1,691 research outputs found
Factorization of Multivariate Positive Laurent Polynomials
Recently Dritschel proves that any positive multivariate Laurent polynomial
can be factorized into a sum of square magnitudes of polynomials. We first give
another proof of the Dritschel theorem. Our proof is based on the univariate
matrix Fejer-Riesz theorem. Then we discuss a computational method to find
approximates of polynomial matrix factorization. Some numerical examples will
be shown. Finally we discuss how to compute nonnegative Laurent polynomial
factorizations in the multivariate setting
Algorithms for nonnegative matrix factorization with the beta-divergence
This paper describes algorithms for nonnegative matrix factorization (NMF)
with the beta-divergence (beta-NMF). The beta-divergence is a family of cost
functions parametrized by a single shape parameter beta that takes the
Euclidean distance, the Kullback-Leibler divergence and the Itakura-Saito
divergence as special cases (beta = 2,1,0, respectively). The proposed
algorithms are based on a surrogate auxiliary function (a local majorization of
the criterion function). We first describe a majorization-minimization (MM)
algorithm that leads to multiplicative updates, which differ from standard
heuristic multiplicative updates by a beta-dependent power exponent. The
monotonicity of the heuristic algorithm can however be proven for beta in (0,1)
using the proposed auxiliary function. Then we introduce the concept of
majorization-equalization (ME) algorithm which produces updates that move along
constant level sets of the auxiliary function and lead to larger steps than MM.
Simulations on synthetic and real data illustrate the faster convergence of the
ME approach. The paper also describes how the proposed algorithms can be
adapted to two common variants of NMF : penalized NMF (i.e., when a penalty
function of the factors is added to the criterion function) and convex-NMF
(when the dictionary is assumed to belong to a known subspace).Comment: \`a para\^itre dans Neural Computatio
Computing a Nonnegative Matrix Factorization -- Provably
In the Nonnegative Matrix Factorization (NMF) problem we are given an nonnegative matrix and an integer . Our goal is to express
as where and are nonnegative matrices of size
and respectively. In some applications, it makes sense to ask
instead for the product to approximate -- i.e. (approximately)
minimize \norm{M - AW}_F where \norm{}_F denotes the Frobenius norm; we
refer to this as Approximate NMF. This problem has a rich history spanning
quantum mechanics, probability theory, data analysis, polyhedral combinatorics,
communication complexity, demography, chemometrics, etc. In the past decade NMF
has become enormously popular in machine learning, where and are
computed using a variety of local search heuristics. Vavasis proved that this
problem is NP-complete. We initiate a study of when this problem is solvable in
polynomial time:
1. We give a polynomial-time algorithm for exact and approximate NMF for
every constant . Indeed NMF is most interesting in applications precisely
when is small.
2. We complement this with a hardness result, that if exact NMF can be solved
in time , 3-SAT has a sub-exponential time algorithm. This rules
out substantial improvements to the above algorithm.
3. We give an algorithm that runs in time polynomial in , and
under the separablity condition identified by Donoho and Stodden in 2003. The
algorithm may be practical since it is simple and noise tolerant (under benign
assumptions). Separability is believed to hold in many practical settings.
To the best of our knowledge, this last result is the first example of a
polynomial-time algorithm that provably works under a non-trivial condition on
the input and we believe that this will be an interesting and important
direction for future work.Comment: 29 pages, 3 figure
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