Exact solutions in low-rank approximation with zeros

From MaRDI portal
Publication:2669183



Abstract: Low-rank approximation with zeros aims to find a matrix of fixed rank and with a fixed zero pattern that minimizes the Euclidean distance to a given data matrix. We study the critical points of this optimization problem using algebraic tools. In particular, we describe special linear, affine, and determinantal relations satisfied by the critical points. We also investigate the number of critical points and how this number is related to the complexity of nonnegative matrix factorization problem.


The authors consider the problem of finding the best rank \(r\) approximation \(M'\) of a matrix \(M\), with the restriction that \(M'\) has zeroes in some fixed set of entries \(S\subset \{1,\dots,i\}\times\{1,\dots,j\}\). The solution of this structured approximation problem is not an easy consequence of results for the unstructured one, because the low rank matrices that the authors consider live in a special linear section of the corresponding secant variety. The restricted approximation problem applies to the study of non-negative approximation of matrices. The authors show how one can compute the best non-negative rank \(2\) approximation of a \(3\times 3\) matrix by considering a series of restricted approximation problems. The authors use the study of critical points for a distance function \(d_U\) in order to determine the best structured rank \(r\) approximation. For rank \(r=1\), the authors compute the number of critical points (the `Euclidean Distance degree') by a combinatorial reduction to the problem of listing minimal vertex covers of a bipartite graph. For the general case, the authors determine a bound for the dimension of the linear span of rank \(r\) critical points of \(d_U\). The authors also give a result on the unstructured approximation problem, by finding linear relations satisfied by the set of rank \(r\) critical points.



Cites work



Describes a project that uses

Uses Software






This page was built for publication: Exact solutions in low-rank approximation with zeros

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2669183)