Inexact Block Coordinate Descent Methods For Symmetric Nonnegative Matrix Factorization

Symmetric nonnegative matrix factorization (SNMF) is equivalent to computing a symmetric nonnegative low rank approximation of a data similarity matrix. It inherits the good data interpretability of the well-known nonnegative matrix factorization technique and have better ability of clustering nonlinearly separable data. In this paper, we focus on the algorithmic aspect of the SNMF problem and propose simple inexact block coordinate decent methods to address the problem, leading to both serial and parallel algorithms. The proposed algorithms have guaranteed stationary convergence and can efficiently handle large-scale and/or sparse SNMF problems. Extensive simulations verify the effectiveness of the proposed algorithms compared to recent state-of-the-art algorithms.
Comment: Submitted to TSP