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Binary Matrix Factorization and Completion via Integer Programming

Author

Listed:
  • Oktay Günlük

    (Cornell University, Ithaca, New York 14850)

  • Raphael Andreas Hauser

    (University of Oxford, Oxford OX1 3AZ, United Kingdom; The Alan Turing Institute, London NW1 2DB, United Kingdom)

  • Réka Ágnes Kovács

    (University of Oxford, Oxford OX1 3AZ, United Kingdom; The Alan Turing Institute, London NW1 2DB, United Kingdom)

Abstract

Binary matrix factorization is an essential tool for identifying discrete patterns in binary data. In this paper, we consider the rank- k binary matrix factorization problem ( k -BMF) under Boolean arithmetic: we are given an n × m binary matrix X with possibly missing entries and need to find two binary matrices A and B of dimension n × k and k × m , respectively, which minimize the distance between X and the Boolean product of A and B in the squared Frobenius distance. We present a compact and two exponential size integer programs (IPs) for k -BMF and show that the compact IP has a weak linear programming (LP) relaxation, whereas the exponential size IPs have a stronger equivalent LP relaxation. We introduce a new objective function, which differs from the traditional squared Frobenius objective in attributing a weight to zero entries of the input matrix that is proportional to the number of times the zero is erroneously covered in a rank- k factorization. For one of the exponential size Ips, we describe a computational approach based on column generation. Experimental results on synthetic and real-world data sets suggest that our integer programming approach is competitive against available methods for k -BMF and provides accurate low-error factorizations.

Suggested Citation

  • Oktay Günlük & Raphael Andreas Hauser & Réka Ágnes Kovács, 2024. "Binary Matrix Factorization and Completion via Integer Programming," Mathematics of Operations Research, INFORMS, vol. 49(2), pages 1278-1302, May.
  • Handle: RePEc:inm:ormoor:v:49:y:2024:i:2:p:1278-1302
    DOI: 10.1287/moor.2023.1386
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    References listed on IDEAS

    as
    1. Daniel D. Lee & H. Sebastian Seung, 1999. "Learning the parts of objects by non-negative matrix factorization," Nature, Nature, vol. 401(6755), pages 788-791, October.
    2. Jinhak Kim & Mohit Tawarmalani & Jean-Philippe P. Richard, 2022. "Convexification of Permutation-Invariant Sets and an Application to Sparse Principal Component Analysis," Mathematics of Operations Research, INFORMS, vol. 47(4), pages 2547-2584, November.
    3. Marco E. Lübbecke & Jacques Desrosiers, 2005. "Selected Topics in Column Generation," Operations Research, INFORMS, vol. 53(6), pages 1007-1023, December.
    4. Cynthia Barnhart & Ellis L. Johnson & George L. Nemhauser & Martin W. P. Savelsbergh & Pamela H. Vance, 1998. "Branch-and-Price: Column Generation for Solving Huge Integer Programs," Operations Research, INFORMS, vol. 46(3), pages 316-329, June.
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