Ellipsoidal rounding for nonnegative matrix factorization under noisy separability

In this letter, we consider the nonnegative matrix factorization (NMF) problem and several NMF variants. Two approaches based on DC (difference of convex functions) programming and DCA (DC algorithm) are developed. The first approach follows the alternating framework that requires solving, at each iteration, two nonnegativity-constrained least squares subproblems for which DCA-based schemes are investigated. The convergence property of the proposed algorithm is carefully studied. We show that with suitable DC decompositions, our algorithm generates most of the standard methods for the NMF problem. The second approach directly applies DCA on the whole NMF problem. Two algorithms-one computing all variables and one deploying a variable selection strategy-are proposed. The proposed methods are then adapted to solve various NMF variants, including the nonnegative factorization, the smooth regularization NMF, the sparse regularization NMF, the multilayer NMF, the convex/convex-hull NMF, and the symmetric NMF. We also show that our algorithms include several existing methods for these NMF variants as special versions. The efficiency of the proposed approaches is empirically demonstrated on both real-world and synthetic data sets. It turns out that our algorithms compete favorably with five state-of-the-art alternating nonnegative least squares algorithms.

Lee and Seung proposed nonnegative matrix factorization (NMF) algorithms to decompose patterns and images for structure retrieving. The NMF algorithms have been applied to various optimization problems. However, it is difficult to prove the convergence of this class of learning algorithms. This paper presents the global minima analysis of the NMF algorithms. In the analysis, invariant set is constructed so that the non-divergence of the algorithms can be guaranteed in the set. Using the features of linear equation systems and their solutions, the fixed points and convergence properties of the update algorithms are discussed in detail. The analysis shows that, although the cost function is not convex in both A and X together, it is possible to obtain the global minima from the particular learning algorithms. For different initializations, simulations are presented to confirm the analysis results.

Face recognition is a challenging issue in field of multi-science, main contents of research is how to make computer have ability of face recognition face recognition technology involved in a lot, which is a key feature extraction and classification method, this paper focuses on study of related theory. Non-negative matrix factorization trapped MF) algorithm and local non-negative matrix factorization (LNMF) algorithm is a feature extraction method based on local features, has been successfully used in face recognition NMF algorithm in face recognition rate is low, although LNMF algorithm to a certain extent, improve recognition rate, but its price is to increase number of iterations. In addition, two algorithms have failed to solve good nonlinear separable problems the kernel method combined with LNMF algorithm, kernel local non-negative matrix factorization (KLNMF) algorithm, first by a nonlinear transformation of original space to high-dimensional space, making samples linearly separable, and then use LNMF algorithm to extract face features. In classification part, paper presents decision rules of classification of their own, and design based on NMF subspace classifier. DOI : http://dx.doi.org/10.11591/telkomnika.v12i3.4356 Full Text: PDF

In the nonnegative matrix factorization (NMF) problem we are given an $n \times m$ nonnegative matrix $M$ and an integer $r > 0$. Our goal is to express $M$ as $A W$, where $A$ and $W$ are nonnegative matrices of size $n \times r$ and $r \times m$, respectively. In some applications, it makes sense to ask instead for the product $AW$ to approximate $M$, i.e. (approximately) minimize $\left\lVert{M - AW}_F\right\rVert$, where $\left\lVert\right\rVert_F$, denotes the Frobenius norm; we refer to this as approximate NMF. This problem has a rich history spanning quantum mechanics, probability theory, data analysis, polyhedral combinatorics, communication complexity, demography, chemometrics, etc. In the past decade NMF has become enormously popular in machine learning, where $A$ and $W$ are computed using a variety of local search heuristics. Vavasis recently proved that this problem is NP-complete. (Without the restriction that $A$ and $W$ be nonnegative, both the exact and approximate problems can be solved optimally via the singular value decomposition.) We initiate a study of when this problem is solvable in polynomial time. Our results are the following: 1. We give a polynomial-time algorithm for exact and approximate NMF for every constant $r$. Indeed NMF is most interesting in applications precisely when $r$ is small. 2. We complement this with a hardness result, that if exact $NMF$ can be solved in time $(nm)^{o(r)}$, 3-SAT has a subexponential-time algorithm. This rules out substantial improvements to the above algorithm. 3. We give an algorithm that runs in time polynomial in $n$, $m$, and $r$ under the separablity condition identified by Donoho and Stodden in 2003. The algorithm may be practical since it is simple and noise tolerant (under benign assumptions). Separability is believed to hold in many practical settings. To the best of our knowledge, this last result is the first example of a polynomial-time algorithm that provably works under a non-trivial condition on the input and we believe that this will be an interesting and important direction for future work.

This article uses the projected gradient method (PG) for a non-negative matrix factorization problem (NMF), where one or both matrix factors must have orthonormal columns or rows. We penalize the orthonormality constraints and apply the PG method via a block coordinate descent approach. This means that at a certain time one matrix factor is fixed and the other is updated by moving along the steepest descent direction computed from the penalized objective function and projecting onto the space of non-negative matrices. Our method is tested on two sets of synthetic data for various values of penalty parameters. The performance is compared to the well-known multiplicative update (MU) method from Ding (2006), and with a modified global convergent variant of the MU algorithm recently proposed by Mirzal (2014). We provide extensive numerical results coupled with appropriate visualizations, which demonstrate that our method is very competitive and usually outperforms the other two methods.

Nonnegative matrix factorization (NMF) is a data analysis technique used in a great variety of applications such as text mining, image processing, hyperspectral data analysis, computational biology, and clustering. In this letter, we consider two well-known algorithms designed to solve NMF problems: the multiplicative updates of Lee and Seung and the hierarchical alternating least squares of Cichocki et al. We propose a simple way to significantly accelerate these schemes, based on a careful analysis of the computational cost needed at each iteration, while preserving their convergence properties. This acceleration technique can also be applied to other algorithms, which we illustrate on the projected gradient method of Lin. The efficiency of the accelerated algorithms is empirically demonstrated on image and text data sets and compares favorably with a state-of-the-art alternating nonnegative least squares algorithm.

Nonnegative matrix factorization (NMF) is a widely-used method for multivariate analysis of nonnegative data, the goal of which is decompose a data matrix into a basis matrix and an encoding variable matrix with all of these matrices allowed to have only nonnegative elements. In this paper we present simple algorithms for orthogonal NMF, where orthogonality constraints are imposed on basis matrix or encoding matrix. We develop multiplicative updates directly from the true gradient (natural gradient) in Stiefel manifold, whereas existing algorithms consider additive orthogonality constraints. Numerical experiments on face image data for a image representation task show that our orthogonal NMF algorithm preserves the orthogonality, while the goodness-of-fit (GOF) is minimized. We also apply our orthogonal NMF to a clustering task, showing that it works better than the original NMF, which is confirmed by experiments on several UCI repository data sets.

Non-negative matrix factorization (NMF) approximates a given matrix as a product of two non-negative matrix factors. Multiplicative algorithms deliver reliable results, but they show slow convergence for high-dimensional data and may be stuck away from local minima. Gradient descent methods have better behavior, but only apply to smooth losses. For non-smooth losses such as the Kullback-Leibler (KL) loss, surprisingly, these methods are lacking. In this paper, we propose a first-order primal-dual algorithm for non-negative decomposition problems (one of the two factors is fixed) with the KL distance. All required computations may be obtained in closed form and we provide an efficient heuristic way to select step-sizes. By using alternating optimization, our algorithm readily extends to NMF and, on synthetic or real world data, it is either faster than existing algorithms, or leads to improved local optima, or both.

Hyperspectral unmixing is a powerful method of the remote sensing image mining that identifies the constituent materials and estimates the corresponding fractions from the mixture. We consider the application of nonnegative matrix factorization (NMF) for the mining and analysis of spectral data. In this paper, we develop two effective active set type NMF algorithms for hyperspectral unmixing. Because the factor matrices used in unmixing have sparse features, the active set strategy helps reduce the computational cost. These active set type algorithms for NMF is based on an alternating nonnegative constrained least squares (ANLS) and achieve a quadratic convergence rate under the reasonable assumptions. Finally, numerical tests demonstrate that these algorithms work well and that the function values decrease faster than those obtained with other algorithms.

ABSTRACTHyperspectral unmixing (HU) has drawn remarkable attention because it can decompose mixed pixels into a set of endmembers and abundance fractions. And the nonnegative matrix factorization (NMF) algorithm has been widely used for solving hyperspectral spectral unmixing problem. This letter proposes a Hessian graph regularized NMF (HGNMF) algorithm, which relies upon the construction of a Hessian graph representation, to solve the hyperspectral unmixing problem. According to the HGNMF algorithm, the smoothness in the estimated abundance maps is well promoted. Moreover, the optimized problem of HGNMF algorithm is also solved by employing the multiplicative updating rules. Compared to other algorithms, the proposed HGNMF algorithm demonstrates lots of advantages based on the simulated results of the synthetic data and real data sets.

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Nonnegative matrix factorization (NMF) is a popular method for multivariate analysis of nonnegative data, the goal of which is decompose a data matrix into a product of two factor matrices with all entries in factor matrices restricted to be nonnegative. NMF was shown to be useful in a task of clustering (especially document clustering). In this paper we present an algorithm for orthogonal nonnegative matrix factorization, where an orthogonality constraint is imposed on the nonnegative decomposition of a term-document matrix. We develop multiplicative updates directly from true gradient on Stiefel manifold, whereas existing algorithms consider additive orthogonality constraints. Experiments on several different document data sets show our orthogonal NMF algorithms perform better in a task of clustering, compared to the standard NMF and an existing orthogonal NMF.KeywordsNonnegative Matrix FactorizationDocument ClusterOrthogonality ConstraintMultiplicative UpdateProbabilistic Latent Semantic IndexingThese keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.