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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

Nonnegative Matrix Factorization (NMF) is a widely used technique in many applications such as face recognition, motion segmentation, etc. It approximates the nonnegative data in an original high dimensional space with a linear…

Machine Learning · Computer Science 2012-04-12 Bin Shen , Luo Si , Rongrong Ji , Baodi Liu

The Baum-Welsh algorithm together with its derivatives and variations has been the main technique for learning Hidden Markov Models (HMM) from observational data. We present an HMM learning algorithm based on the non-negative matrix…

Machine Learning · Computer Science 2011-01-11 George Cybenko , Valentino Crespi

Non-negative Matrix Factorization (NMF) methods offer an appealing unsupervised learning method for real-time analysis of streaming spectral data in time-sensitive data collection, such as $\textit{in situ}$ characterization of materials.…

Applied Physics · Physics 2024-06-12 Phillip M. Maffettone , Aidan C. Daly , Daniel Olds

In the non-negative matrix factorization (NMF) problem, the input is an $m\times n$ matrix $M$ with non-negative entries and the goal is to factorize it as $M\approx AW$. The $m\times k$ matrix $A$ and the $k\times n$ matrix $W$ are both…

Data Structures and Algorithms · Computer Science 2021-03-09 Moses Charikar , Lunjia Hu

Nonnegative Matrix Factorization (NMF) has been continuously evolving in several areas like pattern recognition and information retrieval methods. It factorizes a matrix into a product of 2 low-rank non-negative matrices that will define…

Machine Learning · Computer Science 2013-04-04 Jing-Yan Wang , Mustafa AbdulJabbar

Non-negative matrix factorization (NMF) is a key technique for feature extraction and widely used in source separation. However, existing algorithms may converge to poor local minima, or to one of several minima with similar objective value…

Machine Learning · Computer Science 2024-10-30 Youdong Guo , Timothy E. Holy

Nonnegative matrix factorization (NMF) has been successfully applied in several data mining tasks. Recently, there is an increasing interest in the acceleration of NMF, due to its high cost on large matrices. On the other hand, the privacy…

Machine Learning · Computer Science 2020-09-08 Yuqiu Qian , Conghui Tan , Danhao Ding , Hui Li , Nikos Mamoulis

Nonnegative Matrix Factorization (NMF) is the problem of approximating a nonnegative matrix with the product of two low-rank nonnegative matrices and has been shown to be particularly useful in many applications, e.g., in text mining, image…

Optimization and Control · Mathematics 2012-08-13 Nicolas Gillis , François Glineur

Non-negative matrix factorization (NMF) is the problem of determining two non-negative low rank factors $W$ and $H$, for the given input matrix $A$, such that $A \approx W H$. NMF is a useful tool for many applications in different domains…

Distributed, Parallel, and Cluster Computing · Computer Science 2015-10-01 Ramakrishnan Kannan , Grey Ballard , Haesun Park

Non-negative Matrix Factorization (NMF) is one of the most popular techniques for data representation and clustering, and has been widely used in machine learning and data analysis. NMF concentrates the features of each sample into a…

Image and Video Processing · Electrical Eng. & Systems 2021-03-26 Mulin Chen , Maoguo Gong , Xuelong Li

Symmetric nonnegative matrix factorization (NMF), a special but important class of the general NMF, is demonstrated to be useful for data analysis and in particular for various clustering tasks. Unfortunately, designing fast algorithms for…

Machine Learning · Computer Science 2018-11-15 Zhihui Zhu , Xiao Li , Kai Liu , Qiuwei Li

Online nonnegative matrix factorization (ONMF) is a matrix factorization technique in the online setting where data are acquired in a streaming fashion and the matrix factors are updated each time. This enables factor analysis to be…

Machine Learning · Computer Science 2020-11-12 Hanbaek Lyu , Georg Menz , Deanna Needell , Christopher Strohmeier

The problem of finding overlapping communities in networks has gained much attention recently. Optimization-based approaches use non-negative matrix factorization (NMF) or variants, but the global optimum cannot be provably attained in…

Machine Learning · Statistics 2017-06-26 Xueyu Mao , Purnamrita Sarkar , Deepayan Chakrabarti

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

Identifying overlapping communities in networks is a challenging task. In this work we present a novel approach to community detection that utilises the Bayesian non-negative matrix factorisation (NMF) model to produce a probabilistic…

Machine Learning · Statistics 2010-09-28 Ioannis Psorakis , Stephen Roberts , Ben Sheldon

Non-negative Matrix Factorization (NMF) asks to decompose a (entry-wise) non-negative matrix into the product of two smaller-sized nonnegative matrices, which has been shown intractable in general. In order to overcome this issue, the…

Data Structures and Algorithms · Computer Science 2019-07-15 Zhihuai Chen , Yinan Li , Xiaoming Sun , Pei Yuan , Jialin Zhang

We propose a new variant of nonnegative matrix factorization (NMF), combining separability and sparsity assumptions. Separability requires that the columns of the first NMF factor are equal to columns of the input matrix, while sparsity…

Machine Learning · Computer Science 2020-06-16 Nicolas Nadisic , Arnaud Vandaele , Jeremy E. Cohen , Nicolas Gillis

Lee and Seung (2000) introduced numerical solutions for non-negative matrix factorization (NMF) using iterative multiplicative update algorithms. These algorithms have been actively utilized as dimensionality reduction tools for…

Numerical Analysis · Mathematics 2025-01-23 Sungjae Cho

Recently, nonnegative matrix factorization (NMF) has been widely adopted for community detection, because of its better interpretability. However, the existing NMF-based methods have the following three problems: 1) they directly transform…

Machine Learning · Computer Science 2024-02-15 Yuecheng Li , Jialong Chen , Chuan Chen , Lei Yang , Zibin Zheng
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