473 research outputs found
A note on Probably Certifiably Correct algorithms
Many optimization problems of interest are known to be intractable, and while
there are often heuristics that are known to work on typical instances, it is
usually not easy to determine a posteriori whether the optimal solution was
found. In this short note, we discuss algorithms that not only solve the
problem on typical instances, but also provide a posteriori certificates of
optimality, probably certifiably correct (PCC) algorithms. As an illustrative
example, we present a fast PCC algorithm for minimum bisection under the
stochastic block model and briefly discuss other examples
Conditional Gradient Algorithms for Rank-One Matrix Approximations with a Sparsity Constraint
The sparsity constrained rank-one matrix approximation problem is a difficult
mathematical optimization problem which arises in a wide array of useful
applications in engineering, machine learning and statistics, and the design of
algorithms for this problem has attracted intensive research activities. We
introduce an algorithmic framework, called ConGradU, that unifies a variety of
seemingly different algorithms that have been derived from disparate
approaches, and allows for deriving new schemes. Building on the old and
well-known conditional gradient algorithm, ConGradU is a simplified version
with unit step size and yields a generic algorithm which either is given by an
analytic formula or requires a very low computational complexity. Mathematical
properties are systematically developed and numerical experiments are given.Comment: Minor changes. Final version. To appear in SIAM Revie
Using Underapproximations for Sparse Nonnegative Matrix Factorization
Nonnegative Matrix Factorization consists in (approximately) factorizing a
nonnegative data matrix by the product of two low-rank nonnegative matrices. It
has been successfully applied as a data analysis technique in numerous domains,
e.g., text mining, image processing, microarray data analysis, collaborative
filtering, etc.
We introduce a novel approach to solve NMF problems, based on the use of an
underapproximation technique, and show its effectiveness to obtain sparse
solutions. This approach, based on Lagrangian relaxation, allows the resolution
of NMF problems in a recursive fashion. We also prove that the
underapproximation problem is NP-hard for any fixed factorization rank, using a
reduction of the maximum edge biclique problem in bipartite graphs.
We test two variants of our underapproximation approach on several standard
image datasets and show that they provide sparse part-based representations
with low reconstruction error. Our results are comparable and sometimes
superior to those obtained by two standard Sparse Nonnegative Matrix
Factorization techniques.Comment: Version 2 removed the section about convex reformulations, which was
not central to the development of our main results; added material to the
introduction; added a review of previous related work (section 2.3);
completely rewritten the last part (section 4) to provide extensive numerical
results supporting our claims. Accepted in J. of Pattern Recognitio
A D.C. Programming Approach to the Sparse Generalized Eigenvalue Problem
In this paper, we consider the sparse eigenvalue problem wherein the goal is
to obtain a sparse solution to the generalized eigenvalue problem. We achieve
this by constraining the cardinality of the solution to the generalized
eigenvalue problem and obtain sparse principal component analysis (PCA), sparse
canonical correlation analysis (CCA) and sparse Fisher discriminant analysis
(FDA) as special cases. Unlike the -norm approximation to the
cardinality constraint, which previous methods have used in the context of
sparse PCA, we propose a tighter approximation that is related to the negative
log-likelihood of a Student's t-distribution. The problem is then framed as a
d.c. (difference of convex functions) program and is solved as a sequence of
convex programs by invoking the majorization-minimization method. The resulting
algorithm is proved to exhibit \emph{global convergence} behavior, i.e., for
any random initialization, the sequence (subsequence) of iterates generated by
the algorithm converges to a stationary point of the d.c. program. The
performance of the algorithm is empirically demonstrated on both sparse PCA
(finding few relevant genes that explain as much variance as possible in a
high-dimensional gene dataset) and sparse CCA (cross-language document
retrieval and vocabulary selection for music retrieval) applications.Comment: 40 page
Using underapproximations for sparse nonnegative matrix factorization
Nonnegative Matrix Factorization (NMF) has gathered a lot of attention in the last decade and has been successfully applied in numerous applications. It consists in the factorization of a nonnegative matrix by the product of two low-rank nonnegative matrices:. MªVW. In this paper, we attempt to solve NMF problems in a recursive way. In order to do that, we introduce a new variant called Nonnegative Matrix Underapproximation (NMU) by adding the upper bound constraint VW£M. Besides enabling a recursive procedure for NMF, these inequalities make NMU particularly well suited to achieve a sparse representation, improving the part-based decomposition. Although NMU is NP-hard (which we prove using its equivalence with the maximum edge biclique problem in bipartite graphs), we present two approaches to solve it: a method based on convex reformulations and a method based on Lagrangian relaxation. Finally, we provide some encouraging numerical results for image processing applications.nonnegative matrix factorization, underapproximation, maximum edge biclique problem, sparsity, image processing
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