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arXiv 1302.4385stat.MLmath.OC
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基于线性优化的鲁棒近可分非负矩阵分解

Robust Near-Separable Nonnegative Matrix Factorization Using Linear Optimization

Nicolas Gillis, Robert Luce

摘要:

非负矩阵分解(NMF)在可分离性假设下是一种易于处理的方法,即输入数据矩阵的所有列都属于由其中少数列生成的凸锥。Bittorf、Recht、Ré和Tropp(“使用线性程序分解非负矩阵”,NIPS 2012)提出了一种线性规划(LP)模型,称为Hottopixx,该模型在输入矩阵的任何小扰动下都具有鲁棒性。然而,Hottopixx有两个重要的缺点:(i)输入矩阵必须被归一化,以及(ii)因子分解秩必须事先已知。为了解决这两个问题,本文对Hottopixx进行了推广,提出了一种新的LP模型,该模型不需要归一化,并且可以自动检测分解秩。此外,新的LP模型更灵活,对噪声的容忍度更高,并且可以很容易地适应于处理离群值和其他噪声模型。最后,我们在几个合成数据集上显示,它的性能优于Hottopixx,同时与两种最先进的方法竞争。

英文摘要:

Nonnegative matrix factorization (NMF) has been shown recently to be tractable under the separability assumption, under which all the columns of the input data matrix belong to the convex cone generated by only a few of these columns. Bittorf, Recht, Ré and Tropp (`Factoring nonnegative matrices with linear programs', NIPS 2012) proposed a linear programming (LP) model, referred to as Hottopixx, which is robust under any small perturbation of the input matrix. However, Hottopixx has two important drawbacks: (i) the input matrix has to be normalized, and (ii) the factorization rank has to be known in advance. In this paper, we generalize Hottopixx in order to resolve these two drawbacks, that is, we propose a new LP model which does not require normalization and detects the factorization rank automatically. Moreover, the new LP model is more flexible, significantly more tolerant to noise, and can easily be adapted to handle outliers and other noise models. Finally, we show on several synthetic datasets that it outperforms Hottopixx while competing favorably with two state-of-the-art methods.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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