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This paper introduces an algorithm for the nonnegative matrix factorization-and-completion problem, which aims to find nonnegative low-rank matrices X and Y so that the product XY approximates a nonnegative data matrix M whose elements are…

Information Theory · Computer Science 2015-11-23 Yangyang Xu , Wotao Yin , Zaiwen Wen , Yin Zhang

Nonnegative Matrix Factorization (NMF) is a versatile and powerful tool for discovering latent structures in data matrices, with many variations proposed in the literature. Recently, Leplat et al.\@ (2019) introduced a minimum-volume NMF…

Machine Learning · Statistics 2023-09-26 Duc Toan Nguyen , Eric C. Chi

In this paper, we consider the symmetric multi-type non-negative matrix tri-factorization problem (SNMTF), which attempts to factorize several symmetric non-negative matrices simultaneously. This can be considered as a generalization of the…

Data Structures and Algorithms · Computer Science 2020-12-14 Rok Hribar , Timotej Hrga , Gregor Papa , Gašper Petelin , Janez Povh , Nataša Pržulj , Vida Vukašinović

Nonnegative matrix factorization (NMF), a dimensionality reduction and factor analysis method, is a special case in which factor matrices have low-rank nonnegative constraints. Considering the stochastic learning in NMF, we specifically…

Numerical Analysis · Computer Science 2018-04-05 Hiroyuki Kasai

Selecting the fastest algorithm for a specific signal/image processing task is a challenging question. We propose an approach based on the Performance Estimation Problem framework that numerically and automatically computes the worst-case…

Optimization and Control · Mathematics 2024-03-18 Nizar Bousselmi , Nelly Pustelnik , Julien M. Hendrickx , François Glineur

In this work, we show that for linearly constrained optimization problems the primal-dual hybrid gradient algorithm, analyzed by Chambolle and Pock [3], can be written as an entirely primal algorithm. This allows us to prove convergence of…

Optimization and Control · Mathematics 2019-05-27 Yura Malitsky

Non-negative matrix factorization (NMF) and its variants have been widely employed in clustering and classification tasks (Long, & Jian , 2021). However, noises can seriously affect the results of our experiments. Our research is dedicated…

Machine Learning · Computer Science 2023-12-05 Cheng Zeng , Jiaqi Tian , Yixuan Xu

Nonnegative matrix factorization (NMF) is the problem of approximating an input nonnegative matrix, $V$, as the product of two smaller nonnegative matrices, $W$ and $H$. In this paper, we introduce a general framework to design…

Machine Learning · Computer Science 2022-04-29 Valentin Leplat , Nicolas Gillis , Jérôme Idier

We present here an original application of the non-negative matrix factorization (NMF) method, for the case of extra-financial data. These data are subject to high correlations between co-variables, as well as between observations. NMF…

Computational Finance · Quantitative Finance 2022-06-10 P Fogel , C Geissler , P Cotte , G Luta

Identifying recurring patterns in high-dimensional time series data is an important problem in many scientific domains. A popular model to achieve this is convolutive nonnegative matrix factorization (CNMF), which extends classic…

Machine Learning · Computer Science 2019-07-02 Anthony Degleris , Ben Antin , Surya Ganguli , Alex H Williams

Nonnegative matrix factorization (NMF) is a linear dimensionality reduction technique for nonnegative data, with applications such as hyperspectral unmixing and topic modeling. NMF is a difficult problem in general (NP-hard), and its…

Numerical Analysis · Mathematics 2025-11-11 Junjun Pan , Valentin Leplat , Michael Ng , Nicolas Gillis

We propose a two-step algorithm for the construction of a Hidden Markov Model (HMM) of assigned size, i.e. cardinality of the state space of the underlying Markov chain, whose $n$-dimensional distribution is closest in divergence to a given…

Optimization and Control · Mathematics 2023-02-27 L. Finesso , A. Grassi , P. Spreij

The primal-dual optimization algorithm developed in Chambolle and Pock (CP), 2011 is applied to various convex optimization problems of interest in computed tomography (CT) image reconstruction. This algorithm allows for rapid prototyping…

Numerical Analysis · Mathematics 2015-06-03 Emil Y. Sidky , Jakob H. Jørgensen , Xiaochuan Pan

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…

Numerical Analysis · Mathematics 2020-07-14 Delin Chu , Wenya Shi , Srinivas Eswar , Haesun Park

Non-negative matrix factorization with transform learning (TL-NMF) is a recent idea that aims at learning data representations suited to NMF. In this work, we relate TL-NMF to the classical matrix joint-diagonalization (JD) problem. We show…

Machine Learning · Computer Science 2022-09-23 Sixin Zhang , Emmanuel Soubies , Cédric Févotte

Nonnegative matrix factorization (NMF) has been widely used in machine learning and signal processing because of its non-subtractive, part-based property which enhances interpretability. It is often assumed that the latent dimensionality…

Machine Learning · Statistics 2018-10-25 Zhaoqiang Liu

Given a symmetric nonnegative matrix $A$, symmetric nonnegative matrix factorization (symNMF) is the problem of finding a nonnegative matrix $H$, usually with much fewer columns than $A$, such that $A \approx HH^T$. SymNMF can be used for…

Numerical Analysis · Computer Science 2016-10-07 Arnaud Vandaele , Nicolas Gillis , Qi Lei , Kai Zhong , Inderjit Dhillon

We consider the problem of minimizing a convex, separable, nonsmooth function subject to linear constraints. The numerical method we propose is a block-coordinate extension of the Chambolle-Pock primal-dual algorithm. We prove convergence…

Optimization and Control · Mathematics 2020-03-26 D. Russell Luke , Yura Malitsky

We propose inertial versions of block coordinate descent methods for solving non-convex non-smooth composite optimization problems. Our methods possess three main advantages compared to current state-of-the-art accelerated first-order…

Optimization and Control · Mathematics 2020-06-03 Le Thi Khanh Hien , Nicolas Gillis , Panagiotis Patrinos

Traditional NMF-based signal decomposition relies on the factorization of spectral data, which is typically computed by means of short-time frequency transform. In this paper we propose to relax the choice of a pre-fixed transform and learn…

Machine Learning · Computer Science 2017-12-18 Dylan Fagot , Cédric Févotte , Herwig Wendt