Sketching for low-rank nonnegative matrix approximation: Numerical study

Autor:	Matveev, Sergey A., Budzinskiy, Stanislav
Rok vydání:	2022
Předmět:	Mathematics - Numerical Analysis Mathematics - Optimization and Control 65K10 15A03 65F30 15A48 34C30 G.1.3 G.1.2 F.2.1
Zdroj:	Russian Journal of Numerical Analysis and Mathematical Modelling 38, no. 2 (2023): 99-114
Druh dokumentu:	Working Paper
DOI:	10.1515/rnam-2023-0009
Popis:	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. Comment: Accepted version
Databáze:	arXiv
Externí odkaz:	http://arxiv.org/abs/2201.11154 Zobrazit plný text záznamu View this record from Arxiv