the 2014 International Symposium on Nonlinear Theory and its Applications
New Update Rules based on Kullback-Leibler, Gamma, and Renyi Divergences for Nonnegative Matrix Factorization
Masato Seki, Norikazu Takahashi,
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Three new update rules based on Kullback-Leibler divergence, γ-divergence and Renyi divergence for nonnegative matrix factorization are presented in this paper. An important advantage of these update rules is that they are globally convergent in the sense that any sequence of solutions contains at least one convergent subsequence and the limit of any convergent subsequence is a stationary point of the corresponding optimization problem.