MathSciDoc: An Archive for Mathematician ∫

This paper introduces an algorithm for the nonnegative matrix factorization-and-completion problem, which aims to find nonnegative low-rank matrices <i>X</i> and <i>Y</i> so that the product <i>XY</i> approximates a nonnegative data matrix <i>M</i> whose elements are partially known (to a certain accuracy). This problem aggregates two existing problems: (i) nonnegative matrix factorization where all entries of <i>M</i> are given, and (ii) low-rank matrix completion where nonnegativity is not required. By taking the advantages of both nonnegativity and low-rankness, one can generally obtain superior results than those of just using one of the two properties. We propose to solve the non-convex constrained least-squares problem using an algorithm based on the classical alternating direction augmented Lagrangian method. Preliminary convergence properties of the algorithm and numerical simulation results are presented. Compared to

No keywords uploaded!