An Inexact Update Method with Double Parameters for Nonnegative Matrix Factorization

Abstract EN

Nonnegative matrix factorization (NMF) has been used as a powerful date representation tool in real world, because the nonnegativity of matrices is usually required.

In recent years, many new methods are available to solve NMF in addition to multiplicative update algorithm, such as gradient descent algorithms, the active set method, and alternating nonnegative least squares (ANLS).

In this paper, we propose an inexact update method, with two parameters, which can ensure that the objective function is always descent before the optimal solution is found.

Experiment results show that the proposed method is effective.