A Non-Negative Matrix Factorization Game

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Apr 11, 2021
Satpreet H. Singh
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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 algorithm.

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