A Block Coordinate Descent-Based Projected Gradient Algorithm for Orthogonal Non-Negative Matrix Factorization

Autor: Soodabeh Asadi, Janez Povh
Jazyk: angličtina
Rok vydání: 2021
Předmět:
Zdroj: Mathematics, Vol 9, Iss 5, p 540 (2021)
Druh dokumentu: article
ISSN: 2227-7390
DOI: 10.3390/math9050540
Popis: This article uses the projected gradient method (PG) for a non-negative matrix factorization problem (NMF), where one or both matrix factors must have orthonormal columns or rows. We penalize the orthonormality constraints and apply the PG method via a block coordinate descent approach. This means that at a certain time one matrix factor is fixed and the other is updated by moving along the steepest descent direction computed from the penalized objective function and projecting onto the space of non-negative matrices. Our method is tested on two sets of synthetic data for various values of penalty parameters. The performance is compared to the well-known multiplicative update (MU) method from Ding (2006), and with a modified global convergent variant of the MU algorithm recently proposed by Mirzal (2014). We provide extensive numerical results coupled with appropriate visualizations, which demonstrate that our method is very competitive and usually outperforms the other two methods.
Databáze: Directory of Open Access Journals