Factoring nonnegative matrices with linear programs
Benjamin Recht · Christopher Re · Joel A Tropp · Victor Bittorf

Tue Dec 4th 03:34 -- 03:38 PM @ Harveys Convention Center Floor, CC

This paper describes a new approach for computing nonnegative matrix factorizations (NMFs) with linear programming. The key idea is a data-driven model for the factorization, in which the most salient features in the data are used to express the remaining features. More precisely, given a data matrix X, the algorithm identifies a matrix C that satisfies X = CX and some linear constraints. The matrix C selects features, which are then used to compute a low-rank NMF of X. A theoretical analysis demonstrates that this approach has the same type of guarantees as the recent NMF algorithm of Arora et al.~(2012). In contrast with this earlier work, the proposed method has (1) better noise tolerance, (2) extends to more general noise models, and (3) leads to efficient, scalable algorithms. Experiments with synthetic and real datasets provide evidence that the new approach is also superior in practice. An optimized C++ implementation of the new algorithm can factor a multi-Gigabyte matrix in a matter of minutes.

Author Information

Benjamin Recht (UW-Madison)
Christopher Re (UW-Madison)
Joel A Tropp (Caltech)

Joel A. Tropp is Professor of Applied & Computational Mathematics at California Institute of Technology. He earned the Ph.D. degree in Computational Applied Mathematics from the University of Texas at Austin in 2004. Prof. Tropp’s work lies at the interface of applied mathematics, electrical engineering, computer science, and statistics. The bulk of this research concerns the theoretical and computational aspects of sparse approximation, compressive sampling, and randomized linear algebra. He has also worked extensively on the properties of structured random matrices. Prof. Tropp has received several major awards for young researchers, including the 2007 ONR Young Investigator Award and the 2008 Presidential Early Career Award for Scientists and Engineers. He is also winner of the 32nd annual award for Excellence in Teaching from the Associated Students of the California Institute of Technology.

Victor Bittorf (UW-Madison)

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