Convex relaxations of structured matrix factorizations

الأصل · EN

We consider the factorization of a rectangular matrix X into a positive linear combination of rank-one factors of the form u v, where u and v belongs to certain sets U and V, that may encode specific structures regarding the factors, such as positivity or sparsity. In this paper, we show that computing the optimal decomposition is equivalent to computing a certain gauge function of X and we provide a detailed analysis of these gauge functions and their polars. Since these gauge functions are typically hard to compute, we present semi-definite relaxations and several algorithms that may recover approximate decompositions with approximation guarantees. We illustrate our results with simulations on finding decompositions with elements in {0,1}. As side contributions, we present a detailed analysis of variational quadratic representations of norms as well as a new iterative basis pursuit algorithm that can deal with inexact first-order oracles.