An Accelerated Symmetric Nonnegative Matrix Factorization Algorithm Using Extrapolation

Symmetric nonnegative matrix factorization (SNMF) approximates a symmetric nonnegative matrix by the product of a nonnegative low-rank matrix and its transpose. SNMF has been successfully used in many real-world applications such as clustering. In this paper, we propose an accelerated variant of the multiplicative update (MU) algorithm of He et al. designed to solve the SNMF problem. The accelerated algorithm is derived by using the extrapolation scheme of Nesterov and a restart strategy. The extrapolation scheme plays a leading role in accelerating the MU algorithm of He et al. and the restart strategy ensures that the objective function of SNMF is monotonically decreasing. We apply the accelerated algorithm to clustering problems and symmetric nonnegative tensor factorization (SNTF). The experiment results on both synthetic and real-world data show that it is more than four times faster than the MU algorithm of He et al. and performs favorably compared to recent state-of-the-art algorithms.