Sparse matrix factorization is the problem of approximating a matrix Z by a product of L sparse factors X^(L) X^(L--1). .. X^(1). This paper focuses on identifiability issues that appear in this problem, in view of better understanding under which sparsity constraints the problem is well-posed. We give conditions under which the problem of factorizing a matrix into two sparse factors admits a unique solution, up to unavoidable permutation and scaling equivalences. Our general framework considers an arbitrary family of prescribed sparsity patterns, allowing us to capture more structured notions of sparsity than simply the count of nonzero entries. These conditions are shown to be related to essential uniqueness of exact matrix decomposition into a sum of rank-one matrices, with structured sparsity constraints. A companion paper further exploits these conditions to derive identifiability properties in multilayer sparse matrix factorization of some well-known matrices like the Hadamard or the discrete Fourier transform matrices.
In this manuscript we review two methods to construct exact confidence bounds for an unknown real parameter in a general class of discrete statistical models. These models include the binomial family, the Poisson family as well as distributions connected to odds ratios in two-by-two tables. In particular, we discuss Sterne's (1954) method in our general framework and present an explicit algorithm for the computation of the resulting confidence bounds. The methods are illustrated with various examples.
Constrained tensor and matrix factorization models allow to extract interpretable patterns from multiway data. Therefore identifiability properties and efficient algorithms for constrained low-rank approximations are nowadays important research topics. This work deals with columns of factor matrices of a low-rank approximation being sparse in a known and possibly overcomplete basis, a model coined as Dictionary-based Low-Rank Approximation (DLRA). While earlier contributions focused on finding factor columns inside a dictionary of candidate columns, i.e. one-sparse approximations, this work is the first to tackle DLRA with sparsity larger than one. I propose to focus on the sparse-coding subproblem coined Mixed Sparse-Coding (MSC) that emerges when solving DLRA with an alternating optimization strategy. Several algorithms based on sparse-coding heuristics (greedy methods, convex relaxations) are provided to solve MSC. The performance of these heuristics is evaluated on simulated data. Then, I show how to adapt an efficient MSC solver based on the LASSO to compute Dictionary-based Matrix Factorization and Canonical Polyadic Decomposition in the context of hyperspectral image processing and chemometrics. These experiments suggest that DLRA extends the modeling capabilities of low-rank approximations, helps reducing estimation variance and enhances the identifiability and interpretability of estimated factors.
Joint modeling of a large number of variables often requires dimension reduction strategies that lead to structural assumptions of the underlying correlation matrix, such as equal pair-wise correlations within subsets of variables. The underlying correlation matrix is thus of interest for both model specification and model validation. In this paper, we develop tests of the hypothesis that the entries of the Kendall rank correlation matrix are linear combinations of a smaller number of parameters. The asymptotic behavior of the proposed test statistics is investigated both when the dimension is fixed and when it grows with the sample size. We pay special attention to the restricted hypothesis of partial exchangeability, which contains full exchangeability as a special case. We show that under partial exchangeability, the test statistics and their large-sample distributions simplify, which leads to computational advantages and better performance of the tests. We propose various scalable numerical strategies for implementation of the proposed procedures, investigate their behavior through simulations and power calculations under local alternatives, and demonstrate their use on a real dataset of mean sea levels at various geographical locations.
Several recent applications of optimal transport (OT) theory to machine learning have relied on regularization, notably entropy and the Sinkhorn algorithm. Because matrix-vector products are pervasive in the Sinkhorn algorithm, several works have proposed to \textit{approximate} kernel matrices appearing in its iterations using low-rank factors. Another route lies instead in imposing low-rank constraints on the feasible set of couplings considered in OT problems, with no approximations on cost nor kernel matrices. This route was first explored by Forrow et al., 2018, who proposed an algorithm tailored for the squared Euclidean ground cost, using a proxy objective that can be solved through the machinery of regularized 2-Wasserstein barycenters. Building on this, we introduce in this work a generic approach that aims at solving, in full generality, the OT problem under low-rank constraints with arbitrary costs. Our algorithm relies on an explicit factorization of low rank couplings as a product of \textit{sub-coupling} factors linked by a common marginal; similar to an NMF approach, we alternatively updates these factors. We prove the non-asymptotic stationary convergence of this algorithm and illustrate its efficiency on benchmark experiments.
We show that for the problem of testing if a matrix $A \in F^{n \times n}$ has rank at most $d$, or requires changing an $\epsilon$-fraction of entries to have rank at most $d$, there is a non-adaptive query algorithm making $\widetilde{O}(d^2/\epsilon)$ queries. Our algorithm works for any field $F$. This improves upon the previous $O(d^2/\epsilon^2)$ bound (SODA'03), and bypasses an $\Omega(d^2/\epsilon^2)$ lower bound of (KDD'14) which holds if the algorithm is required to read a submatrix. Our algorithm is the first such algorithm which does not read a submatrix, and instead reads a carefully selected non-adaptive pattern of entries in rows and columns of $A$. We complement our algorithm with a matching query complexity lower bound for non-adaptive testers over any field. We also give tight bounds of $\widetilde{\Theta}(d^2)$ queries in the sensing model for which query access comes in the form of $\langle X_i, A\rangle:=tr(X_i^\top A)$; perhaps surprisingly these bounds do not depend on $\epsilon$. We next develop a novel property testing framework for testing numerical properties of a real-valued matrix $A$ more generally, which includes the stable rank, Schatten-$p$ norms, and SVD entropy. Specifically, we propose a bounded entry model, where $A$ is required to have entries bounded by $1$ in absolute value. We give upper and lower bounds for a wide range of problems in this model, and discuss connections to the sensing model above.
Although Recommender Systems have been comprehensively studied in the past decade both in industry and academia, most of current recommender systems suffer from the fol- lowing issues: 1) The data sparsity of the user-item matrix seriously affect the recommender system quality. As a result, most of traditional recommender system approaches are not able to deal with the users who have rated few items, which is known as cold start problem in recommender system. 2) Traditional recommender systems assume that users are in- dependently and identically distributed and ignore the social relation between users. However, in real life scenario, due to the exponential growth of social networking service, such as facebook and Twitter, social connections between different users play an significant role for recommender system task. In this work, aiming at providing a better recommender sys- tems by incorporating user social network information, we propose a matrix factorization framework with user social connection constraints. Experimental results on the real-life dataset shows that the proposed method performs signifi- cantly better than the state-of-the-art approaches in terms of MAE and RMSE, especially for the cold start users.
Review-based recommender systems have gained noticeable ground in recent years. In addition to the rating scores, those systems are enriched with textual evaluations of items by the users. Neural language processing models, on the other hand, have already found application in recommender systems, mainly as a means of encoding user preference data, with the actual textual description of items serving only as side information. In this paper, a novel approach to incorporating the aforementioned models into the recommendation process is presented. Initially, a neural language processing model and more specifically the paragraph vector model is used to encode textual user reviews of variable length into feature vectors of fixed length. Subsequently this information is fused along with the rating scores in a probabilistic matrix factorization algorithm, based on maximum a-posteriori estimation. The resulting system, ParVecMF, is compared to a ratings' matrix factorization approach on a reference dataset. The obtained preliminary results on a set of two metrics are encouraging and may stimulate further research in this area.
We introduce negative binomial matrix factorization (NBMF), a matrix factorization technique specially designed for analyzing over-dispersed count data. It can be viewed as an extension of Poisson matrix factorization (PF) perturbed by a multiplicative term which models exposure. This term brings a degree of freedom for controlling the dispersion, making NBMF more robust to outliers. We show that NBMF allows to skip traditional pre-processing stages, such as binarization, which lead to loss of information. Two estimation approaches are presented: maximum likelihood and variational Bayes inference. We test our model with a recommendation task and show its ability to predict user tastes with better precision than PF.
This paper describes a suite of algorithms for constructing low-rank approximations of an input matrix from a random linear image of the matrix, called a sketch. These methods can preserve structural properties of the input matrix, such as positive-semidefiniteness, and they can produce approximations with a user-specified rank. The algorithms are simple, accurate, numerically stable, and provably correct. Moreover, each method is accompanied by an informative error bound that allows users to select parameters a priori to achieve a given approximation quality. These claims are supported by numerical experiments with real and synthetic data.
Since the invention of word2vec, the skip-gram model has significantly advanced the research of network embedding, such as the recent emergence of the DeepWalk, LINE, PTE, and node2vec approaches. In this work, we show that all of the aforementioned models with negative sampling can be unified into the matrix factorization framework with closed forms. Our analysis and proofs reveal that: (1) DeepWalk empirically produces a low-rank transformation of a network's normalized Laplacian matrix; (2) LINE, in theory, is a special case of DeepWalk when the size of vertices' context is set to one; (3) As an extension of LINE, PTE can be viewed as the joint factorization of multiple networks' Laplacians; (4) node2vec is factorizing a matrix related to the stationary distribution and transition probability tensor of a 2nd-order random walk. We further provide the theoretical connections between skip-gram based network embedding algorithms and the theory of graph Laplacian. Finally, we present the NetMF method as well as its approximation algorithm for computing network embedding. Our method offers significant improvements over DeepWalk and LINE for conventional network mining tasks. This work lays the theoretical foundation for skip-gram based network embedding methods, leading to a better understanding of latent network representation learning.