Non-Negative Matrix Factorization (NMF)
Find two non-negative matrices (W, H) whose product approximates the non- negative matrix X. This factorization can be used for example for dimensionality reduction, source separation or topic extraction.
The objective function is::
0.5 * ||X - WH||_Fro^2
- alpha * l1_ratio * ||vec(W)||_1
- alpha * l1_ratio * ||vec(H)||_1
- 0.5 * alpha * (1 - l1_ratio) * ||W||_Fro^2
- 0.5 * alpha * (1 - l1_ratio) * ||H||_Fro^2
Where::
||A||_Fro^2 = \sum_,j A_j^2 (Frobenius norm) ||vec(A)||_1 = \sum_,j abs(A_j) (Elementwise L1 norm)
For multiplicative-update ('mu') solver, the Frobenius norm (0.5 * ||X - WH||_Fro^2) can be changed into another beta-divergence loss, by changing the beta_loss parameter.
The objective function is minimized with an alternating minimization of W and H.
Read more in the :ref:`User Guide <NMF>`.
Parameters ---------- n_components : int or None Number of components, if n_components is not set all features are kept.
init : None | 'random' | 'nndsvd' | 'nndsvda' | 'nndsvdar' | 'custom' Method used to initialize the procedure. Default: None. Valid options:
- None: 'nndsvd' if n_components <= min(n_samples, n_features), otherwise random.
- 'random': non-negative random matrices, scaled with: sqrt(X.mean() / n_components)
- 'nndsvd': Nonnegative Double Singular Value Decomposition (NNDSVD) initialization (better for sparseness)
- 'nndsvda': NNDSVD with zeros filled with the average of X (better when sparsity is not desired)
- 'nndsvdar': NNDSVD with zeros filled with small random values (generally faster, less accurate alternative to NNDSVDa for when sparsity is not desired)
- 'custom': use custom matrices W and H
solver : 'cd' | 'mu' Numerical solver to use: 'cd' is a Coordinate Descent solver. 'mu' is a Multiplicative Update solver.
.. versionadded:: 0.17 Coordinate Descent solver.
.. versionadded:: 0.19 Multiplicative Update solver.
beta_loss : float or string, default 'frobenius' String must be in 'frobenius', 'kullback-leibler', 'itakura-saito'
. Beta divergence to be minimized, measuring the distance between X and the dot product WH. Note that values different from 'frobenius' (or 2) and 'kullback-leibler' (or 1) lead to significantly slower fits. Note that for beta_loss <= 0 (or 'itakura-saito'), the input matrix X cannot contain zeros. Used only in 'mu' solver.
.. versionadded:: 0.19
tol : float, default: 1e-4 Tolerance of the stopping condition.
max_iter : integer, default: 200 Maximum number of iterations before timing out.
random_state : int, RandomState instance, default=None Used for initialisation (when ``init`` == 'nndsvdar' or 'random'), and in Coordinate Descent. Pass an int for reproducible results across multiple function calls. See :term:`Glossary <random_state>`.
alpha : double, default: 0. Constant that multiplies the regularization terms. Set it to zero to have no regularization.
.. versionadded:: 0.17 *alpha* used in the Coordinate Descent solver.
l1_ratio : double, default: 0. The regularization mixing parameter, with 0 <= l1_ratio <= 1. For l1_ratio = 0 the penalty is an elementwise L2 penalty (aka Frobenius Norm). For l1_ratio = 1 it is an elementwise L1 penalty. For 0 < l1_ratio < 1, the penalty is a combination of L1 and L2.
.. versionadded:: 0.17 Regularization parameter *l1_ratio* used in the Coordinate Descent solver.
verbose : bool, default=False Whether to be verbose.
shuffle : boolean, default: False If true, randomize the order of coordinates in the CD solver.
.. versionadded:: 0.17 *shuffle* parameter used in the Coordinate Descent solver.
Attributes ---------- components_ : array, n_components, n_features
Factorization matrix, sometimes called 'dictionary'.
n_components_ : integer The number of components. It is same as the `n_components` parameter if it was given. Otherwise, it will be same as the number of features.
reconstruction_err_ : number Frobenius norm of the matrix difference, or beta-divergence, between the training data ``X`` and the reconstructed data ``WH`` from the fitted model.
n_iter_ : int Actual number of iterations.
Examples -------- >>> import numpy as np >>> X = np.array([1, 1], [2, 1], [3, 1.2], [4, 1], [5, 0.8], [6, 1]
) >>> from sklearn.decomposition import NMF >>> model = NMF(n_components=2, init='random', random_state=0) >>> W = model.fit_transform(X) >>> H = model.components_
References ---------- Cichocki, Andrzej, and P. H. A. N. Anh-Huy. 'Fast local algorithms for large scale nonnegative matrix and tensor factorizations.' IEICE transactions on fundamentals of electronics, communications and computer sciences 92.3: 708-721, 2009.
Fevotte, C., & Idier, J. (2011). Algorithms for nonnegative matrix factorization with the beta-divergence. Neural Computation, 23(9).