On Tue, Dec 8, 2009 at 5:56 PM, Ted Dunning <[email protected]> wrote:

> NMF should be amenable to the stochastic decomposition trick.  That reduces
> the problem to a much smaller factorization that you could plausibly do
> using sequential techniques.  Jake Mannix is working on getting
> factorizations going, but I don't know if he has gotten to NMF.
>

I'm not currently working on NMF, but the stochastic decomposition trick
will be
in there soon, which should allow all this pretty easily.

Although... if you start with a positive matrix, you may want a specialized
random
projector which preserves positivity for this kind of thing.  But I'm not
sure, I
haven't looked too closely at what happens when you try to do this trick on
NMF.

  -jake

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