Two Algorithms for Orthogonal Nonnegative Matrix Factorization with Application to Clustering

Details Two Algorithms for Orthogonal Nonnegative Matrix Factorization with Application to Clustering Two Algorithms for Orthogonal Nonnegative Matrix Factorization with Application to Clustering

2012-01-04

arxiv.org/abs/1201.0901v1

Mathematics

Optimization and Control

14 pages, 6 figures

Scientific paper

Approximate matrix factorization techniques with both nonnegativity and orthogonality constraints, referred to as orthogonal nonnegative matrix factorization (ONMF), have been recently introduced and shown to work remarkably well for clustering tasks such as document classification. In this paper, we introduce two new methods to solve ONMF. First, we show mathematical equivalence between ONMF and a weighted variant of spherical $k$-means, from which we derive our first method, a simple EM-like algorithm. Our second method is based on an augmented Lagrangian approach. Standard ONMF algorithms typically enforce nonnegativity for their iterates while trying to achieve orthogonality at the limit (e.g., using a proper penalization term or a suitably chosen search direction). Our method works the opposite way: orthogonality is strictly imposed at each step while nonnegativity is asymptotically obtained, using a quadratic penalty. Finally, we show that the two proposed approaches compare favorably with standard ONMF algorithms on both text and image datasets.

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