Abstract

Multiplicative update algorithms have encountered a great success to solve optimization problems with non-negativity constraints, such as the famous non-negative matrix factorization (NMF) and its many variants. However, despite several years of research on the topic, the understanding of their convergence properties is still to be improved. In this paper, we show that Lyapunov's stability theory provides a very enlightening viewpoint on the problem. We prove the stability of supervised NMF and study the more difficult case of unsupervised NMF. Numerical simulations illustrate those theoretical results, and the convergence speed of NMF multiplicative updates is analyzed.

Talk to us

Join us for a 30 min session where you can share your feedback and ask us any queries you have

Schedule a call

Disclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.