论文标题
低等级矩阵近似的草图：数值研究
Sketching for low-rank nonnegative matrix approximation: Numerical study
论文作者
论文摘要
我们提出了基于随机素描的新近似交替投影方法，用于低级别的非负矩阵近似问题：找到非阴性矩阵的低级别近似值，该矩阵是非负的，但其因素可以任意。我们计算提出方法的计算复杂性，并在数值实验中评估其性能。与已知的确定性交替投影方法的比较表明，随机方法更快，并且表现出相似的收敛属性。
We propose new approximate alternating projection methods, based on randomized sketching, for the low-rank nonnegative matrix approximation problem: find a low-rank approximation of a nonnegative matrix that is nonnegative, but whose factors can be arbitrary. We calculate the computational complexities of the proposed methods and evaluate their performance in numerical experiments. The comparison with the known deterministic alternating projection methods shows that the randomized approaches are faster and exhibit similar convergence properties.
