The Nonnegative Matrix Factorization: a tutorial. - Amy N. Langville

64 Pages·2007·2.26 MB·English

by  Langville, Amy

The
Nonnegative Matrix Factorization
a tutorial
Barbara Ball Atina Brooks Amy Langville
[email protected] [email protected] [email protected]
C. of Charleston N.C. State U. C. of Charleston
Mathematics Dept. Statistics Dept. Mathematics Dept.
NISS NMF Workshop
February 23–24, 2007
Outline
•
Two Factorizations:
— Singular Value Decomposition
— Nonnegative Matrix Factorization
•
Why factor anyway?
•
Computing the NMF
— Early Algorithms
— Recent Algorithms
•
Extensions of NMF
Data Matrix
A with rank r
×
m n
Examples
term-by-document matrix feature-by-item matrix
pixel intensity-by-image matrix user-by-purchase matrix
gene-by-DNA microarray matrix terrorist-by-action matrix
SVD
(cid:1)
T r T
A = UΣ V = σ u v
i=1 i i i
What is the SVD?
7 of 30
decreasing importance
The SVD
8 of 30
Data Matrix
A with rank r
×
m n
Examples
term-by-document matrix feature-by-item matrix
pixel intensity-by-image matrix user-by-purchase matrix
gene-by-DNA microarray matrix terrorist-by-action matrix
SVD
(cid:1)
T r T
A = UΣ V = σ u v
i=1 i i i
Low Rank Approximation
(cid:1)
k T
use A = σ u v in place of A
k i=1 i i i
  
 
        
    
SVD Rank Reduction
10 of 30
Why use Low Rank Approximation?
•
Data Compression and Storage when k << r
•
Remove noise and uncertainty
⇒
improved performance on data mining task of retrieval
(e.g., find similar items)
⇒
improved performance on data mining task of clustering
Properties of SVD
•
basis vectors u and v are orthogonal
i i
•
u , v are mixed in sign
ij ij
T
A = U Σ V
k k k
k
nonneg mixed nonneg mixed
•
U, V are dense
•
uniqueness—while there are many SVD algorithms, they all
create the same (truncated) factorization
•
optimality—of all rank-k approximations, A is optimal
k
(cid:2) − (cid:2) (cid:2) − (cid:2)
A A = min A B
≤
k F rank(B) k F
Summary of Truncated SVD
Strengths
•
using A in place of A gives improved performance
k
•
noise reduction isolates essential components of matrix
•
best rank-k approximation
•
A is unique
k
Weaknesses
•
storage—U and V are usually completely dense
k k
•
interpretation of basis vectors is difficult due to mixed signs
•
good truncation point k is hard to determine 8
7
6
• 5
orthogonality restriction sigma
4
3
2
1
00 20 40 60 80 100 120
k=28