NONNEGATIVE MATRIX FACTORIZATION OPTIMIZATION APPARATUS, NONNEGATIVE MATRIX FACTORIZATION OPTIMIZATION METHOD, AND PROGRAM

摘要

Provided is a non-negative matrix factorization technology of achieving high-speed and stable convergence. A non-negative matrix factorization optimization device includes an optimization unit configured to optimize a non-negative matrix {A, B}, which is factorization of a matrix Z satisfying Z=ABT, by inputting a measurement matrix Y, where Y represents a non-negative measurement matrix representing a measurement signal or measurement data, and Z represents a non-negative matrix constructing the measurement matrix Y, and a cost function J to be used for optimization by the optimization unit is defined by an expression of J(A, B)=G(Y∥ABT)+HA(A)+HB(B), where G represents a loss term, HA represents a normalization term for the matrix A, and HB represents a normalization term for the matrix B, and the optimization unit optimizes the matrix {A, B} based on Bregman monotone operator splitting.