NMF_CD -- Fast Coordinate Descent Method for Non-Negative Matrix Factorization

Introduction

NMF_CD is a NMF library for large-scale data. We apply coordinate descent methods to solve Non-negative Matrix Factorization (NMF).
The convergence speed is faster than other current methods.
It now supports:

Least squares NMF: the distance is measured by square loss.
KL-NMF: the distnace is measured by KL-divergence

Download NMF_CD

The current release (Version 1.01) of NMF_CD can be obtained by downloading NMF_CD_1.02.zip .

Please acknowledge the use of the code with a citation:
Cho-Jui Hsieh and Inderjit S. Dhillon Fast Coordinate Descent Methods with Variable Selection for Non-Negative Matrix Factorization. KDD 2011

Please send comments to Cho-Jui Hsieh