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An Alternating Direction Algorithm for Matrix Completion with Nonnegative Factors

Yangyang Xu(yangyang.xu***at***rice.edu)
Wotao Yin(wotao.yin***at***rice.edu)
Zaiwen Wen(zw2109***at***sjtu.edu.cn)
Yin Zhang(yzhang***at***rice.edu)

Abstract: This paper introduces a novel algorithm for the nonnegative matrix factorization and completion problem, which aims to nd nonnegative matrices X and Y from a subset of entries of a nonnegative matrix M so that XY approximates M. This problem is closely related to the two existing problems: nonnegative matrix factorization and low-rank matrix completion, in the sense that it kills two birds with one stone. As it takes advantages of both nonnegativity and low rank, its results can be superior than those of the two problems alone. Our algorithm is applied to minimizing a non-convex constrained least-squares formulation and is based on the classic alternating direction augmented Lagrangian method. Preliminary convergence properties and numerical simulation results are presented. Compared to a recent algorithm for nonnegative random matrix factorization, the proposed algorithm yields comparable factorization through accessing only half of the matrix entries. On tasks of recovering incomplete grayscale and hyperspectral images, the results of the proposed algorithm have overall better qualities than those of two recent algorithms for matrix completion.

Keywords: nonnegative matrix factorization, matrix completion, alternat- ing direction methd, hyperspectral unmixing

Category 1: Convex and Nonsmooth Optimization (Nonsmooth Optimization )

Category 2: Applications -- Science and Engineering (Data-Mining )

Citation: Rice CAAM Technical Report TR11-03, Feburary 2011

Download: [PDF]

Entry Submitted: 02/06/2011
Entry Accepted: 02/06/2011
Entry Last Modified: 02/06/2011

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