arXiv · 1301.3527
Block Coordinate Descent for Sparse NMF
Abstract
Nonnegative matrix factorization (NMF) has become a ubiquitous tool for data analysis. An important variant is the sparse NMF problem which arises when we explicitly require the learnt features to be sparse. A natural measure of sparsity is the L$_0$ norm, however its optimization is NP-hard. Mixed norms, such as L$_1$/L$_2$ measure, have been shown to model sparsity robustly, based on intuitive attributes that such measures need to satisfy. This is in contrast to computationally cheaper alternatives such as the plain L$_1$ norm. However, present algorithms designed for optimizing the mixed norm L$_1$/L$_2$ are slow and other formulations for sparse NMF have been proposed such as those based on L$_1$ and L$_0$ norms. Our proposed algorithm allows us to solve the mixed norm sparsity constraints while not sacrificing computation time. We present experimental evidence on real-world datasets that shows our new algorithm performs an order of magnitude faster compared to the current state-of-the-art solvers optimizing the mixed norm and is suitable for large-scale datasets.
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Vamsi K. Potluru, Sergey M. Plis, Jonathan Le Roux, Barak A. Pearlmutter, Vince D. Calhoun, Thomas P. Hayes. 2013-01-15. Block Coordinate Descent for Sparse NMF. https://arxiv.org/abs/1301.3527
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