An Undirected Weighted Network (UWN) is commonly found in big data-related
applications. Note that such a network's information connected with its nodes,
and edges can be expressed as a Symmetric, High-Dimensional and Incomplete
(SHDI) matrix. However, existing models fail in either modeling its intrinsic
symmetry or low-data density, resulting in low model scalability or
representation learning ability. For addressing this issue, a Proximal
Symmetric Nonnegative Latent-factor-analysis (PSNL) model is proposed. It
incorporates a proximal term into symmetry-aware and data density-oriented
objective function for high representation accuracy. Then an adaptive
Alternating Direction Method of Multipliers (ADMM)-based learning scheme is
implemented through a Tree-structured of Parzen Estimators (TPE) method for
high computational efficiency. Empirical studies on four UWNs demonstrate that
PSNL achieves higher accuracy gain than state-of-the-art models, as well as
highly competitive computational efficiency