nmf_als.hpp

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#ifndef MLPACK_METHODS_LMF_UPDATE_RULES_NMF_ALS_HPP
#define MLPACK_METHODS_LMF_UPDATE_RULES_NMF_ALS_HPP

#include <mlpack/prereqs.hpp>

namespace mlpack {
namespace amf {

class NMFALSUpdate
{
 public:
  NMFALSUpdate() { }

  template<typename MatType>
  void Initialize(const MatType& /* dataset */, const size_t /* rank */)
  {
    // Nothing to do.
  }

  template<typename MatType>
  inline static void WUpdate(const MatType& V,
                             arma::mat& W,
                             const arma::mat& H)
  {
    // The call to inv() sometimes fails; so we are using the psuedoinverse.
    // W = (inv(H * H.t()) * H * V.t()).t();
    W = V * H.t() * pinv(H * H.t());

    // Set all negative numbers to machine epsilon.
    for (size_t i = 0; i < W.n_elem; ++i)
    {
      if (W(i) < 0.0)
      {
        W(i) = 0.0;
      }
    }
  }

  template<typename MatType>
  inline static void HUpdate(const MatType& V,
                             const arma::mat& W,
                             arma::mat& H)
  {
    H = pinv(W.t() * W) * W.t() * V;

    // Set all negative numbers to 0.
    for (size_t i = 0; i < H.n_elem; ++i)
    {
      if (H(i) < 0.0)
      {
        H(i) = 0.0;
      }
    }
  }

  template<typename Archive>
  void serialize(Archive& /* ar */, const uint32_t /* version */) { }
}; // class NMFALSUpdate

} // namespace amf
} // namespace mlpack

#endif