Efficient algorithms for the Hadamard decomposition

Fuente: arXiv
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Hauptverfasser: Wertz, Samuel, Vandaele, Arnaud, Gillis, Nicolas
Format: Preprint
Veröffentlicht: 2025
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author Wertz, Samuel
Vandaele, Arnaud
Gillis, Nicolas
author_facet Wertz, Samuel
Vandaele, Arnaud
Gillis, Nicolas
contents The Hadamard decomposition is a powerful technique for data analysis and matrix compression, which decomposes a given matrix into the element-wise product of two or more low-rank matrices. In this paper, we develop an efficient algorithm to solve this problem, leveraging an alternating optimization approach that decomposes the global non-convex problem into a series of convex sub-problems. To improve performance, we explore advanced initialization strategies inspired by the singular value decomposition (SVD) and incorporate acceleration techniques by introducing momentum-based updates. Beyond optimizing the two-matrix case, we also extend the Hadamard decomposition framework to support more than two low-rank matrices, enabling approximations with higher effective ranks while preserving computational efficiency. Finally, we conduct extensive experiments to compare our method with the existing gradient descent-based approaches for the Hadamard decomposition and with traditional low-rank approximation techniques. The results highlight the effectiveness of our proposed method across diverse datasets.
format Preprint
id arxiv_https___arxiv_org_abs_2504_13633
institution arXiv
publishDate 2025
record_format arxiv
spellingShingle Efficient algorithms for the Hadamard decomposition
Wertz, Samuel
Vandaele, Arnaud
Gillis, Nicolas
Machine Learning
Signal Processing
Optimization and Control
The Hadamard decomposition is a powerful technique for data analysis and matrix compression, which decomposes a given matrix into the element-wise product of two or more low-rank matrices. In this paper, we develop an efficient algorithm to solve this problem, leveraging an alternating optimization approach that decomposes the global non-convex problem into a series of convex sub-problems. To improve performance, we explore advanced initialization strategies inspired by the singular value decomposition (SVD) and incorporate acceleration techniques by introducing momentum-based updates. Beyond optimizing the two-matrix case, we also extend the Hadamard decomposition framework to support more than two low-rank matrices, enabling approximations with higher effective ranks while preserving computational efficiency. Finally, we conduct extensive experiments to compare our method with the existing gradient descent-based approaches for the Hadamard decomposition and with traditional low-rank approximation techniques. The results highlight the effectiveness of our proposed method across diverse datasets.
title Efficient algorithms for the Hadamard decomposition
topic Machine Learning
Signal Processing
Optimization and Control
url https://arxiv.org/abs/2504.13633