Column _2,0-norm regularized factorization model of low-rank matrix recovery and its computation

DOI10.1137/20M136205XMaRDI QIDQ5081098zbMATH OpenOpenAlexWikidataFDO

Authors Ting Tao, Yitian Qian, Shaohua Pan

Publication date 1 June 2022

Published in SIAM Journal on Optimization (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/2008.10466

zbMATH Keywords

AMM methodcolumn \(\ell_{2,0}\)-normfactorization model

Mathematics Subject Classification ID

Numerical methods for low-rank matrix approximation; matrix compression (65F55) Nonconvex programming, global optimization (90C26)

Abstract: This paper is concerned with the column $el{l}_{2,0}$-regularized factorization model of low-rank matrix recovery problems and its computation. The column $el{l}_{2,0}$-norm of factor matrices is introduced to promote column sparsity of factors and low-rank solutions. For this nonconvex discontinuous optimization problem, we develop an alternating majorization-minimization (AMM) method with extrapolation, and a hybrid AMM in which a majorized alternating proximal method is proposed to seek an initial factor pair with less nonzero columns and the AMM with extrapolation is then employed to minimize of a smooth nonconvex loss. We provide the global convergence analysis for the proposed AMM methods and apply them to the matrix completion problem with non-uniform sampling schemes. Numerical experiments are conducted with synthetic and real data examples, and comparison results with the nuclear-norm regularized factorization model and the max-norm regularized convex model show that the column $el{l}_{2,0}$-regularized factorization model has an advantage in offering solutions of lower error and rank within less time.

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Cited in

(8)

• A smoothing majorization method for l^2_2-l^p_p matrix minimization
• KL property of exponent \(1/2\) of \(\ell_{2,0}\)-norm and DC regularized factorizations for low-rank matrix recovery
• Alternating linearized proximal algorithm for the low Tucker rank tensor completion problem
• Convergence of the majorized PAM method with subspace correction for low-rank composite factorization model
• On solving a rank regularized minimization problem via equivalent factorized column-sparse regularized models
• An inexact proximal majorization-minimization method for a class of image reconstruction models
• Newton method for the composite row sparsity regularized optimization
• Spectral-spatial extraction through layered tensor decomposition for hyperspectral anomaly detection

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