Group Orbit Optimization: A Unified Approach to Data Normalization

Abstract

In this paper we propose and study an optimization problem over a matrix group orbit that we call Group Orbit Optimization (GOO). We prove that GOO can be used to induce matrix decomposition techniques such as singular value decomposition (SVD), LU decomposition, QR decomposition, Schur decomposition and Cholesky decomposition, etc. This gives rise to a… (More)

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