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On the complexity of nonnegative matrix factorization

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 Added by Stephen Vavasis
 Publication date 2007
and research's language is English




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Nonnegative matrix factorization (NMF) has become a prominent technique for the analysis of image databases, text databases and other information retrieval and clustering applications. In this report, we define an exact version of NMF. Then we establish several results about exact NMF: (1) that it is equivalent to a problem in polyhedral combinatorics; (2) that it is NP-hard; and (3) that a polynomial-time local search heuristic exists.



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In this paper, we present several descent methods that can be applied to nonnegative matrix factorization and we analyze a recently developped fast block coordinate method called Rank-one Residue Iteration (RRI). We also give a comparison of these different methods and show that the new block coordinate method has better properties in terms of approximation error and complexity. By interpreting this method as a rank-one approximation of the residue matrix, we prove that it emph{converges} and also extend it to the nonnegative tensor factorization and introduce some variants of the method by imposing some additional controllable constraints such as: sparsity, discreteness and smoothness.
Fully unsupervised topic models have found fantastic success in document clustering and classification. However, these models often suffer from the tendency to learn less-than-meaningful or even redundant topics when the data is biased towards a set of features. For this reason, we propose an approach based upon the nonnegative matrix factorization (NMF) model, deemed textit{Guided NMF}, that incorporates user-designed seed word supervision. Our experimental results demonstrate the promise of this model and illustrate that it is competitive with other methods of this ilk with only very little supervision information.
For most of the state-of-the-art speech enhancement techniques, a spectrogram is usually preferred than the respective time-domain raw data since it reveals more compact presentation together with conspicuous temporal information over a long time span. However, the short-time Fourier transform (STFT) that creates the spectrogram in general distorts the original signal and thereby limits the capability of the associated speech enhancement techniques. In this study, we propose a novel speech enhancement method that adopts the algorithms of discrete wavelet packet transform (DWPT) and nonnegative matrix factorization (NMF) in order to conquer the aforementioned limitation. In brief, the DWPT is first applied to split a time-domain speech signal into a series of subband signals without introducing any distortion. Then we exploit NMF to highlight the speech component for each subband. Finally, the enhanced subband signals are joined together via the inverse DWPT to reconstruct a noise-reduced signal in time domain. We evaluate the proposed DWPT-NMF based speech enhancement method on the MHINT task. Experimental results show that this new method behaves very well in prompting speech quality and intelligibility and it outperforms the convnenitional STFT-NMF based method.
In the Nonnegative Matrix Factorization (NMF) problem we are given an $n times m$ nonnegative matrix $M$ and an integer $r > 0$. Our goal is to express $M$ as $A W$ where $A$ and $W$ are nonnegative matrices of size $n times r$ and $r times m$ respectively. In some applications, it makes sense to ask instead for the product $AW$ to approximate $M$ -- i.e. (approximately) minimize $ orm{M - AW}_F$ where $ orm{}_F$ denotes the Frobenius norm; we refer to this as Approximate NMF. This problem has a rich history spanning quantum mechanics, probability theory, data analysis, polyhedral combinatorics, communication complexity, demography, chemometrics, etc. In the past decade NMF has become enormously popular in machine learning, where $A$ and $W$ are computed using a variety of local search heuristics. Vavasis proved that this problem is NP-complete. We initiate a study of when this problem is solvable in polynomial time: 1. We give a polynomial-time algorithm for exact and approximate NMF for every constant $r$. Indeed NMF is most interesting in applications precisely when $r$ is small. 2. We complement this with a hardness result, that if exact NMF can be solved in time $(nm)^{o(r)}$, 3-SAT has a sub-exponential time algorithm. This rules out substantial improvements to the above algorithm. 3. We give an algorithm that runs in time polynomial in $n$, $m$ and $r$ under the separablity condition identified by Donoho and Stodden in 2003. The algorithm may be practical since it is simple and noise tolerant (under benign assumptions). Separability is believed to hold in many practical settings. To the best of our knowledge, this last result is the first example of a polynomial-time algorithm that provably works under a non-trivial condition on the input and we believe that this will be an interesting and important direction for future work.
We present a novel recursive algorithm for reducing a symmetric matrix to a triangular factorization which reveals the rank profile matrix. That is, the algorithm computes a factorization $mathbf{P}^Tmathbf{A}mathbf{P} = mathbf{L}mathbf{D}mathbf{L}^T$ where $mathbf{P}$ is a permutation matrix, $mathbf{L}$ is lower triangular with a unit diagonal and $mathbf{D}$ is symmetric block diagonal with $1{times}1$ and $2{times}2$ antidiagonal blocks. The novel algorithm requires $O(n^2r^{omega-2})$ arithmetic operations. Furthermore, experimental results demonstrate that our algorithm can even be slightly more than twice as fast as the state of the art unsymmetric Gaussian elimination in most cases, that is it achieves approximately the same computational speed. By adapting the pivoting strategy developed in the unsymmetric case, we show how to recover the rank profile matrix from the permutation matrix and the support of the block-diagonal matrix. There is an obstruction in characteristic $2$ for revealing the rank profile matrix which requires to relax the shape of the block diagonal by allowing the 2-dimensional blocks to have a non-zero bottom-right coefficient. This relaxed decomposition can then be transformed into a standard $mathbf{P}mathbf{L}mathbf{D}mathbf{L}^Tmathbf{P}^T$ decomposition at a negligible cost.
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