An Alternating Rank-K Nonnegative Least Squares Framework (ARkNLS) for Nonnegative Matrix Factorization
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Publication:6344936
DOI10.1137/20M1352405arXiv2007.06118MaRDI QIDQ6344936FDOQ6344936
Authors: Delin Chu, Weya Shi, Srinivas Eswar, Haesun Park
Publication date: 12 July 2020
Abstract: Nonnegative matrix factorization (NMF) is a prominent technique for data dimensionality reduction that has been widely used for text mining, computer vision, pattern discovery, and bioinformatics. In this paper, a framework called ARkNLS (Alternating Rank-k Nonnegativity constrained Least Squares) is proposed for computing NMF. First, a recursive formula for the solution of the rank-k nonnegativity-constrained least squares (NLS) is established. This recursive formula can be used to derive the closed-form solution for the Rank-k NLS problem for any integer k 1. As a result, each subproblem for an alternating rank-k nonnegative least squares framework can be obtained based on this closed form solution. Assuming that all matrices involved in rank-k NLS in the context of NMF computation are of full rank, two of the currently best NMF algorithms HALS (hierarchical alternating least squares) and ANLS-BPP (Alternating NLS based on Block Principal Pivoting) can be considered as special cases of ARkNLS with k = 1 and k = r for rank r NMF, respectively. This paper is then focused on the framework with k = 3, which leads to a new algorithm for NMF via the closed-form solution of the rank-3 NLS problem. Furthermore, a new strategy that efficiently overcomes the potential singularity problem in rank-3 NLS within the context of NMF computation is also presented. Extensive numerical comparisons using real and synthetic data sets demonstrate that the proposed algorithm provides state-of-the-art performance in terms of computational accuracy and cpu time.
Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Iterative numerical methods for linear systems (65F10) Numerical computation of matrix exponential and similar matrix functions (65F60)
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