nmf_mult_div.hpp

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#ifndef MLPACK_METHODS_LMF_UPDATE_RULES_NMF_MULT_DIV_HPP
#define MLPACK_METHODS_LMF_UPDATE_RULES_NMF_MULT_DIV_HPP

#include <mlpack/prereqs.hpp>

namespace mlpack {
namespace amf {

class NMFMultiplicativeDivergenceUpdate
{
 public:
  // Empty constructor required for the WUpdateRule template.
  NMFMultiplicativeDivergenceUpdate() { }

  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)
  {
    // Simple implementation left in the header file.
    arma::mat t1;
    arma::rowvec t2;

    t1 = W * H;
    for (size_t i = 0; i < W.n_rows; ++i)
    {
      for (size_t j = 0; j < W.n_cols; ++j)
      {
        // Writing this as a single expression does not work as of Armadillo
        // 3.920.  This should be fixed in a future release, and then the code
        // below can be fixed.
        // t2 = H.row(j) % V.row(i) / t1.row(i);
        t2.set_size(H.n_cols);
        for (size_t k = 0; k < t2.n_elem; ++k)
        {
          t2(k) = H(j, k) * V(i, k) / t1(i, k);
        }

        W(i, j) = W(i, j) * sum(t2) / sum(H.row(j));
      }
    }
  }

  template<typename MatType>
  inline static void HUpdate(const MatType& V,
                            const arma::mat& W,
                            arma::mat& H)
  {
    // Simple implementation left in the header file.
    arma::mat t1;
    arma::colvec t2;

    t1 = W * H;
    for (size_t i = 0; i < H.n_rows; ++i)
    {
      for (size_t j = 0; j < H.n_cols; ++j)
      {
        // Writing this as a single expression does not work as of Armadillo
        // 3.920.  This should be fixed in a future release, and then the code
        // below can be fixed.
        // t2 = W.col(i) % V.col(j) / t1.col(j);
        t2.set_size(W.n_rows);
        for (size_t k = 0; k < t2.n_elem; ++k)
        {
          t2(k) = W(k, i) * V(k, j) / t1(k, j);
        }

        H(i, j) = H(i, j) * sum(t2) / sum(W.col(i));
      }
    }
  }

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

} // namespace amf
} // namespace mlpack

#endif