Hierarchical alternating nonlinear least squares for nonnegative matrix factorization using rational functions

2021 ◽  
Author(s):  
Cecile Hautecoeur ◽  
Francois Glineur ◽  
Lieven De Lathauwer
Keyword(s):  
Least Squares ◽  
Matrix Factorization ◽  
Nonnegative Matrix Factorization ◽  
Nonnegative Matrix ◽  
Nonlinear Least Squares ◽  
Rational Functions

scholarly journals Parameterized Nonlinear Least Squares for Unsupervised Nonlinear Spectral Unmixing

2019 ◽  
Vol 11 (2) ◽  
pp. 148 ◽  
Author(s):  
Risheng Huang ◽  
Xiaorun Li ◽  
Haiqiang Lu ◽  
Jing Li ◽  
Liaoying Zhao
Keyword(s):  
Least Squares ◽  
Optimization Problem ◽  
Nonnegative Matrix Factorization ◽  
Optimization Problems ◽  
State Of The Art ◽  
Synthetic Data ◽  
Nonnegative Matrix ◽  
Nonlinear Least Squares ◽  
Hyperspectral Data ◽  
Spectral Unmixing

This paper presents a new parameterized nonlinear least squares (PNLS) algorithm for unsupervised nonlinear spectral unmixing (UNSU). The PNLS-based algorithms transform the original optimization problem with respect to the endmembers, abundances, and nonlinearity coefficients estimation into separate alternate parameterized nonlinear least squares problems. Owing to the Sigmoid parameterization, the PNLS-based algorithms are able to thoroughly relax the additional nonnegative constraint and the nonnegative constraint in the original optimization problems, which facilitates finding a solution to the optimization problems . Subsequently, we propose to solve the PNLS problems based on the Gauss–Newton method. Compared to the existing nonnegative matrix factorization (NMF)-based algorithms for UNSU, the well-designed PNLS-based algorithms have faster convergence speed and better unmixing accuracy. To verify the performance of the proposed algorithms, the PNLS-based algorithms and other state-of-the-art algorithms are applied to synthetic data generated by the Fan model and the generalized bilinear model (GBM), as well as real hyperspectral data. The results demonstrate the superiority of the PNLS-based algorithms.

scholarly journals Accelerating Nonnegative Matrix Factorization Algorithms Using Extrapolation

2019 ◽  
Vol 31 (2) ◽  
pp. 417-439 ◽  
Author(s):  
Andersen Man Shun Ang ◽  
Nicolas Gillis
Keyword(s):  
Least Squares ◽  
Matrix Factorization ◽  
Nonnegative Matrix Factorization ◽  
State Of The Art ◽  
Gradient Methods ◽  
Nonnegative Matrix ◽  
Synthetic Image ◽  
Data Sets ◽  
Extrapolation Scheme ◽  
Factorization Algorithms

We propose a general framework to accelerate significantly the algorithms for nonnegative matrix factorization (NMF). This framework is inspired from the extrapolation scheme used to accelerate gradient methods in convex optimization and from the method of parallel tangents. However, the use of extrapolation in the context of the exact coordinate descent algorithms tackling the nonconvex NMF problems is novel. We illustrate the performance of this approach on two state-of-the-art NMF algorithms: accelerated hierarchical alternating least squares and alternating nonnegative least squares, using synthetic, image, and document data sets.

scholarly journals Accelerated Multiplicative Updates and Hierarchical ALS Algorithms for Nonnegative Matrix Factorization

2012 ◽  
Vol 24 (4) ◽  
pp. 1085-1105 ◽  
Author(s):  
Nicolas Gillis ◽  
François Glineur
Keyword(s):  
Data Analysis ◽  
Least Squares ◽  
Matrix Factorization ◽  
Nonnegative Matrix Factorization ◽  
Computational Cost ◽  
Nonnegative Matrix ◽  
Careful Analysis ◽  
Hyperspectral Data ◽  
Projected Gradient Method ◽  
Multiplicative Updates

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.

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