Class NMFClustering performs a Non-negative Matrix Factorization (NMF) of
a given matrix.
Namespace:
CenterSpace.NMath.StatsAssembly: NMathStats (in NMathStats.dll) Version: 3.4.0.0
Syntax
| C# |
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public class NMFClustering<Alg> where Alg : new(), INMFUpdateAlgorithm |
| Visual Basic (Declaration) |
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Public Class NMFClustering(Of Alg As {New, INMFUpdateAlgorithm}) |
| Visual C++ |
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generic<typename Alg> where Alg : gcnew(), INMFUpdateAlgorithm public ref class NMFClustering |
Type Parameters
- Alg
- The NMF update algortithm to use. Must implement the interface INMFUpdateAlgorithm.
Remarks
The stopping criterion for the iterative process is the
stabilization of the clustering of the columns of the matrix V. The clustering
works like this:
At each stage of the factorization, we have an approximate factorization of
V into the product of two matrices W and H,
V ~ WH
Thus each column of vj of V is expressed as a linear combination of the columns
of W with coefficients given in the corresponding column hj of H:
vj = sum(i)hij*wi
Each column vj of V is placed into a cluster corresponding to the column wi of W
which has the largest coefficient hij. That is, column vj of V is placed in cluster
i if the entry hij in H is the largest entery in column hj of H.
The result of the clustering is returned as a Adjacency Matrix whose i, jth
value is 1 if columns i and j of V are in the same cluster, and 0 if they are
not.
The iteration stops when the adjacency matrix is unchanged for a certain
number of iterations, that is, it has stabilized. There are three
parameters that control the iteration: the maximum number of iterations to
perform, the stopping adjacency streak, which is the number of consecutive times
the adjancency matrix remains unchanged before it is considered stablized,
and the period to generate and check the adjacency matrix. The last
parameter is necessary because computing the adjacency matrix can
be a somewhat expensive operation that one may not wish to perform
at every iteration, but only every nth iteration.
For example, running a NMFClustering instance with maximum iterations = 2000,
stopping adjacency = 40, and convergence check period = 10, will create
a adjacency matrix every 10 iterations and check it against the last
one. If they are the same a count is incremented. The iteration will stop
when we get 40 consecutive unchaged adjacency matrices, or we hit 2000
iterations - which ever comes first.
See the paper
Metagenes and Molecular Pattern Discovery Using Matrix Factorization
Jean-Philippe Brunet, Pablo Tamayo, Todd R. Golub, and Jill P. Mesirov.
