arXiv:2605.28980math.OCcs.LG2026-05被引 2

提出三种新算法,高效求解矩阵的霍尔姆分解,比传统方法更精准。

Manifold-based Algorithms for the Hadamard Decomposition

论文配图:Manifold-based Algorithms for the Hadamard Decomposition
图 1 · 摘自论文原文
  • 基于流形优化重构问题,设计三类高效算法
  • 在合成与真实数据上均优于TSVD和当前最优方法
  • 特别适合处理大规模稀疏数据,初始化策略提升精度

给定矩阵 $X$ 及两个秩 $r_1$、$r_2$,霍尔姆分解(HD)旨在寻找两个同尺寸的低秩矩阵 $X_1$(秩 $r_1$)和 $X_2$(秩 $r_2$),使得 $X hickapprox X_1ullet X_2$,其中 $ullet$ 表示哈达玛(元素级)积。相比截断奇异值分解(TSVD),HD 更具表达力,可在相同参数量下表示更高秩矩阵,因 $X_1 ullet X_2$ 的典型秩为 $r_1 r_2$。本文首次揭示了 HD 的理论结构,提出等价形式 $X hickapprox WH^ op$,其中 $W$、$H$ 各有 $r_1 r_2$ 列且属于特定流形。据此开发三种新算法:基于 $X hickapprox X_1ullet X_2$ 的曼福特工具箱方法;以及基于 $X hickapprox WH^ op$ 的块投影梯度法与无需投影的流形梯度下降法。后两者尤其适用于大尺度稀疏数据。同时提出新初始化策略,显著提升精度。实验表明,所提方法在合成与真实数据上均高效且竞争力强。

原文摘要 · Abstract (English)

Given a matrix $X$, and two ranks $r_1$ and $r_2$, the Hadamard decomposition (HD) looks for two low-rank matrices, $X_1$ of rank $r_1$ and $X_2$ of rank $r_2$, both of the same size as $X$, such that $X\approx X_1\circ X_2$, where $\circ$ is the Hadamard (element-wise) product. In most cases, HD is more expressive than standard low-rank approximations such as the truncated singular value decomposition (TSVD), as it can represent higher-rank matrices with the same number of parameters; this is because the rank of $X_1 \circ X_2$ is generically equal to $r_1 r_2$. In this paper, we first present some theoretical insights for HD, in particular a useful reformulation $X\approx WH^\top$ where $W$ and $H$ have $r_1 r_2$ columns and belong to certain manifolds. These allow us to develop three new algorithms for computing HD. The first one uses the representation $X\approx X_1\circ X_2$ and relies on the Manopt toolbox. The other two rely on the reformulation $X\approx WH^\top$: one is a block projected gradient method, and the other is a manifold-based gradient descent algorithm that does not require projection onto the feasible set. The last two algorithms are particularly effective for handling large sparse data. We also propose new initializations that allow us to improve the accuracy of the HD. We compare our algorithms and initialization strategies with the TSVD and with the state of the art. Numerical results show that the new methods are efficient and competitive on both synthetic and real data.

矩阵分解流形优化霍尔姆分解低秩近似

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