On the Complexity of Low-Rank Matrix Signing and Entrywise Power Matrix Factorization

Given a nonnegative matrix $X$, a factorization rank $r$ and {a positive integer $p$}, entrywise power matrix factorization (EPMF) looks for a low-rank matrix $X_r$ such that $X = |X_r|^{\circ p}$ (exact case) or $X \approx |X_r|^{\circ p}$ (approximate case), where $(\cdot)^{\circ p}$ denotes the componentwise exponent. EPMF includes the modulus model ($p=1$) and componentwise square factorization ($p=2$) as special cases, the latter being closely related to the square root rank. We analyze the computational complexity of the exact decision problem and the Frobenius-norm approximation problem, and establish a complete complexity landscape. In the exact case, we show that EPMF is equivalent to the combinatorial problem of flipping the signs of the entries of a given matrix $X$ to obtain a rank-$r$ matrix, which we refer to as the low-rank matrix signing (LRMS) problem. We first show that LRMS, and hence exact EPMF, is strongly NP-hard, improving a weak NP-hardness result for the square-root-rank (Math. Prog., 2015). We then show that LRMS can be solved in polynomial time when $r$ is fixed. Moreover, when the rank $r$ is part of the input, we show that for generic matrices the algorithm is fixed-parameter tractable (FPT) in the parameter $r$; in fact, the running time is fixed-parameter linear in the number of entries of the input matrix. In the approximate case using the Frobenius norm as an error measure, we show that EPMF is NP-hard, already when $r=2$, the smallest nontrivial case.

On the Complexity of Entrywise Power Matrix Factorization

Given a nonnegative matrix $X$, a factorization rank $r$ and a real parameter $p$, entrywise power matrix factorization (EPMF) looks for a low-rank matrix $X_r$ such that $X = |X_r|^{\circ p}$ (exact case) or $X \approx |X_r|^{\circ p}$ (approximate case), where $(\cdot)^{\circ p}$ denotes the component-wise exponent. EPMF includes the modulus model ($p=1$) and component-wise square factorization ($p=2$) as special cases, the latter being closely related to the square root rank. We analyze the computational complexity of the exact decision problem and the Frobenius-norm approximation problem, and establish a complete complexity landscape. In the exact case, we show that EPMF is equivalent to the combinatorial problem of flipping the signs of the entries of a given matrix $X$ to obtain a rank-$r$ matrix, which we refer to as the signing problem. We first show that the signing problem, and hence exact EPMF, is strongly NP-hard, improving a weak NP-hardness result for the square-root-rank of Fawzi et al. (Math. Prog., 2015). We then show that the signing problem can be solved in polynomial-time when $r$ is fixed. Moreover, when the rank $r$ is part of the input, we show that for generic matrices the algorithm is fixed-parameter tractable (FPT) in the parameter $r$; in fact, the running time is linear in the input size $X$. In the approximate case using the Frobenius norm as an error measure, we show that EPMF is NP-hard, already when $r=2$, the smallest nontrivial case.

Manifold-based Algorithms for the Hadamard Decomposition

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.