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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

We propose a unified framework to speed up the existing stochastic matrix factorization (SMF) algorithms via variance reduction. Our framework is general and it subsumes several well-known SMF formulations in the literature. We perform a…

Machine Learning · Statistics 2017-05-23 Renbo Zhao , William B. Haskell , Jiashi Feng

Nonnegative matrix factorization (NMF) approximates a nonnegative matrix, $X$, by the product of two nonnegative factors, $WH$, where $W$ has $r$ columns and $H$ has $r$ rows. In this paper, we consider NMF using the component-wise L1 norm…

Machine Learning · Computer Science 2026-04-01 Giovanni Seraghiti , Kévin Dubrulle , Arnaud Vandaele , Nicolas Gillis

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

We introduce a new method based on nonnegative matrix factorization, Neural NMF, for detecting latent hierarchical structure in data. Datasets with hierarchical structure arise in a wide variety of fields, such as document classification,…

Machine Learning · Computer Science 2023-03-02 Tyler Will , Runyu Zhang , Eli Sadovnik , Mengdi Gao , Joshua Vendrow , Jamie Haddock , Denali Molitor , Deanna Needell

We apply the vectorized Non-negative Matrix Factorization (NMF) method to post-processing of direct imaging data for exoplanetary systems such as circumstellar disks. NMF is an iterative approach, which first creates a non-orthogonal and…

Instrumentation and Methods for Astrophysics · Physics 2018-03-20 Bīn Rén , Laurent Pueyo , Guangtun Ben Zhu , John Debes , Gaspard Duchêne

Non-negative matrix factorization (NMF) and non-negative tensor factorization (NTF) decompose non-negative high-dimensional data into non-negative low-rank components. NMF and NTF methods are popular for their intrinsic interpretability and…

Machine Learning · Computer Science 2024-12-02 Alexander Sietsema , Zerrin Vural , James Chapman , Yotam Yaniv , Deanna Needell

Bayesian Non-negative Matrix Factorization (NMF) is a promising approach for understanding uncertainty and structure in matrix data. However, a large volume of applied work optimizes traditional non-Bayesian NMF objectives that fail to…

Machine Learning · Statistics 2018-03-19 M. Arjumand Masood , Finale Doshi-Velez

In this paper we formulate the nonnegative matrix factorisation (NMF) problem as a maximum likelihood estimation problem for hidden Markov models and propose online expectation-maximisation (EM) algorithms to estimate the NMF and the other…

Machine Learning · Computer Science 2014-01-14 Sinan Yildirim , A. Taylan Cemgil , Sumeetpal S. Singh

Nowadays, the availability of large-scale data in disparate application domains urges the deployment of sophisticated tools for extracting valuable knowledge out of this huge bulk of information. In that vein, low-rank representations…

Machine Learning · Computer Science 2017-10-06 Paris V. Giampouras , Athanasios A. Rontogiannis , Konstantinos D. Koutroumbas

Nonnegative matrix factorization (NMF) is a standard linear dimensionality reduction technique for nonnegative data sets. In order to measure the discrepancy between the input data and the low-rank approximation, the Kullback-Leibler (KL)…

Optimization and Control · Mathematics 2021-05-12 Le Thi Khanh Hien , Nicolas Gillis

Tensor decomposition is an effective tool for learning multi-way structures and heterogeneous features from high-dimensional data, such as the multi-view images and multichannel electroencephalography (EEG) signals, are often represented by…

Machine Learning · Computer Science 2022-06-29 Wanguang Yin , Youzhi Qu , Zhengming Ma , Quanying Liu

Non-negative matrix factorization (NMF) is widely used as a feature extraction technique for matrices with non-negative entries, such as image data, purchase histories, and other types of count data. In NMF, a non-negative matrix is…

Computation · Statistics 2026-01-01 Ryo Ohashi , Hiroyasu Abe , Fumitake Sakaori

We propose an efficient distributed out-of-memory implementation of the Non-negative Matrix Factorization (NMF) algorithm for heterogeneous high-performance-computing (HPC) systems. The proposed implementation is based on prior work on…

Distributed, Parallel, and Cluster Computing · Computer Science 2023-09-14 Ismael Boureima , Manish Bhattarai , Maksim Eren , Erik Skau , Philip Romero , Stephan Eidenbenz , Boian Alexandrov

Traditional nonnegative matrix factorization (NMF) learns a new feature representation on the whole data space, which means treating all features equally. However, a subspace is often sufficient for accurate representation in practical…

Computer Vision and Pattern Recognition · Computer Science 2022-04-19 Junhang Li , Jiao Wei , Can Tong , Tingting Shen , Yuchen Liu , Chen Li , Shouliang Qi , Yudong Yao , Yueyang Teng

$K$-means clustering is a widely used machine learning method for identifying patterns in large datasets. Recently, semidefinite programming (SDP) relaxations have been proposed for solving the $K$-means optimization problem, which enjoy…

Machine Learning · Statistics 2024-04-16 Yubo Zhuang , Xiaohui Chen , Yun Yang , Richard Y. Zhang

Recently, many works have demonstrated that Symmetric Non-negative Matrix Factorization~(SymNMF) enjoys a great superiority for various clustering tasks. Although the state-of-the-art algorithms for SymNMF perform well on synthetic data,…

Machine Learning · Computer Science 2022-05-27 Mingjie Li , Hao Kong , Zhouchen Lin

Symmetric nonnegative matrix factorization (SymNMF) is a powerful tool for clustering, which typically uses the $k$-nearest neighbor ($k$-NN) method to construct similarity matrix. However, $k$-NN may mislead clustering since the neighbors…

Machine Learning · Computer Science 2024-12-06 Wenlong Lyu , Yuheng Jia

The proposed article aims at offering a comprehensive tutorial for the computational aspects of structured matrix and tensor factorization. Unlike existing tutorials that mainly focus on {\it algorithmic procedures} for a small set of…

Signal Processing · Electrical Eng. & Systems 2023-07-19 Xiao Fu , Nico Vervliet , Lieven De Lathauwer , Kejun Huang , Nicolas Gillis

Linear dimensionality reduction techniques are powerful tools for image analysis as they allow the identification of important features in a data set. In particular, nonnegative matrix factorization (NMF) has become very popular as it is…

Computer Vision and Pattern Recognition · Computer Science 2016-10-07 Gabriella Casalino , Nicolas Gillis