Graph Regularized Sparse $L_{2,1}$ Semi-Nonnegative Matrix Factorization for Data Reduction

Abstract: Non-negative Matrix Factorization (NMF) is an effective algorithm for multivariate data analysis, including applications to feature selection, pattern recognition, and computer vision. Its variant, Semi-Nonnegative Matrix Factorization (SNF), extends the ability of NMF to render parts-based data representations to include mixed-sign data. Graph Regularized SNF builds upon this paradigm by adding a graph regularization term to preserve the local geometrical structure of the data space. Despite their successes, SNF-related algorithms to date still suffer from instability caused by the Frobenius norm due to the effects of outliers and noise. In this paper, we present a new $L_{2,1}$ SNF algorithm that utilizes the noise-insensitive $L_{2,1}$ norm. We provide monotonic convergence analysis of the $L_{2,1}$ SNF algorithm. In addition, we conduct numerical experiments on three benchmark mixed-sign datasets as well as several randomized mixed-sign matrices to demonstrate the performance superiority of $L_{2,1}$ SNF over conventional SNF algorithms under the influence of Gaussian noise at different levels.