Sparse data and the ReLU
X ≈ max(0, WH)
A sparse matrix can have high rank and still be the ReLU of a matrix of very low rank: the zeros only ask for nonpositive entries, and that freedom lowers the rank. The identity matrix of any size is the ReLU of a rank-3 matrix.
On a dictionary of sparse face features, a rank-20 ReLU decomposition reaches 3% error where the best linear rank-20 approximation stays at 78%. I developed accelerated algorithms for this model (A-NMD, 3B-NMD) and the first coordinate descent method that solves the original problem directly.
MLSP 2023, EUSIPCO 2024




