arXivDaily arXiv每日学术速递 周一至周五更新
arXiv 0908.0050stat.MLcs.LGmath.OC

Online Learning for Matrix Factorization and Sparse Coding

INRIA(法国国家信息与自动化研究所);Laboratoire d’Informatique de l’Ecole Normale Supérieure(巴黎高等师范学院信息学实验室);Ecole Normale Supérieure(巴黎高等师范学院);University of Minnesota(明尼苏达大学)

Julien Mairal, Francis Bach, Jean Ponce, Guillermo Sapiro

英文摘要:

Sparse coding--that is, modelling data vectors as sparse linear combinations of basis elements--is widely used in machine learning, neuroscience, signal processing, and statistics. This paper focuses on the large-scale matrix factorization problem that consists of learning the basis set, adapting it to specific data. Variations of this problem include dictionary learning in signal processing, non-negative matrix factorization and sparse principal component analysis. In this paper, we propose to address these tasks with a new online optimization algorithm, based on stochastic approximations, which scales up gracefully to large datasets with millions of training samples, and extends naturally to various matrix factorization formulations, making it suitable for a wide range of learning problems. A proof of convergence is presented, along with experiments with natural images and genomic data demonstrating that it leads to state-of-the-art performance in terms of speed and optimization for both small and large datasets.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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