Accelerated Multiplicative Updates and Hierarchical ALS Algorithms for Nonnegative Matrix Factorization
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.
A Generalized Divergence Measure for Nonnegative Matrix Factorization
This letter presents a general parametric divergence measure. The metric includes as special cases quadratic error and Kullback-Leibler divergence. A parametric generalization of the two different multiplicative update rules for nonnegative matrix factorization by Lee and Seung (2001) is shown to lead to locally optimal solutions of the nonnegative matrix factorization problem with this new cost function. Numeric simulations demonstrate that the new update rule may improve the quadratic distance convergence speed. A proof of convergence is given that, as in Lee and Seung, uses an auxiliary function known from the expectation-maximization theoretical framework.
Accelerating the Lee-Seung Algorithm for Nonnegative Matrix Factorization
Approximate nonnegative matrix factorization is an emerging technique with a wide spectrum of potential applications in data analysis. Currently, the most-used algorithms for this problem are those proposed by Lee and Seung [7]. In this paper we present a variation of one of the Lee-Seung algorithms with a notably improved performance. We also show that algorithms of this type do not necessarily converge to local minima.
Projective Nonnegative Matrix Factorization for Image Compression and Feature Extraction
In image compression and feature extraction, linear expansions are standardly used. It was recently pointed out by Lee and Seung that the positivity or non-negativity of a linear expansion is a very powerful constraint, that seems to lead to sparse representations for the images. Their technique, called Non-negative Matrix Factorization (NMF), was shown to be a useful technique in approximating high dimensional data where the data are comprised of non-negative components. We propose here a new variant of the NMF method for learning spatially localized, sparse, part-based subspace representations of visual patterns. The algorithm is based on positively constrained projections and is related both to NMF and to the conventional SVD or PCA decomposition. Two iterative positive projection algorithms are suggested, one based on minimizing Euclidean distance and the other on minimizing the divergence of the original data matrix and its non-negative approximation. Experimental results show that P-NMF derives bases which are somewhat better suitable for a localized representation than NMF.
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