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Strictly positive initialization keeps the Poisson NMF updates well-defined

Statement

Suppose X=(xij)∈N0n×p has at least one positive entry in every row and every column. If W∈(0,∞)n×r and H∈(0,∞)r×p, then one complete Poisson NMF multiplicative-update sweep produces strictly positive updated factors and strictly positive rates at both update stages. Consequently every finite number of sweeps from a strictly positive initialization is well-defined.

Facts & Assumptions

Given: An admissible count matrix X, positive factors W,H, and one ordered sweep of the Poisson NMF algorithm.

[F1]

Poisson nonnegative matrix-factorization model: every row and column of X contains a positive count.

[F2]

Finite Poisson NMF multiplicative-update sweeps: each W update multiplies a positive entry by a row numerator divided by a sum of positive H entries; each H update multiplies a positive entry by a column numerator divided by a sum of positive updated W entries.

Proof

1.1F1F2givenchoosealgebra

Since W,H are strictly positive, every current rate λij=∑kWikHkj is positive. For each row i, choose j0 with xij0>0 using [F1]. Then for every k, the numerator ∑jHkjxij/λij has the positive term Hkj0xij0/λij0, while its denominator ∑jHkj is positive. Thus every updated Wik is positive.

2.1F1F2step 1.1choosealgebra∎

The intermediate rates λ~ij=∑kWiknewHkj are positive. For each column j, choose i0 with xi0j>0 using [F1]. For every k, the numerator ∑iWiknewxij/λ~ij has the positive term at i0, and its denominator ∑iWiknew is positive. Thus every updated Hkj is positive. Repeating this argument inductively proves the claim for each finite sweep.

Depends on

Used by

Cited to discharge well-definedness by Finite Poisson NMF multiplicative-update sweeps.

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