Tailed Low-Rank Matrix Factorization for Similarity Matrix Completion
- URL: http://arxiv.org/abs/2409.19550v1
- Date: Sun, 29 Sep 2024 04:27:23 GMT
- Title: Tailed Low-Rank Matrix Factorization for Similarity Matrix Completion
- Authors: Changyi Ma, Runsheng Yu, Xiao Chen, Youzhi Zhang,
- Abstract summary: Similarity Completion Matrix serves as a fundamental tool at the core of numerous machinelearning tasks.
To address this issue, Similarity Matrix Theoretical (SMC) methods have been proposed, but they suffer complexity.
We present two novel, scalable, and effective algorithms, which investigate the PSD property to guide the estimation process and incorporate non low-rank regularizer to ensure the low-rank solution.
- Score: 14.542166904874147
- License: http://creativecommons.org/licenses/by/4.0/
- Abstract: Similarity matrix serves as a fundamental tool at the core of numerous downstream machine-learning tasks. However, missing data is inevitable and often results in an inaccurate similarity matrix. To address this issue, Similarity Matrix Completion (SMC) methods have been proposed, but they suffer from high computation complexity due to the Singular Value Decomposition (SVD) operation. To reduce the computation complexity, Matrix Factorization (MF) techniques are more explicit and frequently applied to provide a low-rank solution, but the exact low-rank optimal solution can not be guaranteed since it suffers from a non-convex structure. In this paper, we introduce a novel SMC framework that offers a more reliable and efficient solution. Specifically, beyond simply utilizing the unique Positive Semi-definiteness (PSD) property to guide the completion process, our approach further complements a carefully designed rank-minimization regularizer, aiming to achieve an optimal and low-rank solution. Based on the key insights that the underlying PSD property and Low-Rank property improve the SMC performance, we present two novel, scalable, and effective algorithms, SMCNN and SMCNmF, which investigate the PSD property to guide the estimation process and incorporate nonconvex low-rank regularizer to ensure the low-rank solution. Theoretical analysis ensures better estimation performance and convergence speed. Empirical results on real-world datasets demonstrate the superiority and efficiency of our proposed methods compared to various baseline methods.
Related papers
- A Learned Proximal Alternating Minimization Algorithm and Its Induced Network for a Class of Two-block Nonconvex and Nonsmooth Optimization [4.975853671529418]
This work proposes a general learned alternating minimization algorithm, LPAM, for solving learnable two-block nonsmooth problems.
The proposed LPAM-net is parameter-efficient and has favourable performance in comparison with some state-of-the-art methods.
arXiv Detail & Related papers (2024-11-10T02:02:32Z) - Spectral Entry-wise Matrix Estimation for Low-Rank Reinforcement
Learning [53.445068584013896]
We study matrix estimation problems arising in reinforcement learning (RL) with low-rank structure.
In low-rank bandits, the matrix to be recovered specifies the expected arm rewards, and for low-rank Markov Decision Processes (MDPs), it may for example characterize the transition kernel of the MDP.
We show that simple spectral-based matrix estimation approaches efficiently recover the singular subspaces of the matrix and exhibit nearly-minimal entry-wise error.
arXiv Detail & Related papers (2023-10-10T17:06:41Z) - Statistically Optimal K-means Clustering via Nonnegative Low-rank Semidefinite Programming [25.210724274471914]
$K$-means clustering is a widely used machine learning method for identifying patterns in large datasets.
In this paper, we consider an NMF-like algorithm that solves nonnegative low-rank $K$-means factorization problem.
Our algorithm achieves significantly smaller mis-clustering errors compared to the existing state-the-art while maintaining scalability.
arXiv Detail & Related papers (2023-05-29T00:39:55Z) - Asymmetric Scalable Cross-modal Hashing [51.309905690367835]
Cross-modal hashing is a successful method to solve large-scale multimedia retrieval issue.
We propose a novel Asymmetric Scalable Cross-Modal Hashing (ASCMH) to address these issues.
Our ASCMH outperforms the state-of-the-art cross-modal hashing methods in terms of accuracy and efficiency.
arXiv Detail & Related papers (2022-07-26T04:38:47Z) - Making Linear MDPs Practical via Contrastive Representation Learning [101.75885788118131]
It is common to address the curse of dimensionality in Markov decision processes (MDPs) by exploiting low-rank representations.
We consider an alternative definition of linear MDPs that automatically ensures normalization while allowing efficient representation learning.
We demonstrate superior performance over existing state-of-the-art model-based and model-free algorithms on several benchmarks.
arXiv Detail & Related papers (2022-07-14T18:18:02Z) - Pretrained Cost Model for Distributed Constraint Optimization Problems [37.79733538931925]
Distributed Constraint Optimization Problems (DCOPs) are an important subclass of optimization problems.
We propose a novel directed acyclic graph schema representation for DCOPs and leverage the Graph Attention Networks (GATs) to embed graph representations.
Our model, GAT-PCM, is then pretrained with optimally labelled data in an offline manner, so as to boost a broad range of DCOP algorithms.
arXiv Detail & Related papers (2021-12-08T09:24:10Z) - Outlier-Robust Sparse Estimation via Non-Convex Optimization [73.18654719887205]
We explore the connection between high-dimensional statistics and non-robust optimization in the presence of sparsity constraints.
We develop novel and simple optimization formulations for these problems.
As a corollary, we obtain that any first-order method that efficiently converges to station yields an efficient algorithm for these tasks.
arXiv Detail & Related papers (2021-09-23T17:38:24Z) - Sparse PCA via $l_{2,p}$-Norm Regularization for Unsupervised Feature
Selection [138.97647716793333]
We propose a simple and efficient unsupervised feature selection method, by combining reconstruction error with $l_2,p$-norm regularization.
We present an efficient optimization algorithm to solve the proposed unsupervised model, and analyse the convergence and computational complexity of the algorithm theoretically.
arXiv Detail & Related papers (2020-12-29T04:08:38Z) - On the Efficient Implementation of the Matrix Exponentiated Gradient
Algorithm for Low-Rank Matrix Optimization [26.858608065417663]
Convex optimization over the spectrahedron has important applications in machine learning, signal processing and statistics.
We propose efficient implementations of MEG, which are tailored for optimization with low-rank matrices, and only use a single low-rank SVD on each iteration.
We also provide efficiently-computable certificates for the correct convergence of our methods.
arXiv Detail & Related papers (2020-12-18T19:14:51Z) - A Scalable, Adaptive and Sound Nonconvex Regularizer for Low-rank Matrix
Completion [60.52730146391456]
We propose a new non scalable low-rank regularizer called "nuclear Frobenius norm" regularizer, which is adaptive and sound.
It bypasses the computation of singular values and allows fast optimization by algorithms.
It obtains state-of-the-art recovery performance while being the fastest in existing matrix learning methods.
arXiv Detail & Related papers (2020-08-14T18:47:58Z)
This list is automatically generated from the titles and abstracts of the papers in this site.
This site does not guarantee the quality of this site (including all information) and is not responsible for any consequences.