Factoring nonnegative matrices with linear programs

arXiv1206.1270MaRDI QIDQ6233502FDOQ6233502

Authors: Victor Bittorf, Benjamin Recht, Christopher Re, Joel A. Tropp 

Publication date: 6 June 2012

Abstract: This paper describes a new approach, based on linear programming, for computing nonnegative matrix factorizations (NMFs). The key idea is a data-driven model for the factorization where the most salient features in the data are used to express the remaining features. More precisely, given a data matrix X, the algorithm identifies a matrix C such that X approximately equals CX and some linear constraints. The constraints are chosen to ensure that the matrix C selects features; these features can then be used to find a low-rank NMF of X. A theoretical analysis demonstrates that this approach has guarantees similar to those of the recent NMF algorithm of Arora et al. (2012). In contrast with this earlier work, the proposed method extends to more general noise models and leads to efficient, scalable algorithms. Experiments with synthetic and real datasets provide evidence that the new approach is also superior in practice. An optimized C++ implementation can factor a multigigabyte matrix in a matter of minutes.

Has companion code repository: https://github.com/martinResearch/PySparseLP

This page was built for publication: Factoring nonnegative matrices with linear programs

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6233502)