Sketching for a low-rank nonnegative matrix approximation: numerical study
From MaRDI portal
Abstract: We propose new approximate alternating projection methods, based on randomized sketching, for the low-rank nonnegative matrix approximation problem: find a low-rank approximation of a nonnegative matrix that is nonnegative, but whose factors can be arbitrary. We calculate the computational complexities of the proposed methods and evaluate their performance in numerical experiments. The comparison with the known deterministic alternating projection methods shows that the randomized approaches are faster and exhibit similar convergence properties.
Cites work
- A Note on the Generation of Random Normal Deviates
- A parallel low-rank solver for the six-dimensional Vlasov-Maxwell equations
- Approximation and sampling of multivariate probability distributions in the tensor train decomposition
- Convergence results for projected line-search methods on varieties of low-rank matrices via Łojasiewicz inequality
- Efficient Nonnegative Tucker Decompositions: Algorithms and Uniqueness
- Exact solution of Smoluchowski's continuous multi-component equation with an additive kernel
- Finding structure with randomness: probabilistic algorithms for constructing approximate matrix decompositions
- scientific article; zbMATH DE number 6159604 (Why is no real title available?)
- Low-rank nonnegative tensor approximation via alternating projections and sketching
- Mersenne twister
- Nonnegative low rank matrix approximation for nonnegative matrices
- Nonnegative Tensor Train Factorizations and Some Applications
- On the complexity of nonnegative matrix factorization
- Practical sketching algorithms for low-rank matrix approximation
- Randomized numerical linear algebra: Foundations and algorithms
- Tensor decomposition methods for high-dimensional Hamilton-Jacobi-Bellman equations
- Tensor train versus Monte Carlo for the multicomponent Smoluchowski coagulation equation
Cited in
(6)- Efficient $\widetilde{O}(n/\epsilon)$ Spectral Sketches for the Laplacian and its Pseudoinverse
- Study of performance of low-rank nonnegative tensor factorization methods
- Nonnegative tensor train for the multicomponent Smoluchowski equation
- Quasioptimal alternating projections and their use in low-rank approximation of matrices and tensors
- When big data actually are low-rank, or entrywise approximation of certain function-generated matrices
- Low-rank approximation algorithm using sparse projection and its applications
This page was built for publication: Sketching for a low-rank nonnegative matrix approximation: numerical study
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6038456)
