`sklearn.decomposition`.NMF¶

class sklearn.decomposition.NMF(n_components=None, init=None, solver=’cd’, beta_loss=’frobenius’, tol=0.0001, max_iter=200, random_state=None, alpha=0.0, l1_ratio=0.0, verbose=0, shuffle=False)[source]¶

Non-Negative Matrix Factorization (NMF)

Find two non-negative matrices (W, H) whose product approximates the non- negative matrix X. This factorization can be used for example for dimensionality reduction, source separation or topic extraction.

The objective function is:

0.5 * ||X - WH||_Fro^2
+ alpha * l1_ratio * ||vec(W)||_1
+ alpha * l1_ratio * ||vec(H)||_1
+ 0.5 * alpha * (1 - l1_ratio) * ||W||_Fro^2
+ 0.5 * alpha * (1 - l1_ratio) * ||H||_Fro^2

Where:

||A||_Fro^2 = \sum_{i,j} A_{ij}^2 (Frobenius norm)
||vec(A)||_1 = \sum_{i,j} abs(A_{ij}) (Elementwise L1 norm)

For multiplicative-update (‘mu’) solver, the Frobenius norm (0.5 * ||X - WH||_Fro^2) can be changed into another beta-divergence loss, by changing the beta_loss parameter.

The objective function is minimized with an alternating minimization of W and H.

Read more in the User Guide.

Parameters:

n_components : int or None

Number of components, if n_components is not set all features are kept.

init : ‘random’ | ‘nndsvd’ | ‘nndsvda’ | ‘nndsvdar’ | ‘custom’

Method used to initialize the procedure. Default: ‘nndsvd’ if n_components < n_features, otherwise random. Valid options:

‘random’: non-negative random matrices, scaled with:

sqrt(X.mean() / n_components)

‘nndsvd’: Nonnegative Double Singular Value Decomposition (NNDSVD)

initialization (better for sparseness)

‘nndsvda’: NNDSVD with zeros filled with the average of X

(better when sparsity is not desired)

‘nndsvdar’: NNDSVD with zeros filled with small random values

(generally faster, less accurate alternative to NNDSVDa for when sparsity is not desired)

‘custom’: use custom matrices W and H

solver : ‘cd’ | ‘mu’

Numerical solver to use: ‘cd’ is a Coordinate Descent solver. ‘mu’ is a Multiplicative Update solver.

New in version 0.17: Coordinate Descent solver.

New in version 0.19: Multiplicative Update solver.

beta_loss : float or string, default ‘frobenius’

String must be in {‘frobenius’, ‘kullback-leibler’, ‘itakura-saito’}. Beta divergence to be minimized, measuring the distance between X and the dot product WH. Note that values different from ‘frobenius’ (or 2) and ‘kullback-leibler’ (or 1) lead to significantly slower fits. Note that for beta_loss <= 0 (or ‘itakura-saito’), the input matrix X cannot contain zeros. Used only in ‘mu’ solver.

New in version 0.19.

tol : float, default: 1e-4

Tolerance of the stopping condition.

max_iter : integer, default: 200

Maximum number of iterations before timing out.

random_state : int, RandomState instance or None, optional, default: None

If int, random_state is the seed used by the random number generator; If RandomState instance, random_state is the random number generator; If None, the random number generator is the RandomState instance used by np.random.

alpha : double, default: 0.

Constant that multiplies the regularization terms. Set it to zero to have no regularization.

New in version 0.17: alpha used in the Coordinate Descent solver.

l1_ratio : double, default: 0.

The regularization mixing parameter, with 0 <= l1_ratio <= 1. For l1_ratio = 0 the penalty is an elementwise L2 penalty (aka Frobenius Norm). For l1_ratio = 1 it is an elementwise L1 penalty. For 0 < l1_ratio < 1, the penalty is a combination of L1 and L2.

New in version 0.17: Regularization parameter l1_ratio used in the Coordinate Descent solver.

verbose : bool, default=False

Whether to be verbose.

shuffle : boolean, default: False

If true, randomize the order of coordinates in the CD solver.

New in version 0.17: shuffle parameter used in the Coordinate Descent solver.

Attributes:

components_ : array, [n_components, n_features]

Factorization matrix, sometimes called ‘dictionary’.

reconstruction_err_ : number

Frobenius norm of the matrix difference, or beta-divergence, between the training data X and the reconstructed data WH from the fitted model.

n_iter_ : int

Actual number of iterations.

References

Cichocki, Andrzej, and P. H. A. N. Anh-Huy. “Fast local algorithms for large scale nonnegative matrix and tensor factorizations.” IEICE transactions on fundamentals of electronics, communications and computer sciences 92.3: 708-721, 2009.

Fevotte, C., & Idier, J. (2011). Algorithms for nonnegative matrix factorization with the beta-divergence. Neural Computation, 23(9).

Examples

>>> import numpy as np
>>> X = np.array([[1, 1], [2, 1], [3, 1.2], [4, 1], [5, 0.8], [6, 1]])
>>> from sklearn.decomposition import NMF
>>> model = NMF(n_components=2, init='random', random_state=0)
>>> W = model.fit_transform(X)
>>> H = model.components_

Methods

`fit`(X[, y])	Learn a NMF model for the data X.
`fit_transform`(X[, y, W, H])	Learn a NMF model for the data X and returns the transformed data.
`get_params`([deep])	Get parameters for this estimator.
`inverse_transform`(W)	Transform data back to its original space.
`set_params`(**params)	Set the parameters of this estimator.
`transform`(X)	Transform the data X according to the fitted NMF model

__init__(n_components=None, init=None, solver=’cd’, beta_loss=’frobenius’, tol=0.0001, max_iter=200, random_state=None, alpha=0.0, l1_ratio=0.0, verbose=0, shuffle=False)[source]¶

fit(X, y=None, **params)[source]¶

Learn a NMF model for the data X.

Parameters:

X : {array-like, sparse matrix}, shape (n_samples, n_features)

Data matrix to be decomposed

y : Ignored.

Returns:

self :

fit_transform(X, y=None, W=None, H=None)[source]¶

Learn a NMF model for the data X and returns the transformed data.

This is more efficient than calling fit followed by transform.

Parameters:

X : {array-like, sparse matrix}, shape (n_samples, n_features)

Data matrix to be decomposed

y : Ignored.

W : array-like, shape (n_samples, n_components)

If init=’custom’, it is used as initial guess for the solution.

H : array-like, shape (n_components, n_features)

If init=’custom’, it is used as initial guess for the solution.

Returns:

W : array, shape (n_samples, n_components)

Transformed data.

get_params(deep=True)[source]¶

Get parameters for this estimator.

Parameters:

deep : boolean, optional

If True, will return the parameters for this estimator and contained subobjects that are estimators.

Returns:

params : mapping of string to any

Parameter names mapped to their values.

inverse_transform(W)[source]¶

Transform data back to its original space.

Parameters:

W : {array-like, sparse matrix}, shape (n_samples, n_components)

Transformed data matrix

Returns:

X : {array-like, sparse matrix}, shape (n_samples, n_features)

Data matrix of original shape

.. versionadded:: 0.18 :

set_params(**params)[source]¶

Set the parameters of this estimator.

The method works on simple estimators as well as on nested objects (such as pipelines). The latter have parameters of the form <component>__<parameter> so that it’s possible to update each component of a nested object.