2016年
Multiplicative Update for a Class of Constrained Optimization Problems Related to NMF and Its Global Convergence
2016 24TH EUROPEAN SIGNAL PROCESSING CONFERENCE (EUSIPCO)
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- 開始ページ
- 438
- 終了ページ
- 442
- 記述言語
- 英語
- 掲載種別
- 研究論文(国際会議プロシーディングス)
- DOI
- 10.1109/EUSIPCO.2016.7760286
- 出版者・発行元
- IEEE
Multiplicative updates are widely used for nonnegative matrix factorization (NMF) as an efficient computational method. In this paper, we consider a class of constrained optimization problems in which a polynomial function of the product of two matrices is minimized subject to the nonnegativity constraints. These problems are closely related to NMF because the polynomial function covers many error function used for NMF. We first derive a multiplicative update rule for those problems by using the unified method developed by Yang and Oja. We next prove that a modified version of the update rule has the global convergence property in the sense of Zangwill under certain conditions. This result can be applied to many existing multiplicative update rules for NMF to guarantee their global convergence.
- リンク情報
- ID情報
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- DOI : 10.1109/EUSIPCO.2016.7760286
- ISSN : 2076-1465
- Web of Science ID : WOS:000391891900087