1 research outputs found
Efficient Preconditioning for Noisy Separable NMFs by Successive Projection Based Low-Rank Approximations
The successive projection algorithm (SPA) can quickly solve a nonnegative
matrix factorization problem under a separability assumption. Even if noise is
added to the problem, SPA is robust as long as the perturbations caused by the
noise are small. In particular, robustness against noise should be high when
handling the problems arising from real applications. The preconditioner
proposed by Gillis and Vavasis (2015) makes it possible to enhance the noise
robustness of SPA. Meanwhile, an additional computational cost is required. The
construction of the preconditioner contains a step to compute the top-
truncated singular value decomposition of an input matrix. It is known that the
decomposition provides the best rank- approximation to the input matrix; in
other words, a matrix with the smallest approximation error among all matrices
of rank less than . This step is an obstacle to an efficient implementation
of the preconditioned SPA.
To address the cost issue, we propose a modification of the algorithm for
constructing the preconditioner. Although the original algorithm uses the best
rank- approximation, instead of it, our modification uses an alternative.
Ideally, this alternative should have high approximation accuracy and low
computational cost. To ensure this, our modification employs a rank-
approximation produced by an SPA based algorithm. We analyze the accuracy of
the approximation and evaluate the computational cost of the algorithm. We then
present an empirical study revealing the actual performance of the SPA based
rank- approximation algorithm and the modified preconditioned SPA.Comment: 32 pages, 4 figure