22,174 research outputs found
Support-based lower bounds for the positive semidefinite rank of a nonnegative matrix
The positive semidefinite rank of a nonnegative -matrix~ is
the minimum number~ such that there exist positive semidefinite -matrices , such that S(k,\ell) =
\mbox{tr}(A_k^* B_\ell).
The most important, lower bound technique for nonnegative rank is solely
based on the support of the matrix S, i.e., its zero/non-zero pattern. In this
paper, we characterize the power of lower bounds on positive semidefinite rank
based on solely on the support.Comment: 9 page
Polytopes of Minimum Positive Semidefinite Rank
The positive semidefinite (psd) rank of a polytope is the smallest for
which the cone of real symmetric psd matrices admits an affine
slice that projects onto the polytope. In this paper we show that the psd rank
of a polytope is at least the dimension of the polytope plus one, and we
characterize those polytopes whose psd rank equals this lower bound. We give
several classes of polytopes that achieve the minimum possible psd rank
including a complete characterization in dimensions two and three
A Class of Semidefinite Programs with rank-one solutions
We show that a class of semidefinite programs (SDP) admits a solution that is
a positive semidefinite matrix of rank at most , where is the rank of
the matrix involved in the objective function of the SDP. The optimization
problems of this class are semidefinite packing problems, which are the SDP
analogs to vector packing problems. Of particular interest is the case in which
our result guarantees the existence of a solution of rank one: we show that the
computation of this solution actually reduces to a Second Order Cone Program
(SOCP). We point out an application in statistics, in the optimal design of
experiments.Comment: 16 page
Regression on fixed-rank positive semidefinite matrices: a Riemannian approach
The paper addresses the problem of learning a regression model parameterized
by a fixed-rank positive semidefinite matrix. The focus is on the nonlinear
nature of the search space and on scalability to high-dimensional problems. The
mathematical developments rely on the theory of gradient descent algorithms
adapted to the Riemannian geometry that underlies the set of fixed-rank
positive semidefinite matrices. In contrast with previous contributions in the
literature, no restrictions are imposed on the range space of the learned
matrix. The resulting algorithms maintain a linear complexity in the problem
size and enjoy important invariance properties. We apply the proposed
algorithms to the problem of learning a distance function parameterized by a
positive semidefinite matrix. Good performance is observed on classical
benchmarks
Positive Semidefinite Metric Learning with Boosting
The learning of appropriate distance metrics is a critical problem in image
classification and retrieval. In this work, we propose a boosting-based
technique, termed \BoostMetric, for learning a Mahalanobis distance metric. One
of the primary difficulties in learning such a metric is to ensure that the
Mahalanobis matrix remains positive semidefinite. Semidefinite programming is
sometimes used to enforce this constraint, but does not scale well.
\BoostMetric is instead based on a key observation that any positive
semidefinite matrix can be decomposed into a linear positive combination of
trace-one rank-one matrices. \BoostMetric thus uses rank-one positive
semidefinite matrices as weak learners within an efficient and scalable
boosting-based learning process. The resulting method is easy to implement,
does not require tuning, and can accommodate various types of constraints.
Experiments on various datasets show that the proposed algorithm compares
favorably to those state-of-the-art methods in terms of classification accuracy
and running time.Comment: 11 pages, Twenty-Third Annual Conference on Neural Information
Processing Systems (NIPS 2009), Vancouver, Canad
Some upper and lower bounds on PSD-rank
Positive semidefinite rank (PSD-rank) is a relatively new quantity with
applications to combinatorial optimization and communication complexity. We
first study several basic properties of PSD-rank, and then develop new
techniques for showing lower bounds on the PSD-rank. All of these bounds are
based on viewing a positive semidefinite factorization of a matrix as a
quantum communication protocol. These lower bounds depend on the entries of the
matrix and not only on its support (the zero/nonzero pattern), overcoming a
limitation of some previous techniques. We compare these new lower bounds with
known bounds, and give examples where the new ones are better. As an
application we determine the PSD-rank of (approximations of) some common
matrices.Comment: 21 page
Lower bounds on matrix factorization ranks via noncommutative polynomial optimization
We use techniques from (tracial noncommutative) polynomial optimization to formulate hierarchies of semidefinite programming lower bounds on matrix factorization ranks. In particular, we consider the nonnegative rank, the completely positive rank, and their symmetric analogues: the positive semidefinite rank and the completely positive semidefinite rank. We study the convergence properties of our hierarchies, compare them extensively to known lower bounds, and provide some (numerical) examples
The positive semidefinite Grothendieck problem with rank constraint
Given a positive integer n and a positive semidefinite matrix A = (A_{ij}) of
size m x m, the positive semidefinite Grothendieck problem with
rank-n-constraint (SDP_n) is
maximize \sum_{i=1}^m \sum_{j=1}^m A_{ij} x_i \cdot x_j, where x_1, ..., x_m
\in S^{n-1}.
In this paper we design a polynomial time approximation algorithm for SDP_n
achieving an approximation ratio of
\gamma(n) = \frac{2}{n}(\frac{\Gamma((n+1)/2)}{\Gamma(n/2)})^2 = 1 -
\Theta(1/n).
We show that under the assumption of the unique games conjecture the achieved
approximation ratio is optimal: There is no polynomial time algorithm which
approximates SDP_n with a ratio greater than \gamma(n). We improve the
approximation ratio of the best known polynomial time algorithm for SDP_1 from
2/\pi to 2/(\pi\gamma(m)) = 2/\pi + \Theta(1/m), and we show a tighter
approximation ratio for SDP_n when A is the Laplacian matrix of a graph with
nonnegative edge weights.Comment: (v3) to appear in Proceedings of the 37th International Colloquium on
Automata, Languages and Programming, 12 page
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