Fast Parallel Randomized Algorithm for Nonnegative Matrix Factorization with KL Divergence for Large Sparse Datasets

Nonnegative Matrix Factorization (NMF) with Kullback-Leibler Divergence (NMF-KL) is one of the most significant NMF problems and equivalent to Probabilistic Latent Semantic Indexing (PLSI), which has been successfully applied in many applications. For sparse count data, a Poisson distribution and KL divergence provide sparse models and sparse representation, which describe the random variation better than a normal distribution and Frobenius norm. Specially, sparse models provide more concise understanding of the appearance of attributes over latent components, while sparse representation provides concise interpretability of the contribution of latent components over instances. However, minimizing NMF with KL divergence is much more difficult than minimizing NMF with Frobenius norm; and sparse models, sparse representation and fast algorithms for large sparse datasets are still challenges for NMF with KL divergence. In this paper, we propose a fast parallel randomized coordinate descent algorithm having fast convergence for large sparse datasets to archive sparse models and sparse representation. The proposed algorithm's experimental results overperform the current studies' ones in this problem

Analysis of A Splitting Approach for the Parallel Solution of Linear Systems on GPU Cards

We discuss an approach for solving sparse or dense banded linear systems ${\bf A} {\bf x} = {\bf b}$ on a Graphics Processing Unit (GPU) card. The matrix ${\bf A} \in {\mathbb{R}}^{N \times N}$ is possibly nonsymmetric and moderately large; i.e., $10000 \leq N \leq 500000$. The ${\it split\ and\ parallelize}$(${\tt SaP}$) approach seeks to partition the matrix${\bf A}$into diagonal sub-blocks${\bf A}_i$,$i=1,\ldots,P$, which are independently factored in parallel. The solution may choose to consider or to ignore the matrices that couple the diagonal sub-blocks${\bf A}_i$. This approach, along with the Krylov subspace-based iterative method that it preconditions, are implemented in a solver called${\tt SaP::GPU}$, which is compared in terms of efficiency with three commonly used sparse direct solvers:${\tt PARDISO}$,${\tt SuperLU}$, and${\tt MUMPS}$.${\tt SaP::GPU}$, which runs entirely on the GPU except several stages involved in preliminary row-column permutations, is robust and compares well in terms of efficiency with the aforementioned direct solvers. In a comparison against Intel's${\tt MKL}$,${\tt SaP::GPU}$also fares well when used to solve dense banded systems that are close to being diagonally dominant.${\tt SaP::GPU}$ is publicly available and distributed as open source under a permissive BSD3 license.Comment: 38 page

Parallel Algorithms for Constrained Tensor Factorization via the Alternating Direction Method of Multipliers

Tensor factorization has proven useful in a wide range of applications, from sensor array processing to communications, speech and audio signal processing, and machine learning. With few recent exceptions, all tensor factorization algorithms were originally developed for centralized, in-memory computation on a single machine; and the few that break away from this mold do not easily incorporate practically important constraints, such as nonnegativity. A new constrained tensor factorization framework is proposed in this paper, building upon the Alternating Direction method of Multipliers (ADMoM). It is shown that this simplifies computations, bypassing the need to solve constrained optimization problems in each iteration; and it naturally leads to distributed algorithms suitable for parallel implementation on regular high-performance computing (e.g., mesh) architectures. This opens the door for many emerging big data-enabled applications. The methodology is exemplified using nonnegativity as a baseline constraint, but the proposed framework can more-or-less readily incorporate many other types of constraints. Numerical experiments are very encouraging, indicating that the ADMoM-based nonnegative tensor factorization (NTF) has high potential as an alternative to state-of-the-art approaches.Comment: Submitted to the IEEE Transactions on Signal Processin