Nonnegative matrix factorization with polynomial signals via hierarchical alternating least squares

Hautecoeur, Cécile [UCL] Glineur, François [UCL]

Nonnegative matrix factorization (NMF) is a widely used tool in data analysis due to its ability to extract significant features from data vectors. Among algorithms developed to solve NMF, hierarchical alternating least squares (HALS) is often used to obtain state-of-the-art results. We generalize HALS to tackle an NMF problem where both input data and features consist of nonnegative polynomial signals. Compared to standard HALS applied to a discretization of the problem, our algorithm is able to recover smoother features, with a computational time growing moderately with the number of observations compared to existing approaches.