Non-negative Matrix Factorization (NMF) in Golang

nmf.go

package main

import (
	"fmt"
	. "github.com/r9y9/go.matrix"
)

// Minimize |Y - HU|^2 st H, U > 0
func NMFEuclid(Y *DenseMatrix, numBasis, numIter int) (*DenseMatrix, *DenseMatrix) {
	H := Numbers(Y.Rows(), numBasis, 1.0)
	U := Numbers(numBasis, Y.Cols(), 1.0)

	epsiron1 := Numbers(numBasis, Y.Cols(), 1.0e-7)
	epsiron2 := Numbers(Y.Rows(), numBasis, 1.0e-7)

	for iter := 0; iter < numIter; iter++ {
		objectiveMat, _ := Y.MinusDense(Product(H, U))
		objective := objectiveMat.TwoNorm()
		fmt.Println("Objective function: ", objective)

		// Update U
		t1, _ := H.Transpose().TimesDense(Y)
		numerU, _ := U.ElementMultDense(t1)
		denomU := Product(H.Transpose(), H, U)
		denomU.Add(epsiron1)
		U, _ = numerU.ElementDivDense(denomU)

		// Update H
		t2, _ := Y.TimesDense(U.Transpose())
		numerH, _ := H.ElementMultDense(t2)
		denomH := Product(H, U, U.Transpose())
		denomH.Add(epsiron2)
		H, _ = numerH.ElementDivDense(denomH)
	}

	return H, U
}

func main() {
	A := Numbers(5, 5, 50.0)
	fmt.Println("The original matrix: \n", A)
	H, U := NMFEuclid(A, 2, 10)

	fmt.Println("Basis: \n", H)
	fmt.Println("Activity: \n", U)
}

結果はっとく
The original matrix:
{50, 50, 50, 50, 50,
50, 50, 50, 50, 50,
50, 50, 50, 50, 50,
50, 50, 50, 50, 50,
50, 50, 50, 50, 50}
Objective function: 240
Objective function: 3.999964803824696e-09
Objective function: 4.000035858098272e-09
Objective function: 4.000000330961484e-09
Objective function: 3.999964803824696e-09
Objective function: 4.000035858098272e-09
Objective function: 4.000000330961484e-09
Objective function: 4.000035858098272e-09
Objective function: 4.000000330961484e-09
Objective function: 3.999929276687908e-09
Basis:
{1, 1,
1, 1,
1, 1,
1, 1,
1, 1}
Activity:
{25, 25, 25, 25, 25,
25, 25, 25, 25, 25}