A multilevel approach for nonnegative matrix factorization

Gillis, Nicolas [UCL] Glineur, François [UCL]

Nonnegative Matrix Factorization (NMF) is the problem of approximating a nonnegative matrix with the product of two low-rank nonnegative matrices and has been shown to be particularly useful in many applications, e.g., in text mining, image processing, computational biology, etc. In this paper, we explain how algorithms for NMF can be embedded into the framework of multi-level methods in order to accelerate their convergence. This technique can be applied in situations where data admit a good approximate representation in a lower dimensional space through linear transformations preserving nonnegativity. A simple multilevel strategy is described and is experi-mentally shown to speed up significantly three popular NMF algorithms (alternating nonnegative least squares, multiplicative updates and hierarchical alternating least squares) on several standard image datasets.