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Fast bregman divergence NMF using taylor expansion and coordinate descent

Published: 12 August 2012 Publication History
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  • Abstract

    Non-negative matrix factorization (NMF) provides a lower rank approximation of a matrix. Due to nonnegativity imposed on the factors, it gives a latent structure that is often more physically meaningful than other lower rank approximations such as singular value decomposition (SVD). Most of the algorithms proposed in literature for NMF have been based on minimizing the Frobenius norm. This is partly due to the fact that the minimization problem based on the Frobenius norm provides much more flexibility in algebraic manipulation than other divergences. In this paper we propose a fast NMF algorithm that is applicable to general Bregman divergences. Through Taylor series expansion of the Bregman divergences, we reveal a relationship between Bregman divergences and Euclidean distance. This key relationship provides a new direction for NMF algorithms with general Bregman divergences when combined with the scalar block coordinate descent method. The proposed algorithm generalizes several recently proposed methods for computation of NMF with Bregman divergences and is computationally faster than existing alternatives. We demonstrate the effectiveness of our approach with experiments conducted on artificial as well as real world data.

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    cover image ACM Conferences
    KDD '12: Proceedings of the 18th ACM SIGKDD international conference on Knowledge discovery and data mining
    August 2012
    1616 pages
    ISBN:9781450314626
    DOI:10.1145/2339530
    Permission to make digital or hard copies of all or part of this work for personal or classroom use is granted without fee provided that copies are not made or distributed for profit or commercial advantage and that copies bear this notice and the full citation on the first page. Copyrights for components of this work owned by others than ACM must be honored. Abstracting with credit is permitted. To copy otherwise, or republish, to post on servers or to redistribute to lists, requires prior specific permission and/or a fee. Request permissions from [email protected]

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    Published: 12 August 2012

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    Author Tags

    1. bregman divergences
    2. euclidean distance
    3. non-negative matrix factorization
    4. taylor series expansion

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    • (2023)Bayesian Matrix Factorization for Semibounded DataIEEE Transactions on Neural Networks and Learning Systems10.1109/TNNLS.2021.311182434:6(3111-3123)Online publication date: Jun-2023
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