Multiple graph regularized nonnegative matrix factorization

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• Graph model and parameter selection is time consuming and suffers from over fitting.
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• We approximate the intrinsic manifold by linear combination of several graphs.
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• The graph selection problem is replaced by the solution of multiple graph weights.
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• The factorization metrics and the graph weights are learned jointly and iteratively.

Non-negative matrix factorization (NMF) has been widely used as a data representation method based on components. To overcome the disadvantage of NMF in failing to consider the manifold structure of a data set, graph regularized NMF (GrNMF) has been proposed by Cai et al. by constructing an affinity graph and searching for a matrix factorization that respects graph structure. Selecting a graph model and its corresponding parameters is critical for this strategy. This process is usually carried out by cross-validation or discrete grid search, which are time consuming and prone to overfitting. In this paper, we propose a GrNMF, called MultiGrNMF, in which the intrinsic manifold is approximated by a linear combination of several graphs with different models and parameters inspired by ensemble manifold regularization. Factorization metrics and linear combination coefficients of graphs are determined simultaneously within a unified object function. They are alternately optimized in an iterative algorithm, thus resulting in a novel data representation algorithm. Extensive experiments on a protein subcellular localization task and an Alzheimer's disease diagnosis task demonstrate the effectiveness of the proposed algorithm.