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Nonnegative matrix factorization based on projected hybrid conjugate gradient algorithm

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Abstract

Nonnegative matrix factorization (NMF) is a popular matrix decomposition technique that has proven to be useful across a diverse variety of fields. Over the years, several algorithms have been proposed to improve the convergence of iterative algorithms in NMF, such as the multiplicative, the projected gradient, the second-order algorithms and recently the projected conjugate gradient algorithms. However, most of these procedures suffer from either slow convergence or numerical instability. In this paper, we propose a projected hybrid conjugate gradient algorithm which avoids the slow convergence problem by using orthogonal searching direction at each step, which ensures that is a descent direction, also avoids jamming that occurs in other conjugate gradient methods such as Fletcher–Reeves. We presented experimental results on both synthetic and real-world datasets that demonstrate the superiority of our algorithm, both in terms of better approximations as well as computational efficiency.

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Correspondence to Mohamed Abd El Aziz.

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Abd El Aziz, M., Khidr, W. Nonnegative matrix factorization based on projected hybrid conjugate gradient algorithm. SIViP 9, 1825–1831 (2015). https://doi.org/10.1007/s11760-014-0661-4

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