Orthogonal Nonnegative Matrix Factorization with the Kullback-Leibler divergence

Fuente: arXiv
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Main Authors: Nkurunziza, Jean Pacifique, Nahayo, Fulgence, Gillis, Nicolas
Format: Preprint
Published: 2024
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author Nkurunziza, Jean Pacifique
Nahayo, Fulgence
Gillis, Nicolas
author_facet Nkurunziza, Jean Pacifique
Nahayo, Fulgence
Gillis, Nicolas
contents Orthogonal nonnegative matrix factorization (ONMF) has become a standard approach for clustering. As far as we know, most works on ONMF rely on the Frobenius norm to assess the quality of the approximation. This paper presents a new model and algorithm for ONMF that minimizes the Kullback-Leibler (KL) divergence. As opposed to the Frobenius norm which assumes Gaussian noise, the KL divergence is the maximum likelihood estimator for Poisson-distributed data, which can model better sparse vectors of word counts in document data sets and photo counting processes in imaging. We develop an algorithm based on alternating optimization, KL-ONMF, and show that it performs favorably with the Frobenius-norm based ONMF for document classification and hyperspectral image unmixing.
format Preprint
id arxiv_https___arxiv_org_abs_2410_07786
institution arXiv
publishDate 2024
record_format arxiv
spellingShingle Orthogonal Nonnegative Matrix Factorization with the Kullback-Leibler divergence
Nkurunziza, Jean Pacifique
Nahayo, Fulgence
Gillis, Nicolas
Machine Learning
Information Retrieval
Signal Processing
Orthogonal nonnegative matrix factorization (ONMF) has become a standard approach for clustering. As far as we know, most works on ONMF rely on the Frobenius norm to assess the quality of the approximation. This paper presents a new model and algorithm for ONMF that minimizes the Kullback-Leibler (KL) divergence. As opposed to the Frobenius norm which assumes Gaussian noise, the KL divergence is the maximum likelihood estimator for Poisson-distributed data, which can model better sparse vectors of word counts in document data sets and photo counting processes in imaging. We develop an algorithm based on alternating optimization, KL-ONMF, and show that it performs favorably with the Frobenius-norm based ONMF for document classification and hyperspectral image unmixing.
title Orthogonal Nonnegative Matrix Factorization with the Kullback-Leibler divergence
topic Machine Learning
Information Retrieval
Signal Processing
url https://arxiv.org/abs/2410.07786