Four algorithms to solve symmetric multi-type non-negative matrix tri-factorization problem

نویسندگان

چکیده

In this paper, we consider the symmetric multi-type non-negative matrix tri-factorization problem (SNMTF), which attempts to factorize several matrices simultaneously. This can be considered as a generalization of classical and includes non-convex objective function is multivariate sixth degree polynomial has convex feasibility set. It special importance in data science, since it serves mathematical model for fusion different sources clustering. We develop four methods solve SNMTF. They are based on theoretical approaches known from literature: fixed point method (FPM), block-coordinate descent with projected gradient (BCD), exact line search (GM-ELS) adaptive moment estimation (ADAM). For each these offer software implementation: former two use Matlab latter Python TensorFlow library. test three data-sets: synthetic data-set generated, while others represent real-life similarities between objects. Extensive numerical results show that sufficient computing time all perform satisfactorily ADAM most often yields best mean square error (MSE). However, if computation limited, FPM gives MSE because shows fastest convergence at beginning. All data-sets codes publicly available our GitLab profile.

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ژورنال

عنوان ژورنال: Journal of Global Optimization

سال: 2021

ISSN: ['1573-2916', '0925-5001']

DOI: https://doi.org/10.1007/s10898-021-01074-3