- Nonnegative Matrix Factorization and I-Divergence Alternating Minimization
- Linear Algebra and its Applications
- Volume | Issue number
- 416 | 2-3
- Pages (from-to)
- Document type
- Faculty of Science (FNWI)
- Korteweg-de Vries Institute for Mathematics (KdVI)
In this paper we consider the Nonnegative Matrix Factorization (NMF) problem: given an (elementwise) nonnegative matrix Click to view the MathML source find, for assigned k, nonnegative matrices Click to view the MathML source and Click to view the MathML source such that V = WH. Exact, nontrivial, nonnegative factorizations do not always exist, hence it is interesting to pose the approximate NMF problem. The criterion which is commonly employed is I-divergence between nonnegative matrices. The problem becomes that of finding, for assigned k, the factorization WH closest to V in I-divergence. An iterative algorithm, EM like, for the construction of the best pair (W, H) has been proposed in the literature. In this paper we interpret the algorithm as an alternating minimization procedure à la Csiszár-Tusnády and investigate some of its stability properties. NMF is widespreading as a data analysis method in applications for which the positivity constraint is relevant. There are other data analysis methods which impose some form of nonnegativity: we discuss here the connections between NMF and Archetypal Analysis.
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