Block-Iterative Algorithms for Non-Negative Matrix Approximation

Sra, S

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Block-Iterative Algorithms for Non-Negative Matrix Approximation

Sra, S.(2008). Block-Iterative Algorithms for Non-Negative Matrix Approximation (176). Tübingen, Germany: Max Planck Institute for Biological Cybernetics.

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Item Permalink: http://hdl.handle.net/11858/00-001M-0000-0013-C761-F Version Permalink: http://hdl.handle.net/21.11116/0000-0002-8708-D

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MPIK-TR-176.pdf (Publisher version), 398KB

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Sra, S^{1, 2}, Author

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1Department Empirical Inference, Max Planck Institute for Biological Cybernetics, Max Planck Society, ou_1497795
2Max Planck Institute for Biological Cybernetics, Max Planck Society, Spemannstrasse 38, 72076 Tübingen, DE, ou_1497794

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Abstract: In this report we present new algorithms for non-negative matrix approximation (NMA), commonly known as the NMF problem. Our methods improve upon the well-known methods of Lee Seung [19] for both the Frobenius norm as well the Kullback-Leibler divergence versions of the problem. For the latter problem, our results are especially interesting because it seems to have witnessed much lesser algorithmic progress as compared to the Frobenius norm NMA problem. Our algorithms are based on a particular block-iterative acceleration technique for EM, which preserves the multiplicative nature of the updates and also ensures monotonicity. Furthermore, our algorithms also naturally apply to the Bregman-divergence NMA algorithms of Dhillon and Sra [8]. Experimentally, we show that our algorithms outperform the traditional Lee/Seung approach most of the time.

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Dates: Published in Print: 2008-09

Publication Status: Published in print

Pages: 16

Publishing info: Tübingen, Germany : Max Planck Institute for Biological Cybernetics

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Identifiers: Report Nr.: 176
BibTex Citekey: 5556

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Title: Technical Report of the Max Planck Institute for Biological Cybernetics

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Pages: - Volume / Issue: 176 Sequence Number: - Start / End Page: - Identifier: -