Semidefinite Programming Based Preconditioning for More Robust Near-Separable Nonnegative Matrix Factorization

Nonnegative matrix factorization (NMF) under the separability assumption can provably be solved efficiently, even in the presence of noise, and has been shown to be a powerful technique in document classification and hyperspectral unmixing. This problem is referred to as near-separable NMF and requires that there exists a cone spanned by a small subset of … Read more

Smooth minimization of nonsmooth functions with parallel coordinate descent methods

We study the performance of a family of randomized parallel coordinate descent methods for minimizing the sum of a nonsmooth and separable convex functions. The problem class includes as a special case L1-regularized L1 regression and the minimization of the exponential loss (“AdaBoost problem”). We assume the input data defining the loss function is contained … Read more

Robust Near-Separable Nonnegative Matrix Factorization Using Linear Optimization

Nonnegative matrix factorization (NMF) has been shown recently to be tractable under the separability assumption, under which all the columns of the input data matrix belong to the convex cone generated by only a few of these columns. Bittorf, Recht, R\’e and Tropp (`Factoring nonnegative matrices with linear programs’, NIPS 2012) proposed a linear programming … Read more

Robustness Analysis of HottTopixx, a Linear Programming Model for Factoring Nonnegative Matrices

Although nonnegative matrix factorization (NMF) is NP-hard in general, it has been shown very recently that it is tractable under the assumption that the input nonnegative data matrix is separable (that is, there exists a cone spanned by a small subset of the columns containing all columns). Since then, several algorithms have been designed to … Read more

Fast and Robust Recursive Algorithms for Separable Nonnegative Matrix Factorization

In this paper, we study the nonnegative matrix factorization problem under the separability assumption (that is, there exists a cone spanned by a small subset of the columns of the input nonnegative data matrix containing all columns), which is equivalent to the hyperspectral unmixing problem under the linear mixing model and the pure-pixel assumption. We … Read more

Max-min separability: incremental approach and application to supervised data classification

A new algorithm for the computation of a piecewise linear function separating two finite point sets in $n$-dimensional space is developed and the algorithm is applied to solve supervised data classification problems. The algorithm computes hyperplanes incrementally and it finds as many hyperplanes as necessary to separate two sets with respect to some tolerance. An … Read more

Using Partial Separability of Functions in Generating Set Search Methods for Unconstrained Optimisation

Generating set Search Methods (GSS), a class of derivative-free methods for unconstrained optimisation, are in general robust but converge slowly. It has been shown that the performance of these methods can be enhanced by utilising accumulated information about the objective function as well as a priori knowledge such as partial separability. This paper introduces a … Read more