scripts/builtin/pnmf.dml

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# Implements Poisson Nonnegative Matrix Factorization (PNMF)
#
# [Chao Liu, Hung-chih Yang, Jinliang Fan, Li-Wei He, Yi-Min Wang:
# Distributed nonnegative matrix factorization for web-scale dyadic 
# data analysis on mapreduce. WWW 2010: 681-690]

m_pnmf = function(Matrix[Double] X, Integer rnk, Double eps = 10^-8, Integer maxi = 10, Boolean verbose=TRUE) 
  return (Matrix[Double] W, Matrix[Double] H) 
{
  #initialize W and H
  W = rand(rows=nrow(X), cols=rnk, min=0, max=0.025);
  H = rand(rows=rnk, cols=ncol(X), min=0, max=0.025);

  i = 0;
  while(i < maxi) {
    H = (H*(t(W)%*%(X/(W%*%H+eps)))) / t(colSums(W));
    W = (W*((X/(W%*%H+eps))%*%t(H))) / t(rowSums(H));
    i = i + 1;
    if( verbose ) {
      obj = sum(W%*%H) - sum(X*log(W%*%H+eps));
      print("iter=" + i + " obj=" + obj);
    }
  }
}