Abstract

We review algorithms developed for nonnegative matrix factorization (NMF) and nonnegative tensor factorization (NTF) from a unified view based on the block coordinate descent (BCD) framework. NMF and NTF are low-rank approximation methods for matrices and tensors in which the low-rank factors are constrained to have only nonnegative elements. The nonnegativity constraints have been shown to enable natural interpretations and allow better solutions in numerous applications including text analysis, computer vision, and bioinformatics. However, the computation of NMF and NTF remains challenging and expensive due the constraints. Numerous algorithmic approaches have been proposed to efficiently compute NMF and NTF. The BCD framework in constrained non-linear optimization readily explains the theoretical convergence properties of several efficient NMF and NTF algorithms, which are consistent with experimental observations reported in literature. In addition, we discuss algorithms that do not fit in the BCD framework contrasting them from those based on the BCD framework. With insights acquired from the unified perspective, we also propose efficient algorithms for updating NMF when there is a small change in the reduced dimension or in the data. The effectiveness of the proposed updating algorithms are validated experimentally with synthetic and real-world data sets.

Highlights

  • Nonnegative matrix factorization (NMF) is a dimension reduction and factor analysis method

  • Our review is organized based on the block coordinate descent (BCD) method in non-linear optimization, within which we show that most successful NMF algorithms and their convergence behavior can be explained

  • Extending our discussion to low-rank approximations of tensors, we show that algorithms for some nonnegative tensor factorization (NTF) can be elucidated based on the BCD framework

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Summary

Introduction

Nonnegative matrix factorization (NMF) is a dimension reduction and factor analysis method. Many dimension reduction techniques are closely related to the low-rank approximations of matrices, and NMF is special in that the low-rank factor matrices are constrained to have only nonnegative elements. NMF has received enormous attention and has been successfully applied to a broad range of important problems in areas including text mining [77,85], computer vision [47,69], bioinformatics [10,23,52], spectral data analysis [76], and blind source separation [22] among many others. When the desired lower dimension is K , the goal of NMF is to find two matrices W ∈ RM×K and H ∈ RN×K having only nonnegative elements such that

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