeneral Classification