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2017 | OriginalPaper | Buchkapitel

Fast Nonnegative Matrix Factorization and Completion Using Nesterov Iterations

verfasst von : Clément Dorffer, Matthieu Puigt, Gilles Delmaire, Gilles Roussel

Erschienen in: Latent Variable Analysis and Signal Separation

Verlag: Springer International Publishing

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Abstract

In this paper, we aim to extend Nonnegative Matrix Factorization with Nesterov iterations (Ne-NMF)—well-suited to large-scale problems—to the situation when some entries are missing in the observed matrix. In particular, we investigate the Weighted and Expectation-Maximization strategies which both provide a way to process missing data. We derive their associated extensions named W-NeNMF and EM-W-NeNMF, respectively. The proposed approaches are then tested on simulated nonnegative low-rank matrix completion problems where the EM-W-NeNMF is shown to outperform state-of-the-art methods and the W-NeNMF technique.

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Fußnoten
1
See for example the CPU-time consumptions of [27] at https://​github.​com/​andrewssobral/​lrslibrary.
 
2
As explained above, the standard approach was shown to be slow to converge in [32], because many MUs were applied at each M-step. To prevent such an issue, at each M-stage, we here run one NMF update per matrix factor, i.e., one MU.
 
3
In some preliminary tests, we noticed that the EM-W-ANLS method [16] provided a performance similar to EM-WNMF [32]. We thus do not include it in these tests.
 
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Metadaten
Titel
Fast Nonnegative Matrix Factorization and Completion Using Nesterov Iterations
verfasst von
Clément Dorffer
Matthieu Puigt
Gilles Delmaire
Gilles Roussel
Copyright-Jahr
2017
DOI
https://doi.org/10.1007/978-3-319-53547-0_3