An Improved Non-Negative Latent Factor Model for Missing Data Estimation via Extragradient-Based Alternating Direction Method
Ming Li, Yan Song
Abstract
In this article, an improved double factorization-based symmetric and non-negative latent factor (Im-DF-SNLF) model is proposed to make the estimation for missing data in symmetric, high-dimensional, and sparse (SHiDS) matrices. The main idea of the Im-DF-SNLF model is fourfold: 1) considering the data variety in the practical engineering, non-negative latent factors (NLFs) in different cases are considered to better reflect the latent relationships between entries; 2) the <inline-formula xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink"> <tex-math notation="LaTeX">$l_{2}$ </tex-math></inline-formula> -norm regularization and the Lagrangian multiplier technique are simultaneously adopted to handle the overfitting and satisfy the non-negative constraint for latent factors (LFs); 3) the extragradient-based alternating direction (EGAD) method is utilized to accelerate the model training and rigidly guarantee the non-negativity of LFS; and 4) a rigorous proof is provided to show that, under the given assumption that the objective function is smooth and has a Lipschitz continuous gradient, the designed algorithm can find an <inline-formula xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink"> <tex-math notation="LaTeX">$\epsilon $ </tex-math></inline-formula> -optimal solution within <inline-formula xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink"> <tex-math notation="LaTeX">$O(1/\epsilon )$ </tex-math></inline-formula> , and the upper bound of the learning rate is given by 1/2. Finally, experimental results on public datasets are given to demonstrate the effectiveness of our proposed Im-DF-SNLF model with EGAD.