812 research outputs found
A Fast Gradient Method for Nonnegative Sparse Regression with Self Dictionary
A nonnegative matrix factorization (NMF) can be computed efficiently under
the separability assumption, which asserts that all the columns of the given
input data matrix belong to the cone generated by a (small) subset of them. The
provably most robust methods to identify these conic basis columns are based on
nonnegative sparse regression and self dictionaries, and require the solution
of large-scale convex optimization problems. In this paper we study a
particular nonnegative sparse regression model with self dictionary. As opposed
to previously proposed models, this model yields a smooth optimization problem
where the sparsity is enforced through linear constraints. We show that the
Euclidean projection on the polyhedron defined by these constraints can be
computed efficiently, and propose a fast gradient method to solve our model. We
compare our algorithm with several state-of-the-art methods on synthetic data
sets and real-world hyperspectral images
A sparse decomposition of low rank symmetric positive semi-definite matrices
Suppose that is symmetric positive
semidefinite with rank . Our goal is to decompose into
rank-one matrices where the modes
are required to be as sparse as possible. In contrast to eigen decomposition,
these sparse modes are not required to be orthogonal. Such a problem arises in
random field parametrization where is the covariance function and is
intractable to solve in general. In this paper, we partition the indices from 1
to into several patches and propose to quantify the sparseness of a vector
by the number of patches on which it is nonzero, which is called patch-wise
sparseness. Our aim is to find the decomposition which minimizes the total
patch-wise sparseness of the decomposed modes. We propose a
domain-decomposition type method, called intrinsic sparse mode decomposition
(ISMD), which follows the "local-modes-construction + patching-up" procedure.
The key step in the ISMD is to construct local pieces of the intrinsic sparse
modes by a joint diagonalization problem. Thereafter a pivoted Cholesky
decomposition is utilized to glue these local pieces together. Optimal sparse
decomposition, consistency with different domain decomposition and robustness
to small perturbation are proved under the so called regular-sparse assumption
(see Definition 1.2). We provide simulation results to show the efficiency and
robustness of the ISMD. We also compare the ISMD to other existing methods,
e.g., eigen decomposition, pivoted Cholesky decomposition and convex relaxation
of sparse principal component analysis [25] and [40]
Proceedings of the second "international Traveling Workshop on Interactions between Sparse models and Technology" (iTWIST'14)
The implicit objective of the biennial "international - Traveling Workshop on
Interactions between Sparse models and Technology" (iTWIST) is to foster
collaboration between international scientific teams by disseminating ideas
through both specific oral/poster presentations and free discussions. For its
second edition, the iTWIST workshop took place in the medieval and picturesque
town of Namur in Belgium, from Wednesday August 27th till Friday August 29th,
2014. The workshop was conveniently located in "The Arsenal" building within
walking distance of both hotels and town center. iTWIST'14 has gathered about
70 international participants and has featured 9 invited talks, 10 oral
presentations, and 14 posters on the following themes, all related to the
theory, application and generalization of the "sparsity paradigm":
Sparsity-driven data sensing and processing; Union of low dimensional
subspaces; Beyond linear and convex inverse problem; Matrix/manifold/graph
sensing/processing; Blind inverse problems and dictionary learning; Sparsity
and computational neuroscience; Information theory, geometry and randomness;
Complexity/accuracy tradeoffs in numerical methods; Sparsity? What's next?;
Sparse machine learning and inference.Comment: 69 pages, 24 extended abstracts, iTWIST'14 website:
http://sites.google.com/site/itwist1
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