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Friday, December 14, 2012

Hott Topixx: Factoring nonnegative matrices with linear programs - implementation -

I have mention the paper before but there is also an implementation available: Factoring nonnegative matrices with linear programs by Victor Bittorf, Benjamin Recht, Christopher Ré, Joel Tropp. The abstract reads:
This paper describes a new approach for computing nonnegative matrix factorizations (NMFs) with linear programming. The key idea is a data-driven model for the factorization, in which the most salient features in the data are used to express the remaining features. More precisely, given a data matrix X, the algorithm identifies a matrix C that satisfies X CX and some linear constraints. The matrix C selects features, which are then used to compute a low-rank NMF of X. A theoretical analysis demonstrates that this approach has the same type of guarantees as the recent NMF algorithm of Arora et al. (2012). In contrast with this earlier work, the proposed method (1) has better noise tolerance, (2) extends to more general noise models, and (3) leads to efficient, scalable algorithms. Experiments with synthetic and real datasets provide evidence that the new approach is also superior in practice. An optimized C++ implementation of the new algorithm can factor a multi-Gigabyte matrix in a matter of minutes.
The Hott Topixx implementation is here. This algorithm and code will shortly be listed to theAdvanced Matrix Factorization Jungle.

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