Convergence of a Fast Hierarchical Alternating Least Squares Algorithm for Nonnegative Matrix Factorization
The hierarchical alternating least squares (HALS) algorithms are powerful tools for nonnegative matrix factorization (NMF), among which the Fast-HALS, proposed in [A. Cichocki and A.-H. Phan, 2009], is one of the most efficient. This paper investigates the convergence of Fast-HALS. First, a more gen...
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| Published in: | IEEE transactions on knowledge and data engineering Vol. 36; no. 1; pp. 77 - 89 |
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| Abstract | The hierarchical alternating least squares (HALS) algorithms are powerful tools for nonnegative matrix factorization (NMF), among which the Fast-HALS, proposed in [A. Cichocki and A.-H. Phan, 2009], is one of the most efficient. This paper investigates the convergence of Fast-HALS. First, a more general weak convergence (converged subsequences exist and converge to the stationary point set) is established without any assumption, while most existing results assume all the columns of iterates are strictly away from the origin. Then, a simplified strong convergence (the entire sequence converges to a stationary point) proof is provided. The existing strong convergence is attributed to the block prox-linear (BPL) method, which is a more general framework including Fast-HALS as a special case. So, the convergence proof under BPL is quite complex. Our simplified proof explores the structure of Fast-HALS and can be regarded as a complement to the results under BPL. In addition, some numerical verifications are presented. |
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| AbstractList | The hierarchical alternating least squares (HALS) algorithms are powerful tools for nonnegative matrix factorization (NMF), among which the Fast-HALS, proposed in [A. Cichocki and A.-H. Phan, 2009], is one of the most efficient. This paper investigates the convergence of Fast-HALS. First, a more general weak convergence (converged subsequences exist and converge to the stationary point set) is established without any assumption, while most existing results assume all the columns of iterates are strictly away from the origin. Then, a simplified strong convergence (the entire sequence converges to a stationary point) proof is provided. The existing strong convergence is attributed to the block prox-linear (BPL) method, which is a more general framework including Fast-HALS as a special case. So, the convergence proof under BPL is quite complex. Our simplified proof explores the structure of Fast-HALS and can be regarded as a complement to the results under BPL. In addition, some numerical verifications are presented. |
| Author | Liao, Li-Zhi Chu, Delin Hou, Liangshao |
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| SubjectTerms | Algorithm design and analysis Algorithms Approximation algorithms Columns (structural) Convergence Factorization Kurdyka-Łojasiewicz property Least squares Least squares approximations nonnegative matrix factorization the fast hierarchical alternating least squares algorithm |
| Title | Convergence of a Fast Hierarchical Alternating Least Squares Algorithm for Nonnegative Matrix Factorization |
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