Low-rank optimization for distance matrix completion

This paper addresses the problem of low-rank distance matrix completion. This problem amounts to recover the missing entries of a distance matrix when the dimension of the data embedding space is possibly unknown but small compared to the number of considered data points. The focus is on high-dimensional problems. We recast the considered problem into an optimization problem over the set of low-rank positive semidefinite matrices and propose two efficient algorithms for low-rank distance matrix completion. In addition, we propose a strategy to determine the dimension of the embedding space. The resulting algorithms scale to high-dimensional problems and monotonically converge to a global solution of the problem. Finally, numerical experiments illustrate the good performance of the proposed algorithms on benchmarks. © 2011 IEEE.

Linear regression under fixed-rank constraints: A Riemannian approach

In this paper, we tackle the problem of learning a linear regression model whose parameter is a fixed-rank matrix. We study the Riemannian manifold geometry of the set of fixed-rank matrices and develop efficient line-search algorithms. The proposed algorithms have many applications, scale to high-dimensional problems, enjoy local convergence properties and confer a geometric basis to recent contributions on learning fixed-rank matrices. Numerical experiments on benchmarks suggest that the proposed algorithms compete with the state-of-the-art, and that manifold optimization offers a versatile framework for the design of rank-constrained machine learning algorithms. Copyright 2011 by the author(s)/owner(s).

Regression on fixed-rank positive semidefinite matrices: A Riemannian approach

The paper addresses the problem of learning a regression model parameterized by a fixed-rank positive semidefinite matrix. The focus is on the nonlinear nature of the search space and on scalability to high-dimensional problems. The mathematical developments rely on the theory of gradient descent algorithms adapted to the Riemannian geometry that underlies the set of fixedrank positive semidefinite matrices. In contrast with previous contributions in the literature, no restrictions are imposed on the range space of the learned matrix. The resulting algorithms maintain a linear complexity in the problem size and enjoy important invariance properties. We apply the proposed algorithms to the problem of learning a distance function parameterized by a positive semidefinite matrix. Good performance is observed on classical benchmarks. © 2011 Gilles Meyer, Silvere Bonnabel and Rodolphe Sepulchre.

Low-rank optimization on the cone of positive semidefinite matrices

We propose an algorithm for solving optimization problems defined on a subset of the cone of symmetric positive semidefinite matrices. This algorithm relies on the factorization X = Y Y T , where the number of columns of Y fixes an upper bound on the rank of the positive semidefinite matrix X. It is thus very effective for solving problems that have a low-rank solution. The factorization X = Y Y T leads to a reformulation of the original problem as an optimization on a particular quotient manifold. The present paper discusses the geometry of that manifold and derives a second-order optimization method with guaranteed quadratic convergence. It furthermore provides some conditions on the rank of the factorization to ensure equivalence with the original problem. In contrast to existing methods, the proposed algorithm converges monotonically to the sought solution. Its numerical efficiency is evaluated on two applications: the maximal cut of a graph and the problem of sparse principal component analysis. © 2010 Society for Industrial and Applied Mathematics.

Riemannian metric and geometric mean for positive semidefinite matrices of fixed rank

This paper introduces a new metric and mean on the set of positive semidefinite matrices of fixed-rank. The proposed metric is derived from a well-chosen Riemannian quotient geometry that generalizes the reductive geometry of the positive cone and the associated natural metric. The resulting Riemannian space has strong geometrical properties: it is geodesically complete, and the metric is invariant with respect to all transformations that preserve angles (orthogonal transformations, scalings, and pseudoinversion). A meaningful approximation of the associated Riemannian distance is proposed, that can be efficiently numerically computed via a simple algorithm based on SVD. The induced mean preserves the rank, possesses the most desirable characteristics of a geometric mean, and is easy to compute. © 2009 Society for Industrial and Applied Mathematics.

Low-rank optimization with trace norm penalty

The paper addresses the problem of low-rank trace norm minimization. We propose an algorithm that alternates between fixed-rank optimization and rank-one updates. The fixed-rank optimization is characterized by an efficient factorization that makes the trace norm differentiable in the search space and the computation of duality gap numerically tractable. The search space is nonlinear but is equipped with a Riemannian structure that leads to efficient computations. We present a second-order trust-region algorithm with a guaranteed quadratic rate of convergence. Overall, the proposed optimization scheme converges superlinearly to the global solution while maintaining complexity that is linear in the number of rows and columns of the matrix. To compute a set of solutions efficiently for a grid of regularization parameters we propose a predictor-corrector approach that outperforms the naive warm-restart approach on the fixed-rank quotient manifold. The performance of the proposed algorithm is illustrated on problems of low-rank matrix completion and multivariate linear regression. © 2013 Society for Industrial and Applied Mathematics.

Fixed-rank matrix factorizations and Riemannian low-rank optimization

Motivated by the problem of learning a linear regression model whose parameter is a large fixed-rank non-symmetric matrix, we consider the optimization of a smooth cost function defined on the set of fixed-rank matrices. We adopt the geometric framework of optimization on Riemannian quotient manifolds. We study the underlying geometries of several well-known fixed-rank matrix factorizations and then exploit the Riemannian quotient geometry of the search space in the design of a class of gradient descent and trust-region algorithms. The proposed algorithms generalize our previous results on fixed-rank symmetric positive semidefinite matrices, apply to a broad range of applications, scale to high-dimensional problems, and confer a geometric basis to recent contributions on the learning of fixed-rank non-symmetric matrices. We make connections with existing algorithms in the context of low-rank matrix completion and discuss the usefulness of the proposed framework. Numerical experiments suggest that the proposed algorithms compete with state-of-the-art algorithms and that manifold optimization offers an effective and versatile framework for the design of machine learning algorithms that learn a fixed-rank matrix. © 2013 Springer-Verlag Berlin Heidelberg.

用A-PAGE鉴定谷子遗传多样性

蛋白质是结构基因编码的产物,其组成不因环境条件的改变而改变,可以作为对其编码的结构基因的标记.大量研究表明,禾谷类作物种子贮藏蛋白具有相当大的多态性,不同品种贮藏蛋白的电泳谱带存在较大差异,因此提供了一种表征基因型差异的有效而简便的方法

Generalized Low-Rank Approximations

We study the frequent problem of approximating a target matrix with a matrix of lower rank. We provide a simple and efficient (EM) algorithm for solving {\\em weighted} low rank approximation problems, which, unlike simple matrix factorization problems, do not admit a closed form solution in general. We analyze, in addition, the nature of locally optimal solutions that arise in this context, demonstrate the utility of accommodating the weights in reconstructing the underlying low rank representation, and extend the formulation to non-Gaussian noise models such as classification (collaborative filtering).

Mission tales in the days of the dons, by Mrs. A.S.C. Forbes ... with nine full page illustrations and decorative drawings, by Langdon Smith.

http://www.archive.org/details/missiontalesday00forbrich