UNDERSTANDING NON-NEGATIVE MATRIX FACTORIZATION IN THE FRAMEWORK OF BREGMAN DIVERGENCE

We introduce optimization algorithms using Bregman Divergence for solving non-negative matrix factorization (NMF) problems. Bregman divergence is known a generalization of some divergences such as Frobenius norm and KL divergence and etc. Some algorithms can be applicable to not only NMF with Frobenius norm but also NMF with more general Bregman divergence. Matrix Factorization is a popular non-convex optimization problem, for which alternating minimization schemes are mostly used. We develop the Bregman proximal gradient method applicable for all NMF formulated in any Bregman divergences. In the derivation of NMF algorithm for Bregman divergence, we need to use majorization/minimization(MM) for a proper auxiliary function. We present algorithmic aspects of NMF for Bregman divergence by using MM of auxiliary function.