Part of Advances in Neural Information Processing Systems 30 (NIPS 2017)

*Greg Van Buskirk, Benjamin Raichel, Nicholas Ruozzi*

<p>We consider the problem of computing a restricted nonnegative matrix factorization (NMF) of an m\times n matrix X. Specifically, we seek a factorization X\approx BC, where the k columns of B are a subset of those from X and C\in\Re_{\geq 0}^{k\times n}. Equivalently, given the matrix X, consider the problem of finding a small subset, S, of the columns of X such that the conic hull of S \eps-approximates the conic hull of the columns of X, i.e., the distance of every column of X to the conic hull of the columns of S should be at most an \eps-fraction of the angular diameter of X. If k is the size of the smallest \eps-approximation, then we produce an O(k/\eps^{2/3}) sized O(\eps^{1/3})-approximation, yielding the first provable, polynomial time \eps-approximation for this class of NMF problems, where also desirably the approximation is independent of n and m. Furthermore, we prove an approximate conic Carathéodory theorem, a general sparsity result, that shows that any column of X can be \eps-approximated with an O(1/\eps^2) sparse combination from S. Our results are facilitated by a reduction to the problem of approximating convex hulls, and we prove that both the convex and conic hull variants are d-sum-hard, resolving an open problem. Finally, we provide experimental results for the convex and conic algorithms on a variety of feature selection tasks.</p>

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