678 research outputs found

    Block Coordinate Descent for Sparse NMF

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    Nonnegative matrix factorization (NMF) has become a ubiquitous tool for data analysis. An important variant is the sparse NMF problem which arises when we explicitly require the learnt features to be sparse. A natural measure of sparsity is the L0_0 norm, however its optimization is NP-hard. Mixed norms, such as L1_1/L2_2 measure, have been shown to model sparsity robustly, based on intuitive attributes that such measures need to satisfy. This is in contrast to computationally cheaper alternatives such as the plain L1_1 norm. However, present algorithms designed for optimizing the mixed norm L1_1/L2_2 are slow and other formulations for sparse NMF have been proposed such as those based on L1_1 and L0_0 norms. Our proposed algorithm allows us to solve the mixed norm sparsity constraints while not sacrificing computation time. We present experimental evidence on real-world datasets that shows our new algorithm performs an order of magnitude faster compared to the current state-of-the-art solvers optimizing the mixed norm and is suitable for large-scale datasets

    A Unified Framework for Sparse Non-Negative Least Squares using Multiplicative Updates and the Non-Negative Matrix Factorization Problem

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    We study the sparse non-negative least squares (S-NNLS) problem. S-NNLS occurs naturally in a wide variety of applications where an unknown, non-negative quantity must be recovered from linear measurements. We present a unified framework for S-NNLS based on a rectified power exponential scale mixture prior on the sparse codes. We show that the proposed framework encompasses a large class of S-NNLS algorithms and provide a computationally efficient inference procedure based on multiplicative update rules. Such update rules are convenient for solving large sets of S-NNLS problems simultaneously, which is required in contexts like sparse non-negative matrix factorization (S-NMF). We provide theoretical justification for the proposed approach by showing that the local minima of the objective function being optimized are sparse and the S-NNLS algorithms presented are guaranteed to converge to a set of stationary points of the objective function. We then extend our framework to S-NMF, showing that our framework leads to many well known S-NMF algorithms under specific choices of prior and providing a guarantee that a popular subclass of the proposed algorithms converges to a set of stationary points of the objective function. Finally, we study the performance of the proposed approaches on synthetic and real-world data.Comment: To appear in Signal Processin

    Descent methods for Nonnegative Matrix Factorization

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    In this paper, we present several descent methods that can be applied to nonnegative matrix factorization and we analyze a recently developped fast block coordinate method called Rank-one Residue Iteration (RRI). We also give a comparison of these different methods and show that the new block coordinate method has better properties in terms of approximation error and complexity. By interpreting this method as a rank-one approximation of the residue matrix, we prove that it \emph{converges} and also extend it to the nonnegative tensor factorization and introduce some variants of the method by imposing some additional controllable constraints such as: sparsity, discreteness and smoothness.Comment: 47 pages. New convergence proof using damped version of RRI. To appear in Numerical Linear Algebra in Signals, Systems and Control. Accepted. Illustrating Matlab code is included in the source bundl
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