Non-negative matrix factorization (NMF) has proved effective in many clustering and classification tasks. The classic ways to measure the errors between the original and the reconstructed matrix are $l_2$ distance or Kullback-Leibler (KL) divergence. However, nonlinear cases are not properly handled when we use these error measures. As a consequence, alternative measures based on nonlinear kernels, such as correntropy, are proposed. However, the current correntropy-based NMF only targets on the low-level features without considering the intrinsic geometrical distribution of data. In this paper, we propose a new NMF algorithm that preserves local invariance by adding graph regularization into the process of max-correntropy-based matrix factorization. Meanwhile, each feature can learn corresponding kernel from the data. The experiment results of Caltech101 and Caltech256 show the benefits of such combination against other NMF algorithms for the unsupervised image clustering.