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Matrix Co-Factorization on Compressed Sensing

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Proceedings of the Twenty-Second International Joint Conference on Artificial Intelligence. Pages 1595-1601.

https://doi.org/10.5591/978-1-57735-516-8/IJCAI11-268

Abstract

In this paper we address the problem of matrix factorization on compressively-sampled measurements which are obtained by random projections. While this approach improves the scalability of matrix factorization, its performance is not satisfactory. We present a matrix co-factorization method where compressed measurements and a small number of uncompressed measurements are jointly decomposed, sharing a factor matrix. We evaluate the performance of three matrix factorization methods in terms of Cram{'e}r-Rao bounds, including: (1) matrix factorization on uncompressed data (MF); (2) matrix factorization on compressed data (CS-MF); (3) matrix co-factorization on compressed and uncompressed data (CS-MCF). Numerical experiments demonstrate that CS-MCF improves the performance of CS-MF, emphasizing the useful behavior of exploiting side information (a small number of uncompressed measurements).

Jiho Yoo, and Seungjin Choi. 2011. Matrix Co-Factorization on Compressed Sensing. In Proceedings of the Twenty-Second International Joint Conference on Artificial Intelligence, IJCAI-11. IJCAI, 1595–1601. https://doi.org/10.5591/978-1-57735-516-8/IJCAI11-268
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