A geometric approach to archetypal analysis and non-negative matrix factorization

Archetypal analysis and non-negative matrix factorization (NMF) are staples in a statisticians toolbox for dimension reduction and exploratory data analysis. We describe a geometric approach to both NMF and archetypal analysis by interpreting both problems as finding extreme points of the data cloud. We also develop and analyze an efficient approach to finding extreme points in high dimensions. For modern massive datasets that are too large to fit on a single machine and must be stored in a distributed setting, our approach makes only a small number of passes over the data. In fact, it is possible to obtain the NMF or perform archetypal analysis with just two passes over the data.Comment: 36 pages, 13 figure

A New Geometric Approach to Latent Topic Modeling and Discovery

A new geometrically-motivated algorithm for nonnegative matrix factorization is developed and applied to the discovery of latent "topics" for text and image "document" corpora. The algorithm is based on robustly finding and clustering extreme points of empirical cross-document word-frequencies that correspond to novel "words" unique to each topic. In contrast to related approaches that are based on solving non-convex optimization problems using suboptimal approximations, locally-optimal methods, or heuristics, the new algorithm is convex, has polynomial complexity, and has competitive qualitative and quantitative performance compared to the current state-of-the-art approaches on synthetic and real-world datasets.Comment: This paper was submitted to the IEEE International Conference on Acoustics, Speech and Signal Processing (ICASSP) 2013 on November 30, 201