Algorithms for orthogonal nonnegative matrix factorization

Abstract

Nonnegative matrix factorization (NMF) is a widely-used method for multivariate analysis of nonnegative data, the goal of which is decompose a data matrix into a basis matrix and an encoding variable matrix with all of these matrices allowed to have only nonnegative elements. In this paper we present simple algorithms for orthogonal NMF, where orthogonality constraints are imposed on basis matrix or encoding matrix. We develop multiplicative updates directly from the true gradient (natural gradient) in Stiefel manifold, whereas existing algorithms consider additive orthogonality constraints. Numerical experiments on face image data for a image representation task show that our orthogonal NMF algorithm preserves the orthogonality, while the goodness-of-fit (GOF) is minimized. We also apply our orthogonal NMF to a clustering task, showing that it works better than the original NMF, which is confirmed by experiments on several UCI repository data sets.