- Conference Article
6
- 10.1109/icassp.2017.7952555
Parallelized Stochastic Gradient Markov Chain Monte Carlo algorithms for non-negative matrix factorization
- Feb 07, 2017
- Umut Simsekli + 5 more +5
Stochastic Gradient Markov Chain Monte Carlo (SG-MCMC) methods have become popular in modern data analysis problems due to their computational efficiency. Even though they have proved useful for many statistical models, the application of SG-MCMC to non-negative matrix factorization (NMF) models has not yet been extensively explored. In this study, we develop two parallel SG-MCMC algorithms for a broad range of NMF models. We exploit the conditional independence structure of the NMF models and utilize a stratified sub-sampling approach for enabling parallelization. We illustrate the proposed algorithms on an image restoration task and report encouraging results.
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