Nonnegative matrix factorization (NMF) is a popular data analysis method, the objective of which is to approximate a matrix with all nonnegative components into the product of two nonnegative matrices. In this work, we describe a new simple and efficient algorithm for multi-factor nonnegative matrix factorization (mfNMF) problem that generalizes the original NMF problem to more than two factors. Furthermore, we extend the mfNMF algorithm to incorporate a regularizer based on the Dirichlet distribution to encourage the sparsity of the components of the obtained factors. Our sparse mfNMF algorithm affords a closed form and an intuitive interpretation, and is more efficient in comparison with previous works that use fix point iterations. We demonstrate the effectiveness and efficiency of our algorithms on both synthetic and real data sets.

Structural pruning has emerged as a promising approach for producing more efficient models. Nevertheless, the community suffers from a lack of standardized benchmarks and metrics, leaving the progress in this area not fully comprehended. To fill this gap, we present the first comprehensive benchmark, termed \textit{PruningBench}, for structural pruning. PruningBench showcases the following three characteristics: 1) PruningBench employs a unified and consistent framework for evaluating the effectiveness of diverse structural pruning techniques; 2) PruningBench systematically evaluates 16 existing pruning methods, encompassing a wide array of models (e.g., CNNs and ViTs) and tasks (e.g., classification and detection); 3) PruningBench provides easily implementable interfaces to facilitate the implementation of future pruning methods, and enables the subsequent researchers to incorporate their work into our leaderboards. We provide an online pruning platform http://pruning.vipazoo.cn for customizing pruning tasks and reproducing all results in this paper. Codes will be made publicly on https://github.com/HollyLee2000/PruningBench.

Parameter-efficient fine-tuning methods, represented by LoRA, play an essential role in adapting large-scale pre-trained models to downstream tasks. However, fine-tuning LoRA-series models also faces the risk of overfitting on the training dataset, and yet there's still a lack of theoretical guidance and practical mechanism to control overfitting on LoRA-based PEFT methods. In this paper, we propose a LoRA Dropout mechanism for the LoRA-based methods by introducing random noises to the learnable low-rank matrices and increasing parameter sparsity. We then demonstrate the theoretical mechanism of our LoRA Dropout mechanism from the perspective of sparsity regularization by providing a generalization error bound under this framework. Theoretical results show that appropriate sparsity would help tighten the gap between empirical and generalization risks and thereby control overfitting. Furthermore, based on the LoRA Dropout framework, we introduce a test-time ensemble strategy and provide theoretical evidence demonstrating that the ensemble method can further compress the error bound, and lead to better performance during inference time. Extensive experiments on various NLP tasks provide practical validations of the effectiveness of our LoRA Dropout framework in improving model accuracy and calibration.

Nonnegative matrix factorization (NMF) is a popular data analysis method, the objective of which is to approximate a matrix with all nonnegative components into the product of two nonnegative matrices. In this work, we describe a new simple and efficient algorithm for multi-factor nonnegative matrix factorization (mfNMF) problem that generalizes the original NMF problem to more than two factors. Furthermore, we extend the mfNMF algorithm to incorporate a regularizer based on the Dirichlet distribution to encourage the sparsity of the components of the obtained factors. Our sparse mfNMF algorithm affords a closed form and an intuitive interpretation, and is more efficient in comparison with previous works that use fix point iterations. We demonstrate the effectiveness and efficiency of our algorithms on both synthetic and real data sets.

In econometrics and finance, the vector error correction model (VECM) is an important time series model for cointegration analysis, which is used to estimate the long-run equilibrium variable relationships. The traditional analysis and estimation methodologies assume the underlying Gaussian distribution but, in practice, heavy-tailed data and outliers can lead to the inapplicability of these methods. In this paper, we propose a robust model estimation method based on the Cauchy distribution to tackle this issue. In addition, sparse cointegration relations are considered to realize feature selection and dimension reduction. An efficient algorithm based on the majorization-minimization (MM) method is applied to solve the proposed nonconvex problem. The performance of this algorithm is shown through numerical simulations.

Nonnegative matrix factorization (NMF) is a popular data analysis method, the objective of which is to decompose a matrix with all nonnegative components into the product of two other nonnegative matrices. In this work, we describe a new simple and efficient algorithm for multi-factor nonnegative matrix factorization problem ({mfNMF}), which generalizes the original NMF problem to more than two factors. Furthermore, we extend the mfNMF algorithm to incorporate a regularizer based on Dirichlet distribution over normalized columns to encourage sparsity in the obtained factors. Our sparse NMF algorithm affords a closed form and an intuitive interpretation, and is more efficient in comparison with previous works that use fix point iterations. We demonstrate the effectiveness and efficiency of our algorithms on both synthetic and real data sets.