arXiv:2602.04795cs.LGcs.NA2026-02被引 1

通过最大化因子矩阵体积,实现更稀疏且不退化的非负矩阵分解。

Maximum-Volume Nonnegative Matrix Factorization

  • 以最大化H矩阵体积替代最小化W矩阵体积,新方法更稳定。
  • 最大体积解对应数据列的不相交聚类,避免秩退化问题。
  • 适合需要稀疏性与可解释性的高光谱解混等场景。

非负矩阵分解(NMF)是一种流行的数据嵌入技术。给定一个非负数据矩阵 $X$,目标是找到两个低维非负矩阵 $W$ 和 $H$,使得 $X\approx WH$,其中 $W$ 作为 $X$ 列的基。为获得更具可解释性和唯一性的解,最小体积NMF(MinVol NMF)通过最小化 $W$ 的体积来实现。本文提出对偶方法:最大化 $H$ 的体积,称为最大体积NMF(MaxVol NMF)。在无噪声情况下,MaxVol NMF 与 MinVol NMF 具有相同的可识别性,但在噪声存在时表现不同。实际中,MaxVol NMF 更有效提取稀疏分解,且不会产生秩退化解。我们证明:最大体积解对应于将 $X$ 的列划分为互不重叠的聚类,而最小体积解则为秩退化。本文提出了两种求解 MaxVol NMF 的算法,并引入一种归一化变体,性能优于标准 NMF 与正交 NMF,可视为二者之间的连续过渡。实验在高光谱解混任务中验证了结果。代码见 https://gitlab.com/vuthanho/maxvolmf.jl。

原文摘要 · Abstract (English)

Nonnegative matrix factorization (NMF) is a popular data embedding technique. Given a nonnegative data matrix $X$, it aims at finding two lower dimensional matrices, $W$ and $H$, such that $X\approx WH$, where the factors $W$ and $H$ are constrained to be element-wise nonnegative. The factor $W$ serves as a basis for the columns of $X$. In order to obtain more interpretable and unique solutions, minimum-volume NMF (MinVol NMF) minimizes the volume of $W$. In this paper, we consider the dual approach, where the volume of $H$ is maximized instead; this is referred to as maximum-volume NMF (MaxVol NMF). MaxVol NMF is identifiable under the same conditions as MinVol NMF in the noiseless case, but it behaves rather differently in the presence of noise. In practice, MaxVol NMF is much more effective to extract a sparse decomposition and does not generate rank-deficient solutions. In fact, we prove that the solutions of MaxVol NMF with the largest volume correspond to clustering the columns of $X$ in disjoint clusters, while the solutions of MinVol NMF with smallest volume are rank deficient. We propose two algorithms to solve MaxVol NMF. We also present a normalized variant of MaxVol NMF that exhibits better performance than MinVol NMF and MaxVol NMF, and can be interpreted as a continuum between standard NMF and orthogonal NMF. We illustrate our results in the context of hyperspectral unmixing. The code is available from https://gitlab.com/vuthanho/maxvolmf.jl.

非负矩阵分解稀疏性高光谱解混聚类

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