📄 nmfmse.m
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function nmfmse( V, rdim, fname, showflag )%% Check that we have non-negative dataif min(V(:))<0, error('Negative values in data!'); end% Globally rescale data to avoid potential overflow/underflowV = V/max(V(:));% Dimensionsvdim = size(V,1);samples = size(V,2);% Create initial matricesW = abs(randn(vdim,rdim));H = abs(randn(rdim,samples));% Initialize displaysif showflag, figure(1); clf; % this will show the energies and sparsenesses figure(2); clf; % this will show the objective function drawnow;end% Calculate initial objectiveobjhistory = 0.5*sum(sum((V-W*H).^2));timestarted = clock;% Start iterationiter = 0;while 1, % Show progress fprintf('[%d]: %.5f \n',iter,objhistory(end)); % Save every once in a while if rem(iter,5)==0, elapsed = etime(clock,timestarted); fprintf('Saving...'); save(fname,'W','H','iter','objhistory','elapsed'); fprintf('Done!\n'); end % Show stats if showflag & (rem(iter,5)==0), figure(1); cursW = (sqrt(vdim)-(sum(W)./sqrt(sum(W.^2))))/(sqrt(vdim)-1); cursH = (sqrt(samples)-(sum(H')./sqrt(sum(H'.^2))))/(sqrt(samples)-1); subplot(3,1,1); bar(sqrt(sum(W.^2))); subplot(3,1,2); bar(cursW); subplot(3,1,3); bar(cursH); if iter>1, figure(2); plot(objhistory(2:end)); end drawnow; end % Update iteration count iter = iter+1; % Save old values Wold = W; Hold = H; % Compute new W and H (Lee and Seung; NIPS*2000) H = H.*(W'*V)./(W'*W*H + 1e-9); W = W.*(V*H')./(W*H*H' + 1e-9); % Renormalize so rows of H have constant energy norms = sqrt(sum(H'.^2)); H = H./(norms'*ones(1,samples)); W = W.*(ones(vdim,1)*norms); % Calculate objective newobj = 0.5*sum(sum((V-W*H).^2)); objhistory = [objhistory newobj]; end
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