TY - GEN
T1 - Stochastic Variance Reduced Multiplicative Update for Nonnegative Matrix Factorization
AU - Kasai, Hiroyuki
N1 - Publisher Copyright:
© 2018 IEEE.
PY - 2018/9/10
Y1 - 2018/9/10
N2 - Nonnegative matrix factorization (NMF), a dimensionality reduction and factor analysis method, is a special case in which factor matrices have low-rank nonnegative constraints. Considering the stochastic learning in NMF, we specifically address the multiplicative update (MU) rule, which is the most popular, but which has slow convergence property. This present paper introduces on the stochastic MU rule a variance-reduced technique of stochastic gradient. Numerical comparisons suggest that our proposed algorithms robustly outperform state-of-the-art algorithms across different synthetic and real-world datasets.
AB - Nonnegative matrix factorization (NMF), a dimensionality reduction and factor analysis method, is a special case in which factor matrices have low-rank nonnegative constraints. Considering the stochastic learning in NMF, we specifically address the multiplicative update (MU) rule, which is the most popular, but which has slow convergence property. This present paper introduces on the stochastic MU rule a variance-reduced technique of stochastic gradient. Numerical comparisons suggest that our proposed algorithms robustly outperform state-of-the-art algorithms across different synthetic and real-world datasets.
KW - Multiplicative update
KW - Nonnegative matrix factorization
KW - Stochastic gradient
KW - Variance reduction
UR - http://www.scopus.com/inward/record.url?scp=85054214126&partnerID=8YFLogxK
UR - http://www.scopus.com/inward/citedby.url?scp=85054214126&partnerID=8YFLogxK
U2 - 10.1109/ICASSP.2018.8461325
DO - 10.1109/ICASSP.2018.8461325
M3 - Conference contribution
AN - SCOPUS:85054214126
SN - 9781538646588
T3 - ICASSP, IEEE International Conference on Acoustics, Speech and Signal Processing - Proceedings
SP - 6338
EP - 6342
BT - 2018 IEEE International Conference on Acoustics, Speech, and Signal Processing, ICASSP 2018 - Proceedings
PB - Institute of Electrical and Electronics Engineers Inc.
T2 - 2018 IEEE International Conference on Acoustics, Speech, and Signal Processing, ICASSP 2018
Y2 - 15 April 2018 through 20 April 2018
ER -