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Contents

Abstract ............................................................................................................................................. 1 Non-negative Matrix Factorization.................................................................................................... 1 Adding Sparseness Constraints to NMF ............................................................................................ 2 Sparseness................................................................................................................................. 2 NMF with Sparseness Constraints ............................................................................................. 2 Algorithm .................................................................................................................................. 3

Abstract

The sparseness given by NMF is somewhat of a side-effect rather than a goal, and one cannot in any way control the degree to which the representation is sparse. In many applications, more direct control over the properties of the presentation is needed. In this paper, the authors have shown that explicitly incorporating the notion of sparseness improves the found decompositions. http://www.cs.helsinki.fi/patrik.hoyer/ the MATLAB code is here.

Non-negative matrix factorization is a linear, non-negative approximate data representation.

Sparseness

The concept of sparse coding refers to a representational scheme where only a few units (out of a large population) are effectively used to represent typical data vectors. In effect, this implies most units taking values close to zero while only few take significantly non-zero values.

In this paper, we use a sparseness measure based on the relationship between the L1 norm and the L2 norm:

Our aim is to constrain NMF to find solutions with desired degrees of sparseness. The first question to answer is then: what exactly should be sparse? The basis vectors W or the

2

coefficients H? This is a question that cannot be given a general answer; it all depends on the specific application in question.

Algorithm

We have devised a projected gradient descent algorithm for NMF with sparseness constraints. This algorithm essentially takes a step in the direction of the negative gradient, and subsequently projects onto the constraint space, making sure that the taken step is small enough that the objective function (1) is reduced at every step. The main muscle of the algorithm is the projection operator which enforces the desired degree of sparseness. This operator is described in detail following this algorithm.

Many of the steps in the above algorithm require a projection operator which enforces sparseness by explicitly setting both L1 and L2 norms (and enforcing non-negativity). This operator is defined as follows

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