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Concept
Non-negative matrix factorization
Summary
Non-negative matrix factorization (NMF or NNMF), also non-negative matrix approximation is a group of algorithms in multivariate analysis and linear algebra where a matrix V is factorized into (usually) two matrices W and H, with the property that all three matrices have no negative elements. This non-negativity makes the resulting matrices easier to inspect. Also, in applications such as processing of audio spectrograms or muscular activity, non-negativity is inherent to the data being considered. Since the problem is not exactly solvable in general, it is commonly approximated numerically.
NMF finds applications in such fields as astronomy, computer vision, document clustering, missing data imputation, chemometrics, audio signal processing, recommender systems, and bioinformatics.
In chemometrics non-negative matrix factorization has a long history under the name "self modeling curve resolution".
In this framework the vectors in the right matrix are continuous curves rather than discrete vectors.
Also early work on non-negative matrix factorizations was performed by a Finnish group of researchers in the 1990s under the name positive matrix factorization.
It became more widely known as non-negative matrix factorization after Lee and Seung investigated the properties of the algorithm and published some simple and useful
algorithms for two types of factorizations.
Let matrix V be the product of the matrices W and H,
Matrix multiplication can be implemented as computing the column vectors of V as linear combinations of the column vectors in W using coefficients supplied by columns of H. That is, each column of V can be computed as follows:
where vi is the i-th column vector of the product matrix V and hi is the i-th column vector of the matrix H.
When multiplying matrices, the dimensions of the factor matrices may be significantly lower than those of the product matrix and it is this property that forms the basis of NMF. NMF generates factors with significantly reduced dimensions compared to the original matrix.
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