Presentation 2017-07-13
A Newton-Type Algorithm for Nonnegative Matrix Factorization with Alpha-Divergence
Satoshi Nakatsu, Norikazu Takahashi,
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Abstract(in Japanese) (See Japanese page)
Abstract(in English) Nonnegative Matrix Factorization (NMF) is an operation that decomposes a given nonnegative matrix into two nonnegative factor matrices. NMF is formulated as a constrained optimization problem that minimizes an error function under the constraint that all variables are nonnegative. In this report we propose a novel iterative algorithm for nonnegative matrix factorization with the alpha-divergence. The proposed algorithm is based on the coordinate descent and the Newton method. We show that the proposed algorithm has the global convergence property in the sense that the sequence of solutions has at least one convergent subsequence and the limit of any convergent subsequence is a stationary point of the corresponding optimization problem. We also show through numerical experiments that the proposed algorithm is much faster than the multiplicative update rule.
Keyword(in Japanese) (See Japanese page)
Keyword(in English) nonnegative matrix factorization / alpha-divergence / optimization problem / Newton's method / global convergence
Paper # NLP2017-31
Date of Issue 2017-07-06 (NLP)

Conference Information
Committee NLP
Conference Date 2017/7/13(2days)
Place (in Japanese) (See Japanese page)
Place (in English) Miyako Island Marine Terminal
Topics (in Japanese) (See Japanese page)
Topics (in English) etc.
Chair Masaharu Adachi(Tokyo Denki Univ.)
Vice Chair Norikazu Takahashi(Okayama Univ.)
Secretary Norikazu Takahashi(Nagaoka Univ. of Tech.)
Assistant Toshihiro Tachibana(Shonan Inst. of Tech.) / Masayuki Kimura(Kyoto Univ.)

Paper Information
Registration To Technical Committee on Nonlinear Problems
Language JPN
Title (in Japanese) (See Japanese page)
Sub Title (in Japanese) (See Japanese page)
Title (in English) A Newton-Type Algorithm for Nonnegative Matrix Factorization with Alpha-Divergence
Sub Title (in English)
Keyword(1) nonnegative matrix factorization
Keyword(2) alpha-divergence
Keyword(3) optimization problem
Keyword(4) Newton's method
Keyword(5) global convergence
1st Author's Name Satoshi Nakatsu
1st Author's Affiliation Okayama University(Okayama Univ.)
2nd Author's Name Norikazu Takahashi
2nd Author's Affiliation Okayama University(Okayama Univ.)
Date 2017-07-13
Paper # NLP2017-31
Volume (vol) vol.117
Number (no) NLP-121
Page pp.pp.17-22(NLP),
#Pages 6
Date of Issue 2017-07-06 (NLP)