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A fast two-stage algorithm for non-negative matrix factorization in smoothly varying data

This article reports the study of algorithms for non-negative matrix factorization (NMF) in various applications involving smoothly varying data such as time or temperature series diffraction data on a dense grid of points. Utilizing the continual nature of the data, a fast two-stage algorithm is developed for highly efficient and accurate NMF. In the first stage, an alternating non-negative least-squares framework is used in combination with the active set method with a warm-start strategy for the solution of subproblems. In the second stage, an interior point method is adopted to accelerate the local convergence. The convergence of the proposed algorithm is proved. The new algorithm is compared with some existing algorithms in benchmark tests using both real-world data and synthetic data. Furthermore, the results demonstrate the advantage of the algorithm in finding high-precision solutions.

interior point method↗

Efficient Mixed-Precision Matrix Factorization of the Inverse Overlap Matrix in Electronic Structure Calculations with AI-Hardware and GPUs

In recent years, a new kind of accelerated hardware has gained popularity in the artificial intelligence (AI) community which enables extremely high-performance tensor contractions in reduced precision for deep neural network calculations. In this article, we exploit Nvidia Tensor cores, a prototypical example of such AI-hardware, to develop a mixed precision approach for computing a dense matrix factorization of the inverse overlap matrix in electronic structure theory, S –1 . This factorization of S –1 , written as ZZT = S –1 , is used to transform the general matrix eigenvalue problem into a standard matrix eigenvalue problem. Here we present a mixed precision iterative refinement algorithm where Z is given recursively using matrix–matrix multiplications and can be computed with high performance on Tensor cores. To understand the performance and accuracy of Tensor cores, comparisons are made to GPU-only implementations in single and double precision. Additionally, we propose a nonparametric stopping criteria which is robust in the face of lower precision floating point operations. The algorithm is particularly useful when we have a good initial guess to Z, for example, from previous time steps in quantum-mechanical molecular dynamics simulations or from a previous iteration in a geometry optimization.

36 MATERIALS SCIENCE↗

Randomized Algorithms for Symmetric Nonnegative Matrix Factorization

Symmetric Nonnegative Matrix Factorization (SymNMF) is a technique in data analysis and machine learning that approximates a matrix with a product of a nonnegative, low-rank matrix and it transpose. To design faster and more scalable algorithms for SymNMF we develop two randomized algorithms for its computation. The first method uses randomized matrix sketching to compute an initial low-rank approximation to the input matrix and proceeds to uses this as a low-rank input to rapidly compute a SymNMF. The second methods uses randomized leverage score sampling to approximately solve constrained least squares problems. Many successful methods for SymNMF rely on (approximately) solving sequences of constrained least squares problems. Here, we prove theoretically that leverage score sampling can approximately solve constrained least squares problems to e-accuracy. Finally we demonstrate both methods work in practice by applying them to graph clustering tasks on large real world data sets. These experiments show that our methods approximately maintain solution quality and achieve significant speed ups for both large dense and large sparse problems.

97 MATHEMATICS AND COMPUTING↗

Multifrontal Non-negative Matrix Factorization

Non-negative matrix factorization (Nmf) is an important tool in high-performance large scale data analytics with applications ranging from community detection, recommender system, feature detection and linear and non-linear unmixing. While traditional Nmf works well when the data set is relatively dense, however, it may not extract sufficient structure when the data is extremely sparse. Specifically, traditional Nmf fails to exploit the structured sparsity of the large and sparse data sets resulting in dense factors. We propose a new algorithm for performing Nmf on sparse data that we call multifrontal Nmf (Mf-Nmf) since it borrows several ideas from the multifrontal method for unconstrained factorization (e.g. LU and QR). We also present an efficient shared memory parallel implementation of Mf-Nmf and discuss its performance and scalability. We conduct several experiments on synthetic and realworld datasets and demonstrate the usefulness of the algorithm by comparing it against standard baselines. We obtain a speedup of 1.2x to 19.5x on 24 cores with an average speed up of 10.3x across all the real world datasets.

Sao, Piyush↗

A neural network for determination of latent dimensionality in Nonnegative Matrix Factorization

Non-negative Matrix Factorization (NMF) has proven to be a powerful unsupervised learning method for uncovering hidden features in complex and noisy datasets with applications in data mining, text recognition, dimension reduction, face recognition, anomaly detection, blind source separation, and many other fields. An important input for NMF is the latent dimensionality of the data, that is, the number of hidden features, K, present in the explored dataset. Unfortunately, and this quantity is rarely known a priori. The existing methods for determining latent dimensionality, such as Automatic Relevance Determination (ARD), are mostly heuristic and utilize different characteristics to estimate the number of hidden features. However, all of them require human presence to make a final determination of K. Here we utilize a supervised machine learning approach in combination with a recent method for model determination, called NMFk, to determine the number of hidden features automatically. NMFk performs a set of NMF simulations on an ensemble of matrices, obtained by bootstrapping the initial dataset, and estimates which K produces stable groups of latent features that reconstruct the initial dataset well. We then train a Multi-Layter Perceptron (MLP) classifier network to determine the correct number of latent features utilizing the statistics and characteristics of the NMF solution, obtained from NMFk. In order to train the MLP classifier, a training set of 58,660 matrices with predetermined latent features were factorized with NMFk. The MLP classifier in conjunction with NMFk maintains a greater than 95% success rate when applied to a held out test set. Additionally, when applied to two well-known benchmark datasets, the swimmer and MIT face data, NMFk/MLP correctly recovers the established number of hidden features. Finally, we compare the accuracy of our method to the ARD, AIC and Stability-based methods.

97 MATHEMATICS AND COMPUTING↗

Validation of non-negative matrix factorization for rapid assessment of large sets of atomic pair distribution function data

The use of the non-negative matrix factorization (NMF) technique is validated for automatically extracting physically relevant components from atomic pair distribution function (PDF) data from time-series data such as in situ experiments. The use of two matrix-factorization techniques, principal component analysis and NMF, on PDF data is compared in the context of a chemical synthesis reaction taking place in a synchrotron beam, applying the approach to synthetic data where the correct composition is known and on measured PDFs from previously published experimental data. The NMF approach yields mathematical components that are very close to the PDFs of the chemical components of the system and a time evolution of the weights that closely follows the ground truth. Lastly, it is discussed how this would appear in a streaming context if the analysis were being carried out at the beamline as the experiment progressed.

36 MATERIALS SCIENCE↗

Reverse annealing for nonnegative/binary matrix factorization

It was recently shown that quantum annealing can be used as an effective, fast subroutine in certain types of matrix factorization algorithms. The quantum annealing algorithm performed best for quick, approximate answers, but performance rapidly plateaued. In this paper, we utilize reverse annealing instead of forward annealing in the quantum annealing subroutine for nonnegative/binary matrix factorization problems. After an initial global search with forward annealing, reverse annealing performs a series of local searches that refine existing solutions. The combination of forward and reverse annealing significantly improves performance compared to forward annealing alone for all but the shortest run times.

97 MATHEMATICS AND COMPUTING↗

Normalization Of Thermal-Radiation Form-Factor Matrix

Report describes algorithm that adjusts form-factor matrix in TRASYS computer program, which calculates intraspacecraft radiative interchange among various surfaces and environmental heat loading from sources such as sun.

Tsuyuki, Glenn T.↗

Randomized Projection for Rank-Revealing Matrix Factorizations and Low-Rank Approximations

Rank-revealing matrix decompositions provide an essential tool in spectral analysis of matrices, including the Singular Value Decomposition (SVD) and related low-rank approximation techniques. QR with Column Pivoting (QRCP) is usually suitable for these purposes, but it can be much slower than the unpivoted QR algorithm. For large matrices, the difference in performance is due to increased communication between the processor and slow memory, which QRCP needs in order to choose pivots during decomposition. Our main algorithm, Randomized QR with Column Pivoting (RQRCP), uses randomized projection to make pivot decisions from a much smaller sample matrix, which we can construct to reside in a faster level of memory than the original matrix. This technique may be understood as trading vastly reduced communication for a controlled increase in uncertainty during the decision process. Furthermore, for rank-revealing purposes, the selection mechanism in RQRCP produces results that are the same quality as the standard algorithm, but with performance near that of unpivoted QR (often an order of magnitude faster for large matrices). Additionally, we also propose two formulas that facilitate further performance improvements. The first efficiently updates sample matrices to avoid computing new randomized projections. The second avoids large trailing updates during the decomposition in truncated low-rank approximations. Our truncated version of RQRCP also provides a key initial step in our truncated SVD approximation, TUXV. These advances open up a new performance domain for large matrix factorizations that will support efficient problem-solving techniques for challenging applications in science, engineering, and data analysis.

97 MATHEMATICS AND COMPUTING↗

Algorithms for Non-Negative Matrix Factorization on Noisy Data With Negative Values

Non-negative matrix factorization (NMF) is a dimensionality reduction technique that has shown promise for analyzing noisy data, especially astronomical data. For these datasets, the observed data may contain negative values due to noise even when the true underlying physical signal is strictly positive. Prior NMF work has not treated negative data in a statistically consistent manner, which becomes problematic for low signal-to-noise data with many negative values. In this paper we present two algorithms, Shift-NMF and Nearly-NMF, that can handle both the noisiness of the input data and also any introduced negativity. Both of these algorithms use the negative data space without clipping or masking and recover non-negative signals without any introduced positive offset that occurs when clipping or masking negative data. We demonstrate this numerically on both simple and more realistic examples, and prove that both algorithms have monotonically decreasing update rules.

72 PHYSICS OF ELEMENTARY PARTICLES AND FIELDS↗

Linear stochastic control using the UDU matrix factorization

The classical LQG stochastic control law is reformulated using the matrix factorization S equals UDU super T. This method yields a statistical guidance analysis algorithm that is numerically superior to the classical solution yet requires negligible additional computation and storage. Moreover, experience with U-D algorithms has shown them to be adaptable and easy to implement on a variety of problems.

Thornton, C. L.↗

TRASYS form factor matrix normalization

A method has been developed for adjusting a TRASYS enclosure form factor matrix to unity. This approach is not limited to closed geometries, and in fact, it is primarily intended for use with open geometries. The purpose of this approach is to prevent optimistic form factors to space. In this method, nodal form factor sums are calculated within 0.05 of unity using TRASYS, although deviations as large as 0.10 may be acceptable, and then, a process is employed to distribute the difference amongst the nodes. A specific example has been analyzed with this method, and a comparison was performed with a standard approach for calculating radiation conductors. In this comparison, hot and cold case temperatures were determined. Exterior nodes exhibited temperature differences as large as 7 C and 3 C for the hot and cold cases, respectively when compared with the standard approach, while interior nodes demonstrated temperature differences from 0 C to 5 C. These results indicate that temperature predictions can be artificially biased if the form factor computation error is lumped into the individual form factors to space.

Tsuyuki, Glenn T.↗

On Rank Selection for Nonnegative Matrix Factorization

Rank selection, i.e. the choice of factorization rank, is the first step in constructing Nonnegative Matrix Factorization (NMF) models. It is a long-standing problem which is not unique to NMF, but arises in most models which attempt to decompose data into its underlying components. Since these models are often used in the unsupervised setting, the rank selection problem is further complicated by the lack of ground truth labels. In this paper, we review and empirically evaluate the most commonly used schemes for NMF rank selection.

Eswar, Srinivas [Argonne National Laboratory]↗

Distributed-Memory Parallel Symmetric Nonnegative Matrix Factorization

We develop the first distributed-memory parallel implementation of Symmetric Nonnegative Matrix Factorization (SymNMF), a key data analytics kernel for clustering and dimensionality reduction. Our implementation includes two different algorithms for SymNMF, which give comparable results in terms of time and accuracy. The first algorithm is a parallelization of an existing sequential approach that uses solvers for non symmetric NMF. The second algorithm is a novel approach based on the Gauss-Newton method. It exploits second-order information without incurring large computational and memory costs. We evaluate the scalability of our algorithms on the Summit system at Oak Ridge National Laboratory, scaling up to 128 nodes (4,096 cores) with 70% efficiency. Additionally, we demonstrate our software on an image segmentation task.

Eswar, Srinivas↗

Constrained non-negative matrix factorization enabling real-time insights of in situ and high-throughput experiments

Non-negative matrix factorization (NMF) is an appealing class of methods for performing unsupervised learning on streaming spectral data, particularly in time-sensitive applications such as in situ characterization of materials. These methods seek to decompose a dataset into a small number of components and weights that can compactly represent the underlying signal while effectively reconstructing the observations with minimal error. However, canonical NMF methods have no underlying requirement that the reconstruction uses components or weights that are representative of the true physical processes. In this work, we demonstrate how constraining a subset of the NMF weights or components as rigid priors, provided as known or assumed values, can provide significant improvement in revealing true underlying phenomena. We present a PyTorch-based method for efficiently applying constrained NMF and demonstrate its application to several synthetic examples. Our implementation allows an expert researcher-in-the-loop to provide and dynamically adjust the constraints during a live experiment involving streaming spectral data. Such interactive priors allow researchers to specify known or identified independent components, as well as functional expectations about the mixing or transitions between the components. We further demonstrate the application of this method to measured synchrotron x-ray total scattering data from in situ beamline experiments. In such a context, constrained NMF can result in a more interpretive and scientifically relevant decomposition than canonical NMF or other decomposition techniques. As a result, the details of the method are provided, along with general guidance for employing constrained NMF in the extraction of critical information and insights during time-sensitive experimental applications.

36 MATERIALS SCIENCE↗

Parallel O(log n) algorithms for open- and closed-chain rigid multibody systems based on a new mass matrix factorization technique

In this paper, parallel O(log n) algorithms for computation of rigid multibody dynamics are developed. These parallel algorithms are derived by parallelization of new O(n) algorithms for the problem. The underlying feature of these O(n) algorithms is a drastically different strategy for decomposition of interbody force which leads to a new factorization of the mass matrix (M). Specifically, it is shown that a factorization of the inverse of the mass matrix in the form of the Schur Complement is derived as M(exp -1) = C - B(exp *)A(exp -1)B, wherein matrices C, A, and B are block tridiagonal matrices. The new O(n) algorithm is then derived as a recursive implementation of this factorization of M(exp -1). For the closed-chain systems, similar factorizations and O(n) algorithms for computation of Operational Space Mass Matrix lambda and its inverse lambda(exp -1) are also derived. It is shown that these O(n) algorithms are strictly parallel, that is, they are less efficient than other algorithms for serial computation of the problem. But, to our knowledge, they are the only known algorithms that can be parallelized and that lead to both time- and processor-optimal parallel algorithms for the problem, i.e., parallel O(log n) algorithms with O(n) processors. The developed parallel algorithms, in addition to their theoretical significance, are also practical from an implementation point of view due to their simple architectural requirements.

Fijany, Amir↗

Effects of partitioning and scheduling sparse matrix factorization on communication and load balance

A block based, automatic partitioning and scheduling methodology is presented for sparse matrix factorization on distributed memory systems. Using experimental results, this technique is analyzed for communication and load imbalance overhead. To study the performance effects, these overheads were compared with those obtained from a straightforward 'wrap mapped' column assignment scheme. All experimental results were obtained using test sparse matrices from the Harwell-Boeing data set. The results show that there is a communication and load balance tradeoff. The block based method results in lower communication cost whereas the wrap mapped scheme gives better load balance.

Venugopal, Sesh↗

Real-Time, Adaptive Radiological Anomaly Detection and Isotope Identification Using Non-Negative Matrix Factorization

Spectroscopic anomaly detection and isotope identification algorithms are integral components in nuclear nonproliferation applications such as search operations. The task is especially challenging in the case of mobile detector systems because the observed gamma-ray background changes more than for a static detector system, and a pretrained background model can easily find itself out of domain. The result is that algorithms may exceed their intended false alarm rate or sacrifice detection sensitivity to maintain the desired false alarm rate. Non-negative matrix factorization (NMF) is a powerful tool for spectral anomaly detection and identification, but, like many similar algorithms that rely on data-driven background models, in its conventional implementation, it is unable to update in real time to account for environmental changes that affect the background spectroscopic signature. Here, we have developed a novel NMF-based algorithm that periodically updates its background model to accommodate changing environmental conditions. The adaptive NMF algorithm involves fewer assumptions about its environment, making it more generalizable than existing NMF-based methods while maintaining or exceeding detection performance on simulated and real-world datasets.

Anomaly detection↗