NMF

Creator
Creator
Seonglae Cho
Created
Created
2025 Jan 28 14:31
Editor
Edited
Edited
2025 Mar 4 16:51
Refs
Refs

Non-negative matrix factorization or NNMF

Alternating algorithm converges to a local minimum of VWHF2||V - WH||_F^2

Pros

  • Natural fit for positive-valued data
  • Can be interpreted (meaningful signs)

Cons

  • Only applicable to non-negative data
  • Optimization procedure is non-convex; requires initialization
  • “Interpretability” is unreliable (reducing rr can completely change the basis function rather than select a subset)
  • Learned components are not orthogonal nor naturally ordered
 
 
 
 
 
 

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