Nonnegative Matrix Factorization with Group and Basis Restrictions

Abstract: Nonnegative matrix factorization (NMF) is a popular method used to reduce dimensionality in data sets whose elements are nonnegative. It does so by decomposing the data set of interest, $\mathbf{X}$, into two lower rank nonnegative matrices multiplied together ($\mathbf{X} \approx \mathbf{WH}$). These two matrices can be described as the latent factors, represented in the rows of $\mathbf{H}$, and the scores of the observations on these factors that are found in the rows of $\mathbf{W}$. This paper provides an extension of this method which allows one to specify prior knowledge of the data, including both group information and possible underlying factors. This is done by further decomposing the matrix, $\mathbf{H}$, into matrices $\mathbf{A}$ and $\mathbf{S}$ multiplied together. These matrices represent an 'auxiliary' matrix and a semi-constrained factor matrix respectively. This method and its updating criterion are proposed, followed by its application on both simulated and real world examples.