Document Detail


On the convergence of multiplicative update algorithms for nonnegative matrix factorization.
MedLine Citation:
PMID:  18051179     Owner:  NLM     Status:  In-Process    
Abstract/OtherAbstract:
Nonnegative matrix factorization (NMF) is useful to find basis information of nonnegative data. Currently, multiplicative updates are a simple and popular way to find the factorization. However, for the common NMF approach of minimizing the Euclidean distance between approximate and true values, no proof has shown that multiplicative updates converge to a stationary point of the NMF optimization problem. Stationarity is important as it is a necessary condition of a local minimum. This paper discusses the difficulty of proving the convergence. We propose slight modifications of existing updates and prove their convergence. Techniques invented in this paper may be applied to prove the convergence for other bound-constrained optimization problems.
Authors:
Chih-Jen Lin
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Publication Detail:
Type:  Journal Article; Research Support, Non-U.S. Gov't    
Journal Detail:
Title:  IEEE transactions on neural networks / a publication of the IEEE Neural Networks Council     Volume:  18     ISSN:  1045-9227     ISO Abbreviation:  -     Publication Date:  2007 Nov 
Date Detail:
Created Date:  2007-12-04     Completed Date:  -     Revised Date:  -    
Medline Journal Info:
Nlm Unique ID:  101211035     Medline TA:  IEEE Trans Neural Netw     Country:  United States    
Other Details:
Languages:  eng     Pagination:  1589-96     Citation Subset:  IM    
Affiliation:
Department of Computer Science, National Taiwan University, Taipei 106, Taiwan. cjlin@csie.ntu.edu.tw
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