This paper studies the convergence properties of the well-known message-passing algorithm for convex optimisation. Under the assumption of pairwise separability and scaled diagonal dominance, asymptotic convergence is established and a simple bound for the convergence rate is provided for message-passing. In comparison with previous results, our results do not require the given convex program to have known convex pairwise components and that our bound for the convergence rate is tighter and simpler. When specialised to quadratic optimisation, we generalise known results by providing a very simple bound for the convergence rate. [ABSTRACT FROM AUTHOR]
Balasubramaniam, Thirunavukarasu, Nayak, Richi, Yuen, Chau, and Tian, Yu-Chu
Subjects
*NONNEGATIVE matrices, *MATRIX decomposition, *ALGORITHMS, *LINEAR programming, *RECOMMENDER systems
Abstract
Coupled Matrix Tensor Factorization (CMTF) facilitates the integration and analysis of multiple data sources and helps discover meaningful information. Nonnegative CMTF (N-CMTF) has been employed in many applications for identifying latent patterns, prediction, and recommendation. However, due to the added complexity with coupling between tensor and matrix data, existing N-CMTF algorithms exhibit poor computation efficiency. In this paper, a computationally efficient N-CMTF factorization algorithm is presented based on the column-wise element selection, preventing frequent gradient updates. Theoretical and empirical analyses show that the proposed N-CMTF factorization algorithm is not only more accurate but also more computationally efficient than existing algorithms in approximating the tensor as well as in identifying the underlying nature of factors. [ABSTRACT FROM AUTHOR]