scholarly journals Stochastic Variance Reduced Multiplicative Update for Nonnegative Matrix Factorization

Author(s):  
Hiroyuki Kasai
2007 ◽  
Vol 19 (10) ◽  
pp. 2756-2779 ◽  
Author(s):  
Chih-Jen Lin

Nonnegative matrix factorization (NMF) can be formulated as a minimization problem with bound constraints. Although bound-constrained optimization has been studied extensively in both theory and practice, so far no study has formally applied its techniques to NMF. In this letter, we propose two projected gradient methods for NMF, both of which exhibit strong optimization properties. We discuss efficient implementations and demonstrate that one of the proposed methods converges faster than the popular multiplicative update approach. A simple Matlab code is also provided.


2016 ◽  
Vol 2016 ◽  
pp. 1-6
Author(s):  
Xiangli Li ◽  
Wen Zhang ◽  
Xiaoliang Dong ◽  
Juanjuan Shi

Nonnegative matrix factorization (NMF) has been used as a powerful date representation tool in real world, because the nonnegativity of matrices is usually required. In recent years, many new methods are available to solve NMF in addition to multiplicative update algorithm, such as gradient descent algorithms, the active set method, and alternating nonnegative least squares (ANLS). In this paper, we propose an inexact update method, with two parameters, which can ensure that the objective function is always descent before the optimal solution is found. Experiment results show that the proposed method is effective.


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