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Distributionally Robust and Multi-Objective Nonnegative Matrix Factorization

Distributionally Robust and Multi-Objective Nonnegative Matrix Factorization

Nonnegative matrix factorization (NMF) is a linear dimensionality reduction technique for analyzing nonnegative data. A key aspect of NMF is the choice of the objective function that depends on the noise model (or statistics of the noise) assumed on the data. In many applications, the noise model is unknown and …