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Matrix Factorization Ranks Via Polynomial Optimization

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Polynomial Optimization, Moments, and Applications

Part of the book series: Springer Optimization and Its Applications ((SOIA,volume 206))

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Abstract

In light of recent data science trends, new interest has fallen in alternative matrix factorizations. By this, we mean various ways of factorizing particular data matrices so that the factors have special properties and reveal insights into the original data. We are interested in the specialized ranks associated with these factorizations, but they are usually difficult to compute. In particular, we consider the nonnegative-, completely positive-, and separable ranks. We focus on a general tool for approximating factorization ranks, the moment hierarchy, a classical technique from polynomial optimization, further augmented by exploiting ideal-sparsity. Contrary to other examples of sparsity, the resulting sparse hierarchy yields equally strong, if not superior, bounds while potentially delivering a speed-up in computation.

This work is supported by the European Union’s Framework Programme for Research and Innovation Horizon 2020 under the Marie Skłodowska-Curie Actions Grant Agreement No. 813211 (POEMA).

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Notes

  1. 1.

    See the code repository: https://github.com/JAndriesJ/ju-cp-rank.

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Acknowledgements

We want to thank Prof. Dr. Monique Laurent for proofreading several drafts of this chapter and providing key insights when the author’s knowledge was lacking. We also thank the editors for the opportunity to consolidate and share our expertise on this fascinating topic.

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Steenkamp, A. (2023). Matrix Factorization Ranks Via Polynomial Optimization. In: Kočvara, M., Mourrain, B., Riener, C. (eds) Polynomial Optimization, Moments, and Applications. Springer Optimization and Its Applications, vol 206. Springer, Cham. https://doi.org/10.1007/978-3-031-38659-6_5

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