scholarly journals Fast coordinate descent methods with variable selection for non-negative matrix factorization

Author(s):  
Cho-Jui Hsieh ◽  
Inderjit S. Dhillon
Mathematics ◽  
2021 ◽  
Vol 9 (5) ◽  
pp. 540
Author(s):  
Soodabeh Asadi ◽  
Janez Povh

This article uses the projected gradient method (PG) for a non-negative matrix factorization problem (NMF), where one or both matrix factors must have orthonormal columns or rows. We penalize the orthonormality constraints and apply the PG method via a block coordinate descent approach. This means that at a certain time one matrix factor is fixed and the other is updated by moving along the steepest descent direction computed from the penalized objective function and projecting onto the space of non-negative matrices. Our method is tested on two sets of synthetic data for various values of penalty parameters. The performance is compared to the well-known multiplicative update (MU) method from Ding (2006), and with a modified global convergent variant of the MU algorithm recently proposed by Mirzal (2014). We provide extensive numerical results coupled with appropriate visualizations, which demonstrate that our method is very competitive and usually outperforms the other two methods.


2017 ◽  
Vol 42 (4) ◽  
pp. 339-358 ◽  
Author(s):  
Krzysztof Krawiec ◽  
Paweł Liskowski

Abstract Genetic programming (GP) is a variant of evolutionary algorithm where the entities undergoing simulated evolution are computer programs. A fitness function in GP is usually based on a set of tests, each of which defines the desired output a correct program should return for an exemplary input. The outcomes of interactions between programs and tests in GP can be represented as an interaction matrix, with rows corresponding to programs in the current population and columns corresponding to tests. In previous work, we proposed SFIMX, a method that performs only a fraction of interactions and employs non-negative matrix factorization to estimate the outcomes of remaining ones, shortening GP’s runtime. In this paper, we build upon that work and propose three extensions of SFIMX, in which the subset of tests drawn to perform interactions is selected with respect to test difficulty. The conducted experiment indicates that the proposed extensions surpass the original SFIMX on a suite of discrete GP benchmarks.


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