Class NMFAlsUpdate encapsulates the Alternating Least Squares (ALS) update algorithm.
Namespace:
CenterSpace.NMath.StatsAssembly: NMathStats (in NMathStats.dll) Version: 3.4.0.0
Syntax
| C# |
|---|
[SerializableAttribute] public class NMFAlsUpdate : INMFUpdateAlgorithm, ICloneable |
| Visual Basic (Declaration) |
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<SerializableAttribute> _ Public Class NMFAlsUpdate _ Implements INMFUpdateAlgorithm, ICloneable |
| Visual C++ |
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[SerializableAttribute] public ref class NMFAlsUpdate : INMFUpdateAlgorithm, ICloneable |
Remarks
The Alternating Least Squares (ALS) update algorithm takes advantage of the
fact that while the optimization problem is not simultaneously convex in
W and H, it is convex in either W or H. Thus,
given one matrix, the other can be found with a simple least squares computation.