Penalty hyperparameter optimization with diversity measure for nonnegative low-rank approximation

DOI10.1016/J.APNUM.2024.10.002MaRDI QIDQ7031614zbMATH OpenFDO

Authors Nicoletta Del Buono, Flavia Esposito, Laura Selicato, Rafal Zdunek

Publication date 6 February 2025

Published in Applied Numerical Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/J.APNUM.2024.10.002

zbMATH Keywords

hyperparameter optimizationlow-rank approximationpenalty coefficientsparseness

Mathematics Subject Classification ID

Factorization of matrices (15A23) Numerical methods for low-rank matrix approximation; matrix compression (65F55) Numerical mathematical programming methods (65K05) Learning and adaptive systems in artificial intelligence (68T05) Optimality conditions and duality in mathematical programming (90C46)

Cites work

• A Generalized Divergence Measure for Nonnegative Matrix Factorization
• Bi-level algorithm for optimizing hyperparameters in penalized nonnegative matrix factorization
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• Learning the parts of objects by non-negative matrix factorization
• Nonnegative Matrix Factorization with the Itakura-Saito Divergence: With Application to Music Analysis
• Numerical properties of solutions of LASSO regression
• On the Local Convergence of Pattern Search
• Robust and efficient estimation by minimising a density power divergence
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• Sparse solutions to linear inverse problems with multiple measurement vectors

Cited in

(2)

• Sparse hyperparametric Itakura-Saito nonnegative matrix factorization via bi-level optimization
• Assess optimal penalty hyperparameters in nonnegative matrix factorization within Hilbert spaces perspective

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