Minimum-volume Rank-deficient Nonnegative Matrix Factorizations

Valentin Leplat, Andersen Man Shun Ang, Nicolas Gillis

Abstract: In recent years, nonnegative matrix factorization (NMF) with volume regularization has been shown to be a powerful identifiable model; for example for hyperspectral unmixing, document classification, community detection and hidden Markov models. In this paper, we show that minimum-volume NMF (min-vol NMF) can also be used when the basis matrix is rank deficient, which is a reasonable scenario for some real-world NMF problems (e.g., for unmixing multispectral images). We propose an alternating fast projected gradient method for min-vol NMF and illustrate its use on rank-deficient NMF problems; namely a synthetic data set and a multispectral image.