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arXiv 1807.04020math.NAcs.LGcs.NAstat.ML
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改进的基于SVD的非负矩阵分解初始化方法:利用低秩修正

Improved SVD-based Initialization for Nonnegative Matrix Factorization using Low-Rank Correction

Graduate School of Science and Engineering(研究生院);PAF-Karachi Institute of Economics and Technology(卡拉奇经济和技术学院);Department of Mathematics and Operational Research(数学与运筹学系)

Atif Muhammad Syed, Sameer Qazi, Nicolas Gillis

AI总结:

本文提出了一种改进的基于SVD的非负矩阵分解初始化方法,通过考虑被丢弃的SVD因子来降低初始误差,同时生成稀疏初始因子并提高计算效率。

摘要:

由于大多数非负矩阵分解(NMF)算法的迭代性质,初始化是一个关键因素,因为它显著影响收敛性和最终得到的解。许多初始化方案已被提出,其中最受欢迎的一类方法基于奇异值分解(SVD)。然而,这些基于SVD的初始化方法并不满足一个自然条件,即误差应随着因子分解的秩增加而减少。在本文中,我们提出了一种新的基于SVD的NMF初始化方法,专门针对这一不足,通过考虑用于获得非负初始化而被丢弃的SVD因子。这种方法称为非负SVD与低秩修正(NNSVD-LRC),通过利用被丢弃的SVD因子的低秩结构,在可忽略的额外计算成本下显著降低初始误差。与以往基于SVD的初始化方法相比,NNSVD-LRC还有两个其他优势:(1)它能够证明生成稀疏的初始因子;(2)它更快,因为它只需要计算秩为⌈r/2 + 1⌉的截断SVD,其中r是所求NMF分解的因子秩(与其他方法不同,其他方法需要计算秩为r的截断SVD)。我们在多个标准密集和稀疏数据集上展示了我们的新方法在NMF中与最先进的基于SVD的初始化方法竞争性。

英文摘要:

Due to the iterative nature of most nonnegative matrix factorization (\textsc{NMF}) algorithms, initialization is a key aspect as it significantly influences both the convergence and the final solution obtained. Many initialization schemes have been proposed for NMF, among which one of the most popular class of methods are based on the singular value decomposition (SVD). However, these SVD-based initializations do not satisfy a rather natural condition, namely that the error should decrease as the rank of factorization increases. In this paper, we propose a novel SVD-based \textsc{NMF} initialization to specifically address this shortcoming by taking into account the SVD factors that were discarded to obtain a nonnegative initialization. This method, referred to as nonnegative SVD with low-rank correction (NNSVD-LRC), allows us to significantly reduce the initial error at a negligible additional computational cost using the low-rank structure of the discarded SVD factors. NNSVD-LRC has two other advantages compared to previous SVD-based initializations: (1) it provably generates sparse initial factors, and (2) it is faster as it only requires to compute a truncated SVD of rank $\lceil r/2 + 1 \rceil$ where $r$ is the factorization rank of the sought NMF decomposition (as opposed to a rank-$r$ truncated SVD for other methods). We show on several standard dense and sparse data sets that our new method competes favorably with state-of-the-art SVD-based initializations for NMF.

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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