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Non-Negative Matrix Factorization with Missing Entries: A Random Projection Based Approach

Abstract : Non-negative Matrix Factorization (NMF) is a low-rank approximation tool which is very popular in signal processing, in image processing, and in machine learning [1]. It consists of factorizing a non-negative matrix by two non-negative matrices. While being extremely general, this problem finds many applications, including environmental data processing [2]. Unfortunately, classical NMF techniques are not well-suited to process very large data matrices. To solve such an issue, NMF has been recently combined with random projections (see, e.g., [3] and the references within). The latter is a distance-preserving dimension reduction technique based on randomized linear algebra [4]. However, random projections cannot be applied in the case of missing entries in the matrix to factorize, which occurs in many actual problems with large data matrices, e.g., mobile sensor calibration [5]. Our contribution to solve this issue lies in proposing a novel framework to apply random projections in a weighted NMF, where the weight models the confidence in the data (or the absence of confidence in the case of missing data) [6]. We experimentally show the proposed framework to significantly speed-up state-of-the-art NMF methods under some mild conditions. In particular, the proposed strategy is particularly efficient when combined with Nesterov gradient or alternating least squares.
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Contributor : Matthieu Puigt <>
Submitted on : Tuesday, October 15, 2019 - 1:17:19 PM
Last modification on : Tuesday, January 5, 2021 - 1:04:02 PM


  • HAL Id : hal-02314813, version 1



Farouk Yahaya, Matthieu Puigt, Gilles Delmaire, Gilles Roussel. Non-Negative Matrix Factorization with Missing Entries: A Random Projection Based Approach. Journée des jeunes chercheurs en Traitement du signal et de l’image 2019 GRAISyHM TSI 2019, Jun 2019, Amiens, France. ⟨hal-02314813⟩



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