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We propose a portfolio allocation method based on risk factor budgeting using convex Nonnegative Matrix Factorization (NMF). Unlike classical factor analysis, PCA, or ICA, NMF ensures positive factor loadings to obtain interpretable…

Portfolio Management · Quantitative Finance 2023-06-13 Bruno Spilak , Wolfgang Karl Härdle

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

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 an important tool in signal processing and widely used to separate mixed sources into their components. Algorithms for NMF require that the user choose the number of components in advance, and if…

Machine Learning · Computer Science 2025-01-10 Youdong Guo , Timothy E. Holy

Nonnegative Matrix Factorization(NMF) is a common used technique in machine learning to extract features out of data such as text documents and images thanks to its natural clustering properties. In particular, it is popular in image…

Computer Vision and Pattern Recognition · Computer Science 2016-08-05 Giovanni Barbarino

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

Existing nonnegative matrix factorization methods focus on learning global structure of the data to construct basis and coefficient matrices, which ignores the local structure that commonly exists among data. In this paper, we propose a new…

Machine Learning · Computer Science 2019-07-10 Chong Peng , Zhao Kang , Chenglizhao Chen , Qiang Cheng

In this work, we introduce a highly efficient algorithm to address the nonnegative matrix underapproximation (NMU) problem, i.e., nonnegative matrix factorization (NMF) with an additional underapproximation constraint. NMU results are…

Computer Vision and Pattern Recognition · Computer Science 2017-04-11 Mariano Tepper , Guillermo Sapiro

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

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

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

Nonnegative Matrix Factorization (NMF) is a widely-used data analysis technique, and has yielded impressive results in many real-world tasks. Generally, existing NMF methods represent each sample with several centroids, and find the optimal…

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

Nonnegative matrix factorization (NMF) factorizes a non-negative matrix into product of two non-negative matrices, namely a signal matrix and a mixing matrix. NMF suffers from the scale and ordering ambiguities. Often, the source signals…

Machine Learning · Computer Science 2015-05-05 Nirav Bhatt , Arun Ayyar

Clustering on the data with multiple aspects, such as multi-view or multi-type relational data, has become popular in recent years due to their wide applicability. The approach using manifold learning with the Non-negative Matrix…

Machine Learning · Computer Science 2020-09-08 Khanh Luong , Richi Nayak

Understanding the association between dietary patterns and health outcomes, such as the cancer risk, is crucial to inform public health guidelines and shaping future dietary interventions. However, dietary intake data present several…

Methodology · Statistics 2025-10-10 Blake Hansen , Dafne Zorzetto , Valeria Edefonti , Roberta De Vito

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

This paper provides a theoretical support for clustering aspect of the nonnegative matrix factorization (NMF). By utilizing the Karush-Kuhn-Tucker optimality conditions, we show that NMF objective is equivalent to graph clustering…

Machine Learning · Computer Science 2011-12-20 Andri Mirzal

Nonnegative Matrix Factorization (NMF) is an unsupervised learning algorithm that produces a linear, parts-based approximation of a data matrix. NMF constructs a nonnegative low rank basis matrix and a nonnegative low rank matrix of weights…

Machine Learning · Statistics 2020-12-08 Matthew Corsetti , Ernest Fokoué

Data with underlying nonlinear structure are collected across numerous application domains, necessitating new data processing and analysis methods adapted to nonlinear domain structure. Riemannanian manifolds present a rich environment in…

Numerical Analysis · Mathematics 2025-02-24 Joyce Chew , Willem Diepeveen , Deanna Needell

Coupled Matrix Tensor Factorization (CMTF) facilitates the integration and analysis of multiple data sources and helps discover meaningful information. Nonnegative CMTF (N-CMTF) has been employed in many applications for identifying latent…

Machine Learning · Computer Science 2020-03-10 Thirunavukarasu Balasubramaniam , Richi Nayak , Chau Yuen