Robustness analysis of preconditioned successive projection algorithm for general form of separable NMF problem

DOI10.1016/J.LAA.2016.02.016zbMATH Open1391.65109arXiv1506.08387OpenAlexW2137605774MaRDI QIDQ254874FDOQ254874

Authors: Tomohiko Mizutani 

Publication date: 8 March 2016

Published in: Linear Algebra and its Applications (Search for Journal in Brave)

Abstract: The successive projection algorithm (SPA) has been known to work well for separable nonnegative matrix factorization (NMF) problems arising in applications, such as topic extraction from documents and endmember detection in hyperspectral images. One of the reasons is in that the algorithm is robust to noise. Gillis and Vavasis showed in [SIAM J. Optim., 25(1), pp. 677-698, 2015] that a preconditioner can further enhance its noise robustness. The proof rested on the condition that the dimension $d$ and factorization rank $r$ in the separable NMF problem coincide with each other. However, it may be unrealistic to expect that the condition holds in separable NMF problems appearing in actual applications; in such problems, $d$ is usually greater than $r$. This paper shows, without the condition $d=r$, that the preconditioned SPA is robust to noise.

Full work available at URL: https://arxiv.org/abs/1506.08387

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zbMATH Keywords

preconditioningnonnegative matrix factorizationrobustness to noiseseparabilitysuccessive projection algorithm

Mathematics Subject Classification ID

Convex programming (90C25) Factorization of matrices (15A23) Preconditioners for iterative methods (65F08) Conditioning of matrices (15A12)

Cites Work

• Title not available (Why is that?)
• On the complexity of nonnegative matrix factorization
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• Handbook series linear algebra. Linear least squares solutions by Householder transformations
• Ellipsoidal rounding for nonnegative matrix factorization under noisy separability
• Enhancing pure-pixel identification performance via preconditioning
• Rounding of Polytopes in the Real Number Model of Computation
• Semidefinite programming based preconditioning for more robust near-separable nonnegative matrix factorization
• Computation of Minimum-Volume Covering Ellipsoids

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• Semidefinite programming based preconditioning for more robust near-separable nonnegative matrix factorization
• Efficient preconditioning for noisy separable nonnegative matrix factorization problems by successive projection based low-rank approximations
• Assigning topics to documents by successive projections
• Robustness analysis of Hottopixx, a linear programming model for factoring nonnegative matrices

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