Exact Rank-Space KL Projection for Shared-Marginal Low-Rank Factors: Application to Doubly Stochastic Clustering
- URL: http://arxiv.org/abs/2608.08642v1
- Date: Sun, 09 Aug 2026 11:29:05 GMT
- Title: Exact Rank-Space KL Projection for Shared-Marginal Low-Rank Factors: Application to Doubly Stochastic Clustering
- Abstract summary: For arbitrary positive row marginals of equal total mass, the joint KL projection reduces exactly to a strictly convex gauge-fixed dual with only $r-1 effective variables.<n>We specialize this geometry to induce doubly (DS) graph learning through $W=UnameDiag(g)-1Vtop$.<n>Combined with observed sparse fitting, a anchor-edge manifold regularizer, and Bregman backtracking, the resulting mirror-descent method preserves exact feasibility at every accepted step.
- Score: 0.7614628596146601
- License: http://arxiv.org/licenses/nonexclusive-distrib/1.0/
- Abstract: We study exact Kullback--Leibler (KL) projection for low-rank factorizations whose two nonnegative factors have prescribed row marginals and a shared, learned column marginal. For arbitrary positive row marginals of equal total mass, the joint KL projection reduces exactly to a strictly convex gauge-fixed dual with only $r-1$ effective variables; its Hessian is a sum of categorical covariance terms and admits $O((n+m)r)$ matrix-free Hessian--vector products. The projection theorem is objective-independent. We then specialize this geometry to doubly stochastic (DS) graph learning through $W=U\operatorname{Diag}(g)^{-1}V^\top$, where row-simplex factors with a common column mass induce an exactly DS graph without materializing an $n\times n$ optimization variable. Combined with observed-edge sparse fitting, a stochastic anchor-reduced manifold regularizer, and Bregman backtracking, the resulting mirror-descent method preserves exact feasibility at every accepted step. Under a nonvanishing latent-mass condition, it satisfies sufficient decrease and an $O(1/N)$ mirror-stationarity bound, while strictly positive accumulation points are KKT stationary. Matched clustering experiments show competitive accuracy, feasibility residuals near numerical precision, and favorable anytime behavior without a dense learned graph.
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