Shape-Adaptive Subspace-Constrained Quadratic Matrix Factorization

원문 초록

Quadratic manifold fitting provides a flexible framework for modeling nonlinear low-dimensional structures embedded in high-dimensional spaces. However, existing methods typically employ prescribed noise models or fixed loss functions, limiting their adaptability to varying noise characteristics. To address this limitation, we propose an alternating maximum likelihood estimation method for subspace-constrained quadratic matrix factorization, termed AMLE-SQMF, which jointly estimates the quadratic manifold and the underlying noise distribution. Specifically, we model the residuals using a generalized Gaussian distribution (GGD), whose shape parameter controls the tail behavior and determines the associated fitting loss. By exploiting the closed-form maximum likelihood estimator of the scale parameter, we eliminate the scale variable and derive a profile negative log-likelihood. Based on this formulation, we develop an alternating optimization algorithm that iteratively updates the manifold parameters and estimates the noise shape parameter. This enables adaptive loss selection within a unified likelihood-based framework, without requiring prior specification of the noise characteristics. Experiments on synthetic and real-world datasets demonstrate the effectiveness of AMLE-SQMF in quadratic manifold fitting and its robustness to diverse noise distributions.