论文标题

有限的单纯结构矩阵分解:算法,可识别性和应用程序

Bounded Simplex-Structured Matrix Factorization: Algorithms, Identifiability and Applications

论文作者

Thanh, Olivier Vu, Gillis, Nicolas, Lecron, Fabian

论文摘要

在本文中,我们提出了一种新的低级矩阵分解模型,称为有界的单纯形成矩阵分解(BSSMF)。给定输入矩阵$ x $和分解等级$ r $,BSSMF寻找带有$ r $列的矩阵$ w $和带有$ r $行的矩阵$ h $,以至于$ x \ y o $ x \ of y o $ w $中的条目是$ w $的条目,这些条目是有界的,即$ h $属于$ h $属于$ h $属于$ h $属于$ h $属于$ h $属于$ h $属于$ h的属于$ hy的属于$ h is pob las属于$ hys属于$ h的列。 BSSMF概括了非负矩阵分解(NMF)和单纯结构的矩阵分解(SSMF)。当输入矩阵$ x $的条目属于给定间隔时,BSSMF特别适合。例如,当$ x $的行代表图像时,或$ x $是一个评分矩阵,例如在Netflix和Movielens数据集中,其中$ x $的条目属于Interval $ [1,5] $。单纯结构的矩阵$ h $不仅会导致易于理解的分解,从而提供了$ x $的列的软聚类,而且暗示着$ wh $的每个列的条目属于与$ w $的列相同的间隔。在本文中,我们首先提出了BSSMF的快速算法,即使在$ x $中缺少数据的情况下。然后,我们为BSSMF提供可识别性条件,也就是说,我们提供了BSSMF承认独特分解的条件,直到琐碎的歧义。最后,我们说明了BSSMF对两个应用程序的有效性:在一组图像中提取特征,以及推荐系统的矩阵完成问题。

In this paper, we propose a new low-rank matrix factorization model dubbed bounded simplex-structured matrix factorization (BSSMF). Given an input matrix $X$ and a factorization rank $r$, BSSMF looks for a matrix $W$ with $r$ columns and a matrix $H$ with $r$ rows such that $X \approx WH$ where the entries in each column of $W$ are bounded, that is, they belong to given intervals, and the columns of $H$ belong to the probability simplex, that is, $H$ is column stochastic. BSSMF generalizes nonnegative matrix factorization (NMF), and simplex-structured matrix factorization (SSMF). BSSMF is particularly well suited when the entries of the input matrix $X$ belong to a given interval; for example when the rows of $X$ represent images, or $X$ is a rating matrix such as in the Netflix and MovieLens datasets where the entries of $X$ belong to the interval $[1,5]$. The simplex-structured matrix $H$ not only leads to an easily understandable decomposition providing a soft clustering of the columns of $X$, but implies that the entries of each column of $WH$ belong to the same intervals as the columns of $W$. In this paper, we first propose a fast algorithm for BSSMF, even in the presence of missing data in $X$. Then we provide identifiability conditions for BSSMF, that is, we provide conditions under which BSSMF admits a unique decomposition, up to trivial ambiguities. Finally, we illustrate the effectiveness of BSSMF on two applications: extraction of features in a set of images, and the matrix completion problem for recommender systems.

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