Structural Identifiability in Low-Rank Matrix Factorization

  • Authors:
  • Epameinondas Fritzilas;Yasmin A. Rios-Solis;Sven Rahmann

  • Affiliations:
  • Faculty of Technology, Bielefeld University, Germany;Faculty of Technology, Bielefeld University, Germany;Computer Science 11, Technische Universität Dortmund, Germany

  • Venue:
  • COCOON '08 Proceedings of the 14th annual international conference on Computing and Combinatorics
  • Year:
  • 2008

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Abstract

In many signal processing and data mining applications, we need to approximate a given matrix Yof "sensor measurements" over several experiments by a low-rank product Y≈ A·X, where Xcontains source signals for each experiment, Acontains source-sensor mixing coefficients, and bothAand Xare unknown. We assume that the only a-priori information available is that Amust have zeros at certain positions; this constrains the source-sensor network connectivity pattern.In general, different AXfactorizations approximate a given Yequally well, so a fundamental question is how the connectivity restricts the solution space. We present a combinatorial characterization of uniqueness up to diagonal scaling, called structural identifiabilityof the model, using the concept of structural rank from combinatorial matrix theory.Next, we define an optimization problem that arises in the need for efficient experimental design: to minimize the number of sensors while maintaining structural identifiability. We prove its NP-hardness and present a mixed integer linear programming framework with two cutting-plane approaches. Finally, we experimentally compare these approaches on simulated instances of various sizes.