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Nonnegative matrix factorization (NMF) is a powerful technique for dimension reduction, extracting latent factors and learning part-based representation. For large datasets, NMF performance depends on some major issues: fast algorithms,…

Optimization and Control · Mathematics 2015-07-01 Duy-Khuong Nguyen , Tu-Bao Ho

This is a supplementary material to the paper "Online Expectation Maximization based algorithms for inference in hidden Markov models". It contains further technical derivations and additional simulation results.

Statistics Theory · Mathematics 2012-10-18 Sylvain Le Corff , Gersende Fort

Expectation maximization (EM) is a technique for estimating maximum-likelihood parameters of a latent variable model given observed data by alternating between taking expectations of sufficient statistics, and maximizing the expected log…

Methodology · Statistics 2018-07-10 Donna Henderson , Gerton Lunter

Symmetric Nonnegative Matrix Factorization (SymNMF) is a technique in data analysis and machine learning that approximates a symmetric matrix with a product of a nonnegative, low-rank matrix and its transpose. To design faster and more…

Machine Learning · Computer Science 2024-12-02 Koby Hayashi , Sinan G. Aksoy , Grey Ballard , Haesun Park

In this article, we study algorithms for nonnegative matrix factorization (NMF) in various applications involving streaming data. Utilizing the continual nature of the data, we develop a fast two-stage algorithm for highly efficient and…

Optimization and Control · Mathematics 2021-01-22 Ran Gu , Qiang Du , Simon J. L. Billinge

There has been a recent critical need to study fairness and bias in machine learning (ML) algorithms. Since there is clearly no one-size-fits-all solution to fairness, ML methods should be developed alongside bias mitigation strategies that…

Machine Learning · Computer Science 2026-03-06 Lara Kassab , Erin George , Deanna Needell , Haowen Geng , Nika Jafar Nia , Aoxi Li

Non-negative Matrix Factorization (NMF) is a useful method to extract features from multivariate data, but an important and sometimes neglected concern is that NMF can result in non-unique solutions. Often, there exist a Set of Feasible…

Applications · Statistics 2021-01-20 Ragnhild Laursen , Asger Hobolth

Nonnegative matrix factorization (NMF) is a powerful tool for data mining. However, the emergence of `big data' has severely challenged our ability to compute this fundamental decomposition using deterministic algorithms. This paper…

Machine Learning · Statistics 2018-05-02 N. Benjamin Erichson , Ariana Mendible , Sophie Wihlborn , J. Nathan Kutz

Nonnegative Matrix Factorization (NMF) aims to factorize a matrix into two optimized nonnegative matrices and has been widely used for unsupervised learning tasks such as product recommendation based on a rating matrix. However, although…

Social and Information Networks · Computer Science 2015-04-03 Junyu Xuan , Jie Lu , Xiangfeng Luo , Guangquan Zhang

Nonnegative matrix factorization (NMF) has an established reputation as a useful data analysis technique in numerous applications. However, its usage in practical situations is undergoing challenges in recent years. The fundamental factor…

Machine Learning · Computer Science 2016-05-04 Mariano Tepper , Guillermo Sapiro

We derive approximation algorithms for the nonnegative matrix factorization problem, i.e. the problem of factorizing a matrix as the product of two matrices with nonnegative coefficients. We form convex approximations of this problem which…

Optimization and Control · Mathematics 2012-07-03 Vijay Krishnamurthy , Alexandre d'Aspremont

This paper describes algorithms for nonnegative matrix factorization (NMF) with the beta-divergence (beta-NMF). The beta-divergence is a family of cost functions parametrized by a single shape parameter beta that takes the Euclidean…

Machine Learning · Computer Science 2011-03-09 Cédric Févotte , Jérôme Idier

In the Nonnegative Matrix Factorization (NMF) problem we are given an $n \times m$ nonnegative matrix $M$ and an integer $r > 0$. Our goal is to express $M$ as $A W$ where $A$ and $W$ are nonnegative matrices of size $n \times r$ and $r…

Data Structures and Algorithms · Computer Science 2011-11-04 Sanjeev Arora , Rong Ge , Ravi Kannan , Ankur Moitra

Nonnegative matrix factorization (NMF) has become a very popular technique in machine learning because it automatically extracts meaningful features through a sparse and part-based representation. However, NMF has the drawback of being…

Machine Learning · Statistics 2012-12-07 Nicolas Gillis

In this project, we study the hidden Markov random field (HMRF) model and its expectation-maximization (EM) algorithm. We implement a MATLAB toolbox named HMRF-EM-image for 2D image segmentation using the HMRF-EM framework. This toolbox…

Computer Vision and Pattern Recognition · Computer Science 2012-12-20 Quan Wang

Nonnegative matrix factorization (NMF) seeks a low-rank approximation $X \approx UV^T$ with nonnegative factors and is commonly solved using interior methods that enforce feasibility throughout optimization. We show that such…

Machine Learning · Computer Science 2026-05-20 Qiujing Lu , Tonmoy Monsoor , Ehsan Ebrahimzadeh , Kartik Sharma , Vwani Roychowdhury

We present a novel game-theoretic formulation of Non-Negative Matrix Factorization (NNMF), a popular data-analysis method with many scientific and engineering applications. The game-theoretic formulation is shown to have favorable scaling…

Computer Science and Game Theory · Computer Science 2021-04-13 Satpreet H. Singh

Expectation-Maximization (EM) algorithm is a widely used iterative algorithm for computing (local) maximum likelihood estimate (MLE). It can be used in an extensive range of problems, including the clustering of data based on the Gaussian…

Machine Learning · Statistics 2023-03-28 Pierre Houdouin , Esa Ollila , Frederic Pascal

We consider the problem of full information maximum likelihood (FIML) estimation in a factor analysis model when a majority of the data values are missing. The expectation-maximization (EM) algorithm is often used to find the FIML…

Computation · Statistics 2013-12-20 Kei Hirose , Sunyong Kim , Yutaka Kano , Miyuki Imada , Manabu Yoshida , Masato Matsuo

Nonnegative matrix factorization (NMF) is a powerful class of feature extraction techniques that has been successfully applied in many fields, namely in signal and image processing. Current NMF techniques have been limited to a…

Machine Learning · Statistics 2015-01-26 Paul Honeine , Fei Zhu