This article is the 11th day of Furukawa Lab Advent_calendar. This article was written by a student at Furukawa Lab as part of his studies. The content may be ambiguous or the expression may be slightly different.

Introduction

Last article What is NMF? It was an article for those who are studying NMF for the first time. In this article, we will implement sklearn's NMF library and see the difference in error depending on the initial value.

Initial value problem of NMF

Before you start learning at NMFW,HYou need to set the initial value of. The figure below shows the case where the initial value of the first learning is randomized.W,HRandom value is applied to and the estimated value of the first learning\hat{Y}To calculate. Then the original dataYCalculate the error with||Y-\hat{Y}||To be smallerW,HWill be updated. In the case of this random initial value, the estimated value after learning\hat{Y}Depends on the random value. In other words, an estimated value that differs each time depending on the random value\hat{Y}There is a problem that comes out. There are many ways to solve the NMF initial value problem, but certain estimates\hat{Y}In addition to random initialization in sklearn's NMF library to get nndsvd,nndsvda,You can select nndsvdar and initialize it with these methods to get a constant estimate. Reference paper for nndsvd[1]Have a look at this.

sklearn.decomposition.NMF In sklearn's NMF, you can select 5 types of initialization methods. This time, we will compare four types of methods (nndsvd, nndsvda, nndsvdar, random) other than the custom initial value. The error uses Frobenius. The comparison result is as follows.

random shows the average error of 10 times. After learning 100 times, the error of other methods is smaller than the random initial value. It can also be seen that the error in nndsvd and nndsvdar at the initial stage of learning is smaller than random. Therefore, it seems better to use nndsvd as the initial value for this data.

Python code

from sklearn.decomposition import NMF
import matplotlib.pyplot as plt
import numpy as np

np.random.seed(1)
X = np.random.rand(100, 10)
x_plot=np.arange(1,11,1)
time=100
x_plot_t = np.arange(1, time+1, 1)

loss_t = np.ones(time)
loss_t1 = np.empty((time,100))
loss_t2 = np.empty(time)
loss_t3 = np.empty(time)


for j in range(time):



    model_t = NMF(n_components= 10, init='nndsvd', random_state=1, max_iter=j+1, beta_loss=2,solver='cd')# ,l1_ratio=1,alpha=0.7)
    Wt = model_t.fit_transform(X)
    Ht = model_t.components_
    loss_t[j] = model_t.reconstruction_err_


    model_t2 = NMF(n_components=10, init='nndsvda', random_state=1, max_iter=j + 1, beta_loss=2,solver='cd' )#,l1_ratio=1,alpha=0.7)
    Wt2 = model_t2.fit_transform(X)
    Ht2 = model_t2.components_
    loss_t2[j] = model_t2.reconstruction_err_

    model_t3 = NMF(n_components=10, init='nndsvdar', random_state=1, max_iter=j + 1, beta_loss=2,solver='cd')# ,l1_ratio=1,alpha=0.7)
    Wt3 = model_t3.fit_transform(X)
    Ht3 = model_t3.components_
    loss_t3[j] = model_t3.reconstruction_err_
    
for j in range(100):
    
    for r in range(10):
        model_t1 = NMF(n_components=10, init='random', random_state=r, max_iter=j+1, beta_loss=2,solver='cd')#, l1_ratio=1, alpha=0.7)
        Wt1 = model_t1.fit_transform(X)
        Ht1 = model_t1.components_
        loss_t1[j,r] = model_t1.reconstruction_err_
    
    
    
    
loss_t1 = np.sum(loss_t1, axis=1) * 0.1
plt.plot(x_plot_t,loss_t,label="nndsvd",color='b')
plt.plot(x_plot_t, loss_t1,color='red',label="random")
plt.plot(x_plot_t, loss_t2,label="nndsvda",color='orange')
plt.plot(x_plot_t, loss_t3,label="nndsvdar",color='g')


plt.xlabel("epoch")
plt.ylabel("error")
plt.legend()
plt.show()

References

[1] http://scgroup.hpclab.ceid.upatras.gr/faculty/stratis/Papers/HPCLAB020107.pdf [2] https://scikit-learn.org/stable/modules/generated/sklearn.decomposition.NMF.html

[PYTHON] Initial value problem of NMF (Nonnegative Matrix Factorization)

Introduction

Initial value problem of NMF

References