Binary matrix factorization on special purpose hardware.

Abstract

Many fundamental problems in data mining can be reduced to one or more NP-hard combinatorial optimization problems. Recent advances in novel technologies such as quantum and quantum-inspired hardware promise a substantial speedup for solving these problems compared to when using general purpose computers but often require the problem to be modeled in a special form, such as an Ising or quadratic unconstrained binary optimization (QUBO) model, in order to take advantage of these devices. In this work, we focus on the important binary matrix factorization (BMF) problem which has many applications in data mining. We propose two QUBO formulations for BMF. We show how clustering constraints can easily be incorporated into these formulations. The special purpose hardware we consider is limited in the number of variables it can handle which presents a challenge when factorizing large matrices. We propose a sampling based approach to overcome this challenge, allowing us to factorize large rectangular matrices. In addition to these methods, we also propose a simple baseline algorithm which outperforms our more sophisticated methods in a few situations. We run experiments on the Fujitsu Digital Annealer, a quantum-inspired complementary metal-oxide-semiconductor (CMOS) annealer, on both synthetic and real data, including gene expression data. These experiments show that our approach is able to produce more accurate BMFs than competing methods.