Class NMFDivergenceUpdate encapulates an NMF update algorithm which minimizes a divergence functional.

Namespace:  CenterSpace.NMath.Stats
Assembly:  NMathStats (in NMathStats.dll) Version: 3.4.0.0

Syntax

C#
[SerializableAttribute]
public class NMFDivergenceUpdate : INMFUpdateAlgorithm, 
	ICloneable
Visual Basic (Declaration)
<SerializableAttribute> _
Public Class NMFDivergenceUpdate _
	Implements INMFUpdateAlgorithm, ICloneable
Visual C++
[SerializableAttribute]
public ref class NMFDivergenceUpdate : INMFUpdateAlgorithm, 
	ICloneable

Remarks

The functional is related to the Poisson likelihood of generating V from W and H:
            D = sum(i,j)Vij*log(Vij/(WH)ij) - Vij + (WH)ij
            
See the paper Metagenes and Molecular Pattern Discovery Using Matrix Factorization Jean-Philippe Brunet, Pablo Tamayo, Todd R. Golub, and Jill P. Mesirov.

Inheritance Hierarchy

System..::.Object
  CenterSpace.NMath.Stats..::.NMFDivergenceUpdate

See Also