myNMF: Independent Component Analysis (ICA) as an example of user-defined matrix decomposition.
Description
The input data is assumed to be a matrix.
When algorithms of MWCAParams and CoupledMWCAParams are specified as "myNMF",
This function is called in MWCA and CoupledMWCA.
Usage
myNMF(Xn, k, L1=1e-10, L2=1e-10)
Value
The output matrix which has N-rows and k-columns.
Arguments
Xn
The input matrix which has N-rows and M-columns.
k
The rank parameter (k <= min(N,M))
L1
The regularization parameter to control the sparseness (Default: 1e-10)
L2
The regularization parameter to control the overfit (Default: 1e-10)
Author
Koki Tsuyuzaki
References
Andrzej CICHOCK, et. al., (2009). Nonnegative Matrix and Tensor Factorizations.