Non-negative matrix factorizationNon-negative matrix factorization Mathieu Blondel NTT Communication Science Laboratories 2014/10/28 1 / 44 Outline • Non-negative matrix factorization (NMF) • Optimization algorithms • Passive-aggressive algorithms for NMF 2 / 44 Non-negative matrix factorization 3 / 44 Non-negative matrix factorization (NMF) Given observed matrix R ∈ Rn×d + , find matrices P ∈ Rn×m + and Q ∈ Rm×d + such that R ≈
