RandomizedNMF.jl

Randomized nonnegative matrix factorization in Julia
Author tsano430
Popularity
1 Star
Updated Last
1 Year Ago
Started In
February 2021

RandomizedNMF.jl

CI CodeCov License: MIT

Randomized nonnegative matrix factorization in Julia

Installation

Pkg.add("RandomizedNMF")

Usage

rnmf decomposes a given matrix X into two nonnegative factor matrices W and H, so that WH is approximately equal to X.

julia> using RandomizedNMF

julia> X = rand(100, 200)

julia> W, H = rnmf(X, 5, maxiter=100, oversampling=20, n_subspace=2)
  • maxiter: Maximum number of iterations (default=100).

  • oversampling: Oversampling of column space (default=20).

  • n_subspace: Number of subspace iterations (default=2).

    Note: Increasing oversampling or n_subspace minimizes the objective function more, but takes a long time to execute rnmf.

  • lambda_w: L1 regularization coefficient for W (default=0.0).

  • lambda_h: L1 regularization coefficient for H (default=0.0).

  • verbose: Whether to be verbose (default=false).

Advantage

Randomized NMF is much faster than NMF.

julia> using RandomizedNMF, NMF, BenchmarkTools, Random

julia> Random.seed!(1234);

julia> X = rand(100, 200);

julia> @btime nnmf($X, 5, maxiter=500);
  106.128 ms (951 allocations: 5.62 MiB)

julia> @btime rnmf($X, 5, maxiter=500);
  80.503 ms (1097 allocations: 6.81 MiB)

julia> Y = rand(10000, 5000);

julia> @btime nnmf($Y, 5, maxiter=500);
  31.977 s (2069 allocations: 674.64 MiB)

julia> @btime rnmf($Y, 5, maxiter=500);
  18.673 s (2122 allocations: 1.05 GiB)

Reference

[1] N. B. Erichson, A. Mendible, S. Wihlborn, and J. N. Kutz, Randomized nonnegative matrix factorization, Pattern Recognition Letters, vol. 104, pp. 1–7, 2018.

Used By Packages

No packages found.