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Robust Nonnegative Matrix Factorization. Yining Zhang 04-27-2012. Outline. Review of nonnegative matrix factorization Robust nonnegative matrix factorization using L21-norm Robust nonnegative matrix factorization through sparse learning Further works. Outline.
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Robust Nonnegative Matrix Factorization Yining Zhang 04-27-2012
Outline • Review of nonnegative matrix factorization • Robust nonnegative matrix factorization using L21-norm • Robust nonnegative matrix factorization through sparse learning • Further works
Outline • Review of nonnegative matrix factorization • Robust nonnegative matrix factorization using L21-norm • Robust nonnegative matrix factorization through sparse learning • Further works
Outline • Review of nonnegative matrix factorization • Robust nonnegative matrix factorization using L21-norm • Robust nonnegative matrix factorization through sparse learning • Further works
Convergence of the algorithm • Theorem 1. (A) Updating G using the rule of Eq.(17) while fixing F, the objective function monotonically decreases. (B) Updating F using the rule of Eq.(16) while fixing G, the objective function monotonically decreases.
Correctness of the algorithm • Theorem 7. At convergence, the converged solution rule of Eq.(17) satisfies the KKT condition of the optimization theory.
A general trick about the NMF KKT condition Updating formula Auxiliary function Prove monotonicity
Outline • Review of nonnegative matrix factorization • Robust nonnegative matrix factorization using L21-norm • Robust nonnegative matrix factorization through sparse learning • Further works
Robust nonnegative matrix factorization through sparse learning
Motivation Motivated by robust pca
Outline • Review of sparse learning • Efficient and robust feature selection via joint l2,1-norm minimzation • Exploiting the entire feature space with sparsity for automatic image annotation • Further works
Future works-1 • Direct robust matrix factorization for anomaly detection. 2011 ICDM.
Reference • [1]Deguang Kong, Chris Ding, Heng Huang. Robust nonnegative matrix factorization using L21-norm. CIKM 2011. • [2]Lijun Zhang, Zhengguang Chen, Miao Zheng, Xiaofei He. Robust non-negative matrix factorization. Front. Electr. Eng.China 2011. • [3]Chris Ding, Tao Li, Michael I.Jordan. Convex and Semi-nonnegative matrix factorization. IEEE T.PAMI, 2010..