WANG Caihua, LIU Juan, MIN Wenwen, et al., “A Novel Sparse Penalty for Singular Value Decomposition,” Chinese Journal of Electronics, vol. 26, no. 2, pp. 306-312, 2017, doi: 10.1049/cje.2017.01.025
Citation: WANG Caihua, LIU Juan, MIN Wenwen, et al., “A Novel Sparse Penalty for Singular Value Decomposition,” Chinese Journal of Electronics, vol. 26, no. 2, pp. 306-312, 2017, doi: 10.1049/cje.2017.01.025

A Novel Sparse Penalty for Singular Value Decomposition

doi: 10.1049/cje.2017.01.025
Funds:  This work is supported by the National Natural Science Foundation of China (No.61272274, No.60970063), the National Science Foundation of Jiangsu Province (No.BK20161249) and the program for New Century Excellent Talents in Universities (No.NCET-10-0644).
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  • Corresponding author: LIU Juan (corresponding author) was born in Hubei Province, China, in 1970, she received the Ph.D degree in computer science from Wuhan University and now serves as a professor and Ph.D supervisor in Wuhan University. Her research interests include data mining, nature language process and bioinformatics. (Email:liujuan@whu.edu.cn)
  • Received Date: 2014-11-14
  • Rev Recd Date: 2015-05-26
  • Publish Date: 2017-03-10
  • Singular value decomposition (SVD) is a tool widely used in data denoising, matrix approximation, recommendation system, text mining and computer vision. A majority of applications prefer sparse singular vectors to capture inherent structures and patterns of the input data so that the results are interpretable. We present a novel penalty for SVD to achieve sparsity. Comparing with the traditional penalties, the proposed penalty is scale, dimensional insensitive and bounded between 0 and 1, which are in favor of controlling sparsity. Regulated by the penalty, we provide an efficient algorithm to project a vector onto a given sparse level in O(n) expected time. The efficient projection algorithm serve as a drudge for sparse SVD (SSVD). In experiments, SSVD is efficient and could capture the latent structures and patterns of the input data.
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