Title
An Alternating Direction Algorithm for Matrix Completion with Nonnegative Factors
Abstract
This paper introduces an algorithm for the nonnegative matrix factorization-and-completion problem, which aims to find nonnegative low-rank matrices X and Y so that the product XY approximates a nonnegative data matrix M whose elements are partially known (to a certain accuracy). This problem aggregates two existing problems: (i) nonnegative matrix factorization where all entries of M are given, and (ii) low-rank matrix completion where nonnegativity is not required. By taking the advantages of both nonnegativity and low-rankness, one can generally obtain superior results than those of just using one of the two properties. We propose to solve the non-convex constrained least-squares problem using an algorithm based on the classic alternating direction augmented Lagrangian method. Preliminary convergence properties of the algorithm and numerical simulation results are presented. Compared to a recent algorithm for nonnegative matrix factorization, the proposed algorithm produces factorizations of similar quality using only about half of the matrix entries. On tasks of recovering incomplete grayscale and hyperspectral images, the proposed algorithm yields overall better qualities than those produced by two recent matrix-completion algorithms that do not exploit nonnegativity.
Year
DOI
Venue
2011
10.1007/s11464-012-0194-5
Frontiers of Mathematics in China
Keywords
DocType
Volume
numerical simulation,augmented lagrangian method,nonnegative matrix factorization,numerical analysis,information theory
Journal
abs/1103.1
Issue
ISSN
Citations 
2
16733576
49
PageRank 
References 
Authors
1.43
17
4
Name
Order
Citations
PageRank
Yangyang Xu149720.65
Wotao Yin25038243.92
Zaiwen Wen393440.20
Yin Zhang468736.24