تقرير
Efficient Algorithms for Regularized Nonnegative Scale-invariant Low-rank Approximation Models
| العنوان: | Efficient Algorithms for Regularized Nonnegative Scale-invariant Low-rank Approximation Models |
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| المؤلفون: | Cohen, Jeremy E., Leplat, Valentin |
| سنة النشر: | 2024 |
| المجموعة: | Computer Science Mathematics |
| مصطلحات موضوعية: | Computer Science - Machine Learning, Mathematics - Numerical Analysis, Mathematics - Optimization and Control |
| الوصف: | Regularized nonnegative low-rank approximations such as sparse Nonnegative Matrix Factorization or sparse Nonnegative Tucker Decomposition are an important branch of dimensionality reduction models with enhanced interpretability. However, from a practical perspective, the choice of regularizers and regularization coefficients, as well as the design of efficient algorithms, is challenging because of the multifactor nature of these models and the lack of theory to back these choices. This paper aims at improving upon these issues. By studying a more general model called the Homogeneous Regularized Scale-Invariant, we prove that the scale-invariance inherent to low-rank approximation models causes an implicit regularization with both unexpected beneficial and detrimental effects. This observation allows to better understand the effect of regularization functions in low-rank approximation models, to guide the choice of the regularization hyperparameters, and to design balancing strategies to enhance the convergence speed of dedicated optimization algorithms. Some of these results were already known but restricted to specific instances of regularized low-rank approximations. We also derive a generic Majorization Minimization algorithm that handles many regularized nonnegative low-rank approximations, with convergence guarantees. We showcase our contributions on sparse Nonnegative Matrix Factorization, ridge-regularized Canonical Polyadic decomposition and sparse Nonnegative Tucker Decomposition. Comment: Correction of the exponent in the second term of Equation 29 |
| نوع الوثيقة: | Working Paper |
| URL الوصول: | http://arxiv.org/abs/2403.18517 |
| رقم الأكسشن: | edsarx.2403.18517 |
| قاعدة البيانات: | arXiv |
| الوصف غير متاح. |