An extrapolated and provably convergent algorithm for nonlinear matrix decomposition with the ReLU function

Nicolas Gillis, Margherita Porcelli, Giovanni Seraghiti

ReLU matrix decomposition (RMD) is the following problem: given a sparse, nonnegative matrix $X$ and a factorization rank $r$, identify a rank-$r$ matrix $\Theta$ such that $X\approx \m…