Four algorithms to solve symmetric multi-type non-negative matrix tri-factorization problem

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Publication:2114581

DOI10.1007/S10898-021-01074-3zbMATH Open1486.90156arXiv2012.05963OpenAlexW3197493595MaRDI QIDQ2114581FDOQ2114581

Janez Povh, Timotej Hrga, Gašper Petelin, Vida Vukašinović, Gregor Papa, Nataša Pržulj, Rok Hribar

Publication date: 15 March 2022

Published in: Journal of Global Optimization (Search for Journal in Brave)

Abstract: In this paper, we consider the symmetric multi-type non-negative matrix tri-factorization problem (SNMTF), which attempts to factorize several symmetric non-negative matrices simultaneously. This can be considered as a generalization of the classical non-negative matrix tri-factorization problem and includes a non-convex objective function which is a multivariate sixth degree polynomial and a has convex feasibility set. It has a special importance in data science, since it serves as a mathematical model for the fusion of different data sources in data clustering. We develop four methods to solve the SNMTF. They are based on four theoretical approaches known from the literature: the fixed point method (FPM), the block-coordinate descent with projected gradient (BCD), the gradient method with exact line search (GM-ELS) and the adaptive moment estimation method (ADAM). For each of these methods we offer a software implementation: for the former two methods we use Matlab and for the latter Python with the TensorFlow library. We test these methods on three data-sets: the synthetic data-set we generated, while the others represent real-life similarities between different objects. Extensive numerical results show that with sufficient computing time all four methods perform satisfactorily and ADAM most often yields the best mean square error (mathrmMSE). However, if the computation time is limited, FPM gives the best mathrmMSE because it shows the fastest convergence at the beginning. All data-sets and codes are publicly available on our GitLab profile.


Full work available at URL: https://arxiv.org/abs/2012.05963




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