Oracle® Data Mining Concepts 11g Release 2 (11.2) Part Number E16808-03

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# 16 Non-Negative Matrix Factorization

This chapter describes Non-Negative Matrix Factorization, the unsupervised algorithm used by Oracle Data Mining for feature extraction.

Note:

Non-Negative Matrix Factorization (NMF) is described in the paper "Learning the Parts of Objects by Non-Negative Matrix Factorization" by D. D. Lee and H. S. Seung in Nature (401, pages 788-791, 1999).

This chapter contains the following topics:

Non-negative Matrix Factorization (NMF) is a state of the art feature extraction algorithm. NMF is useful when there are many attributes and the attributes are ambiguous or have weak predictability. By combining attributes, NMF can produce meaningful patterns, topics, or themes.

NMF is often useful in text mining. In a text document, the same word can occur in different places with different meanings. For example, "hike" can be applied to the outdoors or to interest rates. By combining attributes, NMF introduces context, which is essential for predictive power:

"hike" + "mountain" -> "outdoor sports"
"hike" + "interest" -> "interest rates"

### How Does it Work?

NMF decomposes multivariate data by creating a user-defined number of features. Each feature is a linear combination of the original attribute set; the coefficients of these linear combinations are non-negative.

NMF decomposes a data matrix V into the product of two lower rank matrices W and H so that V is approximately equal to W times H. NMF uses an iterative procedure to modify the initial values of W and H so that the product approaches V. The procedure terminates when the approximation error converges or the specified number of iterations is reached.

During model apply, an NMF model maps the original data into the new set of attributes (features) discovered by the model.

## Data Preparation for NMF

Automatic Data Preparation normalizes numerical attributes for NMF.

When there are missing values in columns with simple data types (not nested), NMF interprets them as missing at random. The algorithm replaces missing categorical values with the mode and missing numerical values with the mean.

When there are missing values in nested columns, NMF interprets them as sparse. The algorithm replaces sparse numerical data with zeros and sparse categorical data with zero vectors.

If you choose to manage your own data preparation, keep in mind that outliers can significantly impact NMF. Use a clipping transformation before binning or normalizing. NMF typically benefits from normalization. However, outliers with min-max normalization cause poor matrix factorization. To improve the matrix factorization, you need to decrease the error tolerance. This in turn leads to longer build times.

Moved from text mining chapter: NMF has been found to provide superior text retrieval when compared to SVD and other traditional decomposition methods. NMF takes as input a term-document matrix and generates a set of topics that represent weighted sets of co-occurring terms. The discovered topics form a basis that provides an efficient representation of the original documents.