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arXiv 1507.02189cs.LGstat.ML
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相交面:具有新保证的非负矩阵分解

Intersecting Faces: Non-negative Matrix Factorization With New Guarantees

Microsoft Research New England(新英格兰微软研究院)

Rong Ge, James Zou

摘要:

非负矩阵分解(NMF)是一种自然的混合模型,在科学和工程中有着广泛的应用。已经开发了大量的算法来解决NMF,但由于问题的非凸性质,几乎不能保证这些方法的工作效果。最近的研究热潮集中在一类非常有限的NMF,称为可分离NMF,其中已开发出可证明正确的算法。在本文中,我们提出了子集可分NMF的概念,它实质上推广了可分性的性质。我们表明,子集可分性是一个自然的必要条件,分解是唯一的或有最小的体积。我们提出了面交算法,该算法在自然条件下可有效地解决子集可分NMF问题,并证明了该算法对小噪声具有鲁棒性。我们探讨了模拟的面相交的性能,并讨论了它在经验上优于最先进方法的设置。我们的工作是一个步骤,找到可证明正确的算法,解决大类NMF问题。

英文摘要:

Non-negative matrix factorization (NMF) is a natural model of admixture and is widely used in science and engineering. A plethora of algorithms have been developed to tackle NMF, but due to the non-convex nature of the problem, there is little guarantee on how well these methods work. Recently a surge of research have focused on a very restricted class of NMFs, called separable NMF, where provably correct algorithms have been developed. In this paper, we propose the notion of subset-separable NMF, which substantially generalizes the property of separability. We show that subset-separability is a natural necessary condition for the factorization to be unique or to have minimum volume. We developed the Face-Intersect algorithm which provably and efficiently solves subset-separable NMF under natural conditions, and we prove that our algorithm is robust to small noise. We explored the performance of Face-Intersect on simulations and discuss settings where it empirically outperformed the state-of-art methods. Our work is a step towards finding provably correct algorithms that solve large classes of NMF problems.

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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