Non-negative matrix factorization with α-divergence

  • Authors:
  • Andrzej Cichocki;Hyekyoung Lee;Yong-Deok Kim;Seungjin Choi

  • Affiliations:
  • Laboratory for Advanced Brain Signal Processing, Brain Science Institute, RIKEN 2-1 Hirosawa, Wako-shi, Saitama 351-0198, Japan;Department of Computer Science, Pohang University of Science and Technology, San 31 Hyoja-dong, Nam-gu, Pohang 790-784, Republic of Korea;Department of Computer Science, Pohang University of Science and Technology, San 31 Hyoja-dong, Nam-gu, Pohang 790-784, Republic of Korea;Department of Computer Science, Pohang University of Science and Technology, San 31 Hyoja-dong, Nam-gu, Pohang 790-784, Republic of Korea

  • Venue:
  • Pattern Recognition Letters
  • Year:
  • 2008

Quantified Score

Hi-index 0.10

Visualization

Abstract

Non-negative matrix factorization (NMF) is a popular technique for pattern recognition, data analysis, and dimensionality reduction, the goal of which is to decompose non-negative data matrix X into a product of basis matrix A and encoding variable matrix S with both A and S allowed to have only non-negative elements. In this paper, we consider Amari's @a-divergence as a discrepancy measure and rigorously derive a multiplicative updating algorithm (proposed in our recent work) which iteratively minimizes the @a-divergence between X and AS. We analyze and prove the monotonic convergence of the algorithm using auxiliary functions. In addition, we show that the same algorithm can be also derived using Karush-Kuhn-Tucker (KKT) conditions as well as the projected gradient. We provide two empirical study for image denoising and EEG classification, showing the interesting and useful behavior of the algorithm in cases where different values of @a (@a=0.5,1,2) are used.