Non-Negative Matrix Factorization, Convexity and Isometry

Abstract: In this paper we explore avenues for improving the reliability of dimensionality reduction methods such as Non-Negative Matrix Factorization (NMF) as interpretive exploratory data analysis tools. We first explore the difficulties of the optimization problem underlying NMF, showing for the first time that non-trivial NMF solutions always exist and that the optimization problem is actually convex, by using the theory of Completely Positive Factorization. We subsequently explore four novel approaches to finding globally-optimal NMF solutions using various ideas from convex optimization. We then develop a new method, isometric NMF (isoNMF), which preserves non-negativity while also providing an isometric embedding, simultaneously achieving two properties which are helpful for interpretation. Though it results in a more difficult optimization problem, we show experimentally that the resulting method is scalable and even achieves more compact spectra than standard NMF.