Keywords: Game Theory, Matrix Factorization
TL;DR: We present a game formulation of the popular Non-negative Matrix Factorization algorithm with favorable parallelization and scaling properties.
Abstract: We present a novel game-theoretic formulation of Non-Negative Matrix Factorization (NNMF), a popular data-analysis method with many scientific and engineering applications. The game-theoretic formulation is shown to have favorable scaling and parallelization properties, while retaining reconstruction and convergence performance comparable to the traditional Multiplicative Updates (Lee & Seung,
1999) algorithm.
1 Reply
Loading