skip to main content
US FlagAn official website of the United States government
dot gov icon
Official websites use .gov
A .gov website belongs to an official government organization in the United States.
https lock icon
Secure .gov websites use HTTPS
A lock ( lock ) or https:// means you've safely connected to the .gov website. Share sensitive information only on official, secure websites.


Title: Factor-Bounded Nonnegative Matrix Factorization
Nonnegative Matrix Factorization (NMF) is broadly used to determine class membership in a variety of clustering applications. From movie recommendations and image clustering to visual feature extractions, NMF has applications to solve a large number of knowledge discovery and data mining problems. Traditional optimization methods, such as the Multiplicative Updating Algorithm (MUA), solves the NMF problem by utilizing an auxiliary function to ensure that the objective monotonically decreases. Although the objective in MUA converges, there exists no proof to show that the learned matrix factors converge as well. Without this rigorous analysis, the clustering performance and stability of the NMF algorithms cannot be guaranteed. To address this knowledge gap, in this article, we study the factor-bounded NMF problem and provide a solution algorithm with proven convergence by rigorous mathematical analysis, which ensures that both the objective and matrix factors converge. In addition, we show the relationship between MUA and our solution followed by an analysis of the convergence of MUA. Experiments on both toy data and real-world datasets validate the correctness of our proposed method and its utility as an effective clustering algorithm.  more » « less
Award ID(s):
1652943 1849359 1932482 2029543
PAR ID:
10294508
Author(s) / Creator(s):
; ; ; ;
Date Published:
Journal Name:
ACM Transactions on Knowledge Discovery from Data
Volume:
15
Issue:
6
ISSN:
1556-4681
Page Range / eLocation ID:
1 to 18
Format(s):
Medium: X
Sponsoring Org:
National Science Foundation
More Like this
  1. null (Ed.)
    In the non-negative matrix factorization (NMF) problem, the input is an m×n matrix M with non-negative entries and the goal is to factorize it as M ≈ AW. The m × k matrix A and the k × n matrix W are both constrained to have non-negative entries. This is in contrast to singular value decomposition, where the matrices A and W can have negative entries but must satisfy the orthogonality constraint: the columns of A are orthogonal and the rows of W are also orthogonal. The orthogonal non-negative matrix factorization (ONMF) problem imposes both the non-negativity and the orthogonality constraints, and previous work showed that it leads to better performances than NMF on many clustering tasks. We give the first constant-factor approximation algorithm for ONMF when one or both of A and W are subject to the orthogonality constraint. We also show an interesting connection to the correlation clustering problem on bipartite graphs. Our experiments on synthetic and real-world data show that our algorithm achieves similar or smaller errors compared to previous ONMF algorithms while ensuring perfect orthogonality (many previous algorithms do not satisfy the hard orthogonality constraint). 
    more » « less
  2. This article reports the study of algorithms for non-negative matrix factorization (NMF) in various applications involving smoothly varying data such as time or temperature series diffraction data on a dense grid of points. Utilizing the continual nature of the data, a fast two-stage algorithm is developed for highly efficient and accurate NMF. In the first stage, an alternating non-negative least-squares framework is used in combination with the active set method with a warm-start strategy for the solution of subproblems. In the second stage, an interior point method is adopted to accelerate the local convergence. The convergence of the proposed algorithm is proved. The new algorithm is compared with some existing algorithms in benchmark tests using both real-world data and synthetic data. The results demonstrate the advantage of the algorithm in finding high-precision solutions. 
    more » « less
  3. Non-negative matrix factorization (NMF) is a highly celebrated algorithm for matrix decomposition that guarantees non-negative factors. The underlying optimization problem is computationally intractable, yet in practice, gradient-descent-based methods often find good solutions. In this paper, we revisit the NMF optimization problem and analyze its loss landscape in non-worst-case settings. It has recently been observed that gradients in deep networks tend to point towards the final minimizer throughout the optimization procedure. We show that a similar property holds (with high probability) for NMF, provably in a non-worst case model with a planted solution, and empirically across an extensive suite of real-world NMF problems. Our analysis predicts that this property becomes more likely with growing number of parameters, and experiments suggest that a similar trend might also hold for deep neural networks---turning increasing dataset sizes and model sizes into a blessing from an optimization perspective. 
    more » « less
  4. Non-negative matrix factorization (NMF) is a highly celebrated algorithm for matrix decomposition that guarantees non-negative factors. The underlying optimization problem is computationally intractable, yet in practice, gradient-descent-based methods often find good solutions. In this paper, we revisit the NMF optimization problem and analyze its loss landscape in non-worst-case settings. It has recently been observed that gradients in deep networks tend to point towards the final minimizer throughout the optimization procedure. We show that a similar property holds (with high probability) for NMF, provably in a non-worst case model with a planted solution, and empirically across an extensive suite of real-world NMF problems. Our analysis predicts that this property becomes more likely with growing number of parameters, and experiments suggest that a similar trend might also hold for deep neural networks---turning increasing dataset sizes and model sizes into a blessing from an optimization perspective. 
    more » « less
  5. ABSTRACT Non‐negative Matrix Factorization (NMF) is an effective algorithm for multivariate data analysis, including applications to feature selection, pattern recognition, and computer vision. Its variant, Semi‐Nonnegative Matrix Factorization (SNF), extends the ability of NMF to render parts‐based data representations to include mixed‐sign data. Graph Regularized SNF builds upon this paradigm by adding a graph regularization term to preserve the local geometrical structure of the data space. Despite their successes, SNF‐related algorithms to date still suffer from instability caused by the Frobenius norm due to the effects of outliers and noise. In this paper, we present a new SNF algorithm that utilizes the noise‐insensitive norm. We provide monotonic convergence analysis of the SNF algorithm. In addition, we conduct numerical experiments on three benchmark mixed‐sign datasets as well as several randomized mixed‐sign matrices to demonstrate the performance superiority of SNF over conventional SNF algorithms under the influence of Gaussian noise at different levels. 
    more » « less