A Non-Negative Matrix Factorization Game
Satpreet H Singh
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.
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