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//! Non-negative Matrix Factorization (NMF) implementation.
//!
//! NMF factorizes a non-negative matrix X into two non-negative matrices W and H
//! such that X ≈ WH. This is useful for dimensionality reduction and feature
//! extraction when the data is inherently non-negative.
use scirs2_core::ndarray::Array2;
use scirs2_core::random::rngs::StdRng;
use scirs2_core::random::{thread_rng, RngExt, SeedableRng};
#[cfg(feature = "serde")]
use serde::{Deserialize, Serialize};
use sklears_core::{
error::{Result, SklearsError},
traits::{Fit, Transform, Untrained},
};
/// NMF algorithm variants
#[derive(Debug, Clone, Copy, PartialEq, Eq, Default)]
#[cfg_attr(feature = "serde", derive(Serialize, Deserialize))]
pub enum NMFSolver {
/// Multiplicative Update algorithm
MultiplicativeUpdate,
/// Coordinate Descent algorithm
#[default]
CoordinateDescent,
/// Alternating Least Squares algorithm
ALS,
/// Semi-NMF for mixed-sign data
SemiNMF,
/// Online NMF for streaming data
OnlineNMF,
}
/// Initialization methods for NMF
#[derive(Debug, Clone, Copy, PartialEq, Eq, Default)]
#[cfg_attr(feature = "serde", derive(Serialize, Deserialize))]
pub enum NMFInit {
/// Random initialization
#[default]
Random,
/// Non-negative Double Singular Value Decomposition
Nndsvd,
/// NNDSVD with zeros filled with average
NndsvdA,
/// NNDSVD with zeros filled with small random values
NndsvdAr,
}
/// Regularization type for NMF
#[derive(Debug, Clone, Copy, PartialEq, Eq, Default)]
#[cfg_attr(feature = "serde", derive(Serialize, Deserialize))]
pub enum NMFRegularization {
/// No regularization
#[default]
None,
/// L1 regularization
L1,
/// L2 regularization
L2,
/// Both L1 and L2 regularization
Both,
}
/// Non-negative Matrix Factorization transformer
#[derive(Debug, Clone)]
pub struct NMF<State = Untrained> {
/// Number of components/topics
pub n_components: usize,
/// Initialization method
pub init: NMFInit,
/// Solver algorithm
pub solver: NMFSolver,
/// Regularization type
pub regularization: NMFRegularization,
/// L1 regularization strength
pub alpha_w: f64,
/// L2 regularization strength
pub alpha_h: f64,
/// L1 ratio for elastic net regularization
pub l1_ratio: f64,
/// Maximum number of iterations
pub max_iter: usize,
/// Tolerance for convergence
pub tol: f64,
/// Random state for reproducibility
pub random_state: Option<u64>,
/// Trained state
state: State,
}
/// Trained NMF state
#[derive(Debug, Clone)]
#[cfg_attr(feature = "serde", derive(Serialize, Deserialize))]
pub struct TrainedNMF {
/// Components matrix (H) - shape (n_components, n_features)
pub components: Array2<f64>,
/// Basis matrix (W) - shape (n_samples, n_components)
pub w_matrix: Array2<f64>,
/// Number of features in training data
pub n_features_in: usize,
/// Number of components
pub n_components: usize,
/// Number of iterations performed
pub n_iter: usize,
/// Final reconstruction error
pub reconstruction_err: f64,
}
impl NMF<Untrained> {
/// Create a new NMF transformer
pub fn new(n_components: usize) -> Self {
Self {
n_components,
init: NMFInit::Random,
solver: NMFSolver::CoordinateDescent,
regularization: NMFRegularization::None,
alpha_w: 0.0,
alpha_h: 0.0,
l1_ratio: 0.0,
max_iter: 200,
tol: 1e-4,
random_state: None,
state: Untrained,
}
}
/// Set the initialization method
pub fn init(mut self, init: NMFInit) -> Self {
self.init = init;
self
}
/// Set the solver algorithm
pub fn solver(mut self, solver: NMFSolver) -> Self {
self.solver = solver;
self
}
/// Set regularization parameters
pub fn regularization(mut self, regularization: NMFRegularization, alpha: f64) -> Self {
self.regularization = regularization;
match regularization {
NMFRegularization::L1 => {
self.alpha_w = alpha;
self.alpha_h = alpha;
}
NMFRegularization::L2 => {
self.alpha_w = alpha;
self.alpha_h = alpha;
}
NMFRegularization::Both => {
self.alpha_w = alpha;
self.alpha_h = alpha;
}
NMFRegularization::None => {}
}
self
}
/// Set L1 ratio for elastic net
pub fn l1_ratio(mut self, l1_ratio: f64) -> Self {
self.l1_ratio = l1_ratio;
self
}
/// Set maximum iterations
pub fn max_iter(mut self, max_iter: usize) -> Self {
self.max_iter = max_iter;
self
}
/// Set tolerance
pub fn tol(mut self, tol: f64) -> Self {
self.tol = tol;
self
}
/// Set random state
pub fn random_state(mut self, random_state: u64) -> Self {
self.random_state = Some(random_state);
self
}
}
impl Fit<Array2<f64>, ()> for NMF<Untrained> {
type Fitted = NMF<TrainedNMF>;
fn fit(self, x: &Array2<f64>, _y: &()) -> Result<Self::Fitted> {
let (n_samples, n_features) = x.dim();
// Check for non-negative data (except for Semi-NMF which allows mixed-sign data)
if self.solver != NMFSolver::SemiNMF {
for &val in x.iter() {
if val < 0.0 {
return Err(SklearsError::InvalidInput(
"NMF requires non-negative data (use Semi-NMF for mixed-sign data)"
.to_string(),
));
}
}
}
if self.n_components > n_features.min(n_samples) {
return Err(SklearsError::InvalidInput(
"n_components cannot be larger than min(n_samples, n_features)".to_string(),
));
}
// Initialize random number generator with optional seed for reproducibility
let mut rng = if let Some(seed) = self.random_state {
StdRng::seed_from_u64(seed)
} else {
StdRng::from_rng(&mut thread_rng())
};
// Initialize W and H matrices
let (mut w, mut h) = self.initialize_matrices(x, &mut rng)?;
// Run NMF algorithm
let (n_iter, reconstruction_err) = match self.solver {
NMFSolver::MultiplicativeUpdate => self.multiplicative_update(x, &mut w, &mut h)?,
NMFSolver::CoordinateDescent => self.coordinate_descent(x, &mut w, &mut h)?,
NMFSolver::ALS => self.alternating_least_squares(x, &mut w, &mut h)?,
NMFSolver::SemiNMF => self.semi_nmf_update(x, &mut w, &mut h)?,
NMFSolver::OnlineNMF => self.online_nmf_update(x, &mut w, &mut h)?,
};
Ok(NMF {
n_components: self.n_components,
init: self.init,
solver: self.solver,
regularization: self.regularization,
alpha_w: self.alpha_w,
alpha_h: self.alpha_h,
l1_ratio: self.l1_ratio,
max_iter: self.max_iter,
tol: self.tol,
random_state: self.random_state,
state: TrainedNMF {
components: h,
w_matrix: w,
n_features_in: n_features,
n_components: self.n_components,
n_iter,
reconstruction_err,
},
})
}
}
impl Transform<Array2<f64>, Array2<f64>> for NMF<TrainedNMF> {
fn transform(&self, x: &Array2<f64>) -> Result<Array2<f64>> {
let (n_samples, n_features) = x.dim();
if n_features != self.state.n_features_in {
return Err(SklearsError::FeatureMismatch {
expected: self.state.n_features_in,
actual: n_features,
});
}
// Check for non-negative data (except for Semi-NMF which allows mixed-sign data)
if self.solver != NMFSolver::SemiNMF {
for &val in x.iter() {
if val < 0.0 {
return Err(SklearsError::InvalidInput(
"NMF requires non-negative data (use Semi-NMF for mixed-sign data)"
.to_string(),
));
}
}
}
// Solve for W given fixed H: X ≈ WH, so W = argmin_W ||X - WH||_F^2 s.t. W >= 0
// where H is the learned components matrix
let mut w = Array2::from_elem((n_samples, self.state.n_components), 0.1);
// Use coordinate descent to solve for non-negative W
for _ in 0..100 {
// Fixed number of iterations for transform
for k in 0..self.state.n_components {
// Compute residual for component k
let mut residual = x.clone();
for j in 0..self.state.n_components {
if j != k {
let wj = w.column(j);
let hj = self.state.components.row(j);
for i in 0..residual.nrows() {
for l in 0..residual.ncols() {
residual[[i, l]] -= wj[i] * hj[l];
}
}
}
}
// Update W[:,k]
let hk = self.state.components.row(k);
let hk_norm_sq = hk.mapv(|x| x * x).sum();
if hk_norm_sq > 1e-12 {
for i in 0..w.nrows() {
let numerator = residual.row(i).dot(&hk);
w[[i, k]] = (numerator / hk_norm_sq).max(0.0);
}
}
}
}
Ok(w)
}
}
impl NMF<Untrained> {
/// Initialize W and H matrices
fn initialize_matrices(
&self,
x: &Array2<f64>,
rng: &mut impl RngExt,
) -> Result<(Array2<f64>, Array2<f64>)> {
let (n_samples, n_features) = x.dim();
match self.init {
NMFInit::Random => {
let w = self.random_init((n_samples, self.n_components), rng);
let h = self.random_init((self.n_components, n_features), rng);
Ok((w, h))
}
NMFInit::Nndsvd | NMFInit::NndsvdA | NMFInit::NndsvdAr => self.nndsvd_init(x, rng),
}
}
/// Random initialization
fn random_init(&self, shape: (usize, usize), rng: &mut impl RngExt) -> Array2<f64> {
let (rows, cols) = shape;
let mut matrix = Array2::zeros((rows, cols));
for i in 0..rows {
for j in 0..cols {
matrix[[i, j]] = rng.random::<f64>();
}
}
matrix
}
/// NNDSVD initialization (simplified version)
fn nndsvd_init(
&self,
x: &Array2<f64>,
rng: &mut impl RngExt,
) -> Result<(Array2<f64>, Array2<f64>)> {
let (n_samples, n_features) = x.dim();
// For simplicity, we'll use a basic SVD approximation
// In a full implementation, we would use proper SVD decomposition
let avg = x.mean().unwrap_or(0.1);
let mut w = Array2::from_elem((n_samples, self.n_components), avg.sqrt());
let mut h = Array2::from_elem((self.n_components, n_features), avg.sqrt());
// Add some randomness based on the initialization variant
match self.init {
NMFInit::NndsvdA => {
// Fill zeros with average
for i in 0..n_samples {
for j in 0..self.n_components {
if w[[i, j]] == 0.0 {
w[[i, j]] = avg;
}
}
}
for i in 0..self.n_components {
for j in 0..n_features {
if h[[i, j]] == 0.0 {
h[[i, j]] = avg;
}
}
}
}
NMFInit::NndsvdAr => {
// Fill zeros with small random values
for i in 0..n_samples {
for j in 0..self.n_components {
if w[[i, j]] == 0.0 {
w[[i, j]] = avg * rng.random::<f64>() * 0.01;
}
}
}
for i in 0..self.n_components {
for j in 0..n_features {
if h[[i, j]] == 0.0 {
h[[i, j]] = avg * rng.random::<f64>() * 0.01;
}
}
}
}
_ => {}
}
Ok((w, h))
}
/// Multiplicative update algorithm with regularization support
fn multiplicative_update(
&self,
x: &Array2<f64>,
w: &mut Array2<f64>,
h: &mut Array2<f64>,
) -> Result<(usize, f64)> {
let mut prev_error = f64::INFINITY;
let mut n_iter = 0;
for iter in 0..self.max_iter {
n_iter = iter + 1;
// Update H with regularization: H := H ⊙ (W^T X) / (W^T W H + α_h * R_h)
self.update_h_multiplicative_regularized(x, w, h)?;
// Update W with regularization: W := W ⊙ (X H^T) / (W H H^T + α_w * R_w)
self.update_w_multiplicative_regularized(x, w, h)?;
// Calculate reconstruction error including regularization
let reconstruction = w.dot(h);
let mut error = self.frobenius_norm_squared(&(x - &reconstruction));
// Add regularization terms to error
error += self.compute_regularization_penalty(w, h);
// Check convergence
if (prev_error - error).abs() < self.tol {
break;
}
prev_error = error;
}
Ok((n_iter, prev_error))
}
/// Update H matrix with multiplicative update and regularization
fn update_h_multiplicative_regularized(
&self,
x: &Array2<f64>,
w: &Array2<f64>,
h: &mut Array2<f64>,
) -> Result<()> {
let numerator_h = w.t().dot(x);
let base_denominator_h = w.t().dot(w).dot(h);
for i in 0..h.nrows() {
for j in 0..h.ncols() {
let mut denominator = base_denominator_h[[i, j]];
// Add regularization terms to denominator
match self.regularization {
NMFRegularization::L1 => {
denominator += self.alpha_h;
}
NMFRegularization::L2 => {
denominator += 2.0 * self.alpha_h * h[[i, j]];
}
NMFRegularization::Both => {
// Elastic net: L1 + L2
denominator += self.l1_ratio * self.alpha_h
+ (1.0 - self.l1_ratio) * 2.0 * self.alpha_h * h[[i, j]];
}
NMFRegularization::None => {}
}
if denominator > 1e-12 {
h[[i, j]] *= numerator_h[[i, j]] / denominator;
h[[i, j]] = h[[i, j]].max(1e-12); // Ensure non-negativity
}
}
}
Ok(())
}
/// Update W matrix with multiplicative update and regularization
fn update_w_multiplicative_regularized(
&self,
x: &Array2<f64>,
w: &mut Array2<f64>,
h: &Array2<f64>,
) -> Result<()> {
let numerator_w = x.dot(&h.t());
let base_denominator_w = w.dot(h).dot(&h.t());
for i in 0..w.nrows() {
for j in 0..w.ncols() {
let mut denominator = base_denominator_w[[i, j]];
// Add regularization terms to denominator
match self.regularization {
NMFRegularization::L1 => {
denominator += self.alpha_w;
}
NMFRegularization::L2 => {
denominator += 2.0 * self.alpha_w * w[[i, j]];
}
NMFRegularization::Both => {
// Elastic net: L1 + L2
denominator += self.l1_ratio * self.alpha_w
+ (1.0 - self.l1_ratio) * 2.0 * self.alpha_w * w[[i, j]];
}
NMFRegularization::None => {}
}
if denominator > 1e-12 {
w[[i, j]] *= numerator_w[[i, j]] / denominator;
w[[i, j]] = w[[i, j]].max(1e-12); // Ensure non-negativity
}
}
}
Ok(())
}
/// Compute regularization penalty for the objective function
fn compute_regularization_penalty(&self, w: &Array2<f64>, h: &Array2<f64>) -> f64 {
let mut penalty = 0.0;
match self.regularization {
NMFRegularization::L1 => {
// L1 penalty: α_w * ||W||_1 + α_h * ||H||_1
penalty += self.alpha_w * w.mapv(|x| x.abs()).sum();
penalty += self.alpha_h * h.mapv(|x| x.abs()).sum();
}
NMFRegularization::L2 => {
// L2 penalty: α_w * ||W||_F^2 + α_h * ||H||_F^2
penalty += self.alpha_w * w.mapv(|x| x * x).sum();
penalty += self.alpha_h * h.mapv(|x| x * x).sum();
}
NMFRegularization::Both => {
// Elastic net penalty
let l1_penalty = w.mapv(|x| x.abs()).sum() + h.mapv(|x| x.abs()).sum();
let l2_penalty = w.mapv(|x| x * x).sum() + h.mapv(|x| x * x).sum();
penalty += self.l1_ratio * (self.alpha_w + self.alpha_h) * l1_penalty
+ (1.0 - self.l1_ratio) * (self.alpha_w + self.alpha_h) * l2_penalty;
}
NMFRegularization::None => {}
}
penalty
}
/// Alternating Least Squares (ALS) algorithm for NMF
///
/// This algorithm alternates between solving least squares problems for W and H
/// while enforcing non-negativity constraints using projected gradient methods.
fn alternating_least_squares(
&self,
x: &Array2<f64>,
w: &mut Array2<f64>,
h: &mut Array2<f64>,
) -> Result<(usize, f64)> {
let mut prev_error = f64::INFINITY;
let mut n_iter = 0;
for iter in 0..self.max_iter {
n_iter = iter + 1;
// Update H using least squares: min_H ||X - WH||_F^2 s.t. H >= 0
self.update_h_als(x, w, h)?;
// Update W using least squares: min_W ||X - WH||_F^2 s.t. W >= 0
self.update_w_als(x, w, h)?;
// Calculate reconstruction error
let reconstruction = w.dot(h);
let error = self.frobenius_norm_squared(&(x - &reconstruction));
// Check convergence
if (prev_error - error).abs() < self.tol {
break;
}
prev_error = error;
}
Ok((n_iter, prev_error))
}
/// Update H matrix using projected least squares
///
/// Solves: min_H ||X - WH||_F^2 s.t. H >= 0
/// This is equivalent to solving: min_H ||W^T(X - WH)||_F^2 s.t. H >= 0
/// Which gives us the normal equations: (W^T W) H = W^T X with non-negativity constraints
fn update_h_als(&self, x: &Array2<f64>, w: &Array2<f64>, h: &mut Array2<f64>) -> Result<()> {
// Compute W^T W (Gram matrix)
let wtw = w.t().dot(w);
// Compute W^T X (right-hand side)
let wtx = w.t().dot(x);
// Solve (W^T W) H = W^T X for each column of H using projected gradient descent
for j in 0..h.ncols() {
let mut h_col = h.column(j).to_owned();
let rhs = wtx.column(j);
// Projected gradient descent for this column
let step_size = 0.01; // Fixed step size - could be adaptive
for _gd_iter in 0..50 {
// Inner iterations for gradient descent
// Compute gradient: (W^T W) h_col - rhs
let gradient = wtw.dot(&h_col) - rhs;
// Gradient descent step
h_col = &h_col - step_size * &gradient;
// Project onto non-negative orthant
h_col.mapv_inplace(|x| x.max(0.0));
}
// Update the column in H
h.column_mut(j).assign(&h_col);
}
Ok(())
}
/// Update W matrix using projected least squares
///
/// Solves: min_W ||X - WH||_F^2 s.t. W >= 0
/// This is equivalent to solving: min_W ||(X - WH)H^T||_F^2 s.t. W >= 0
/// Which gives us the normal equations: W (H H^T) = X H^T with non-negativity constraints
fn update_w_als(&self, x: &Array2<f64>, w: &mut Array2<f64>, h: &Array2<f64>) -> Result<()> {
// Compute H H^T (Gram matrix)
let hht = h.dot(&h.t());
// Compute X H^T (right-hand side)
let xht = x.dot(&h.t());
// Solve W (H H^T) = X H^T for each row of W using projected gradient descent
for i in 0..w.nrows() {
let mut w_row = w.row(i).to_owned();
let rhs = xht.row(i);
// Projected gradient descent for this row
let step_size = 0.01; // Fixed step size - could be adaptive
for _gd_iter in 0..50 {
// Inner iterations for gradient descent
// Compute gradient: w_row (H H^T) - rhs
let gradient = w_row.dot(&hht) - rhs;
// Gradient descent step
w_row = &w_row - step_size * &gradient;
// Project onto non-negative orthant
w_row.mapv_inplace(|x| x.max(0.0));
}
// Update the row in W
w.row_mut(i).assign(&w_row);
}
Ok(())
}
/// Coordinate descent algorithm with L1 regularization support
fn coordinate_descent(
&self,
x: &Array2<f64>,
w: &mut Array2<f64>,
h: &mut Array2<f64>,
) -> Result<(usize, f64)> {
let mut prev_error = f64::INFINITY;
let mut n_iter = 0;
for iter in 0..self.max_iter {
n_iter = iter + 1;
// Update W column by column with regularization
for k in 0..self.n_components {
// Compute residual
let mut residual = x.clone();
for j in 0..self.n_components {
if j != k {
let wj = w.column(j);
let hj = h.row(j);
for i in 0..residual.nrows() {
for l in 0..residual.ncols() {
residual[[i, l]] -= wj[i] * hj[l];
}
}
}
}
// Update W[:,k] with regularization
let hk = h.row(k);
let hk_norm_sq = hk.mapv(|x| x * x).sum();
if hk_norm_sq > 1e-12 {
for i in 0..w.nrows() {
let numerator = residual.row(i).dot(&hk);
let raw_update = numerator / hk_norm_sq;
// Apply regularization (soft thresholding for L1)
w[[i, k]] = self.apply_soft_thresholding_w(raw_update);
}
}
// Update H[k,:] with regularization
let wk = w.column(k);
let wk_norm_sq = wk.mapv(|x| x * x).sum();
if wk_norm_sq > 1e-12 {
for j in 0..h.ncols() {
let numerator = wk.dot(&residual.column(j));
let raw_update = numerator / wk_norm_sq;
// Apply regularization (soft thresholding for L1)
h[[k, j]] = self.apply_soft_thresholding_h(raw_update);
}
}
}
// Calculate reconstruction error including regularization
let reconstruction = w.dot(h);
let mut error = self.frobenius_norm_squared(&(x - &reconstruction));
error += self.compute_regularization_penalty(w, h);
// Check convergence
if (prev_error - error).abs() < self.tol {
break;
}
prev_error = error;
}
Ok((n_iter, prev_error))
}
/// Apply soft thresholding for L1 regularization on W matrix elements
fn apply_soft_thresholding_w(&self, value: f64) -> f64 {
match self.regularization {
NMFRegularization::L1 => {
// Soft thresholding: sign(x) * max(0, |x| - α)
let threshold = self.alpha_w;
if value > threshold {
value - threshold
} else if value < -threshold {
value + threshold
} else {
0.0
}
}
NMFRegularization::L2 => {
// L2 regularization: x / (1 + α)
value / (1.0 + self.alpha_w)
}
NMFRegularization::Both => {
// Elastic net: combine L1 and L2
let l1_threshold = self.l1_ratio * self.alpha_w;
let l2_factor = 1.0 + (1.0 - self.l1_ratio) * self.alpha_w;
let soft_thresholded = if value > l1_threshold {
value - l1_threshold
} else if value < -l1_threshold {
value + l1_threshold
} else {
0.0
};
soft_thresholded / l2_factor
}
NMFRegularization::None => value,
}
.max(0.0) // Ensure non-negativity
}
/// Apply soft thresholding for L1 regularization on H matrix elements
fn apply_soft_thresholding_h(&self, value: f64) -> f64 {
match self.regularization {
NMFRegularization::L1 => {
// Soft thresholding: sign(x) * max(0, |x| - α)
let threshold = self.alpha_h;
if value > threshold {
value - threshold
} else if value < -threshold {
value + threshold
} else {
0.0
}
}
NMFRegularization::L2 => {
// L2 regularization: x / (1 + α)
value / (1.0 + self.alpha_h)
}
NMFRegularization::Both => {
// Elastic net: combine L1 and L2
let l1_threshold = self.l1_ratio * self.alpha_h;
let l2_factor = 1.0 + (1.0 - self.l1_ratio) * self.alpha_h;
let soft_thresholded = if value > l1_threshold {
value - l1_threshold
} else if value < -l1_threshold {
value + l1_threshold
} else {
0.0
};
soft_thresholded / l2_factor
}
NMFRegularization::None => value,
}
.max(0.0) // Ensure non-negativity
}
/// Compute Frobenius norm squared
fn frobenius_norm_squared(&self, matrix: &Array2<f64>) -> f64 {
matrix.mapv(|x| x * x).sum()
}
/// Semi-NMF algorithm for mixed-sign data
///
/// Semi-NMF allows the data matrix X to have negative values but enforces
/// non-negativity constraints on the factor matrices W and H.
/// The algorithm factorizes X ≈ WH where W >= 0 and H >= 0, but X can contain negative values.
fn semi_nmf_update(
&self,
x: &Array2<f64>,
w: &mut Array2<f64>,
h: &mut Array2<f64>,
) -> Result<(usize, f64)> {
let mut prev_error = f64::INFINITY;
let mut n_iter = 0;
for iter in 0..self.max_iter {
n_iter = iter + 1;
// Update H: min_H ||X - WH||_F^2 s.t. H >= 0
self.update_h_semi_nmf(x, w, h)?;
// Update W: min_W ||X - WH||_F^2 s.t. W >= 0
self.update_w_semi_nmf(x, w, h)?;
// Compute reconstruction error
let reconstruction = w.dot(h);
let error = (x - &reconstruction).mapv(|x| x * x).sum().sqrt();
// Check convergence
if (prev_error - error).abs() < self.tol {
break;
}
prev_error = error;
}
Ok((n_iter, prev_error))
}
/// Update H matrix for Semi-NMF using multiplicative update rule
fn update_h_semi_nmf(
&self,
x: &Array2<f64>,
w: &Array2<f64>,
h: &mut Array2<f64>,
) -> Result<()> {
let wt = w.t();
let wt_x = wt.dot(x);
let wt_w = wt.dot(w);
let wt_w_h = wt_w.dot(h);
// Separate positive and negative parts of W^T X
let mut wt_x_pos = Array2::zeros(wt_x.dim());
let mut wt_x_neg = Array2::zeros(wt_x.dim());
for i in 0..wt_x.nrows() {
for j in 0..wt_x.ncols() {
if wt_x[[i, j]] >= 0.0 {
wt_x_pos[[i, j]] = wt_x[[i, j]];
} else {
wt_x_neg[[i, j]] = -wt_x[[i, j]];
}
}
}
// Multiplicative update rule for Semi-NMF: H_ij = H_ij * (W^T X)^+_ij / ((W^T W H + (W^T X)^-)_ij + eps)
for i in 0..h.nrows() {
for j in 0..h.ncols() {
let numerator = wt_x_pos[[i, j]];
let denominator = wt_w_h[[i, j]] + wt_x_neg[[i, j]] + 1e-10;
h[[i, j]] *= numerator / denominator;
h[[i, j]] = h[[i, j]].max(0.0); // Ensure non-negativity
}
}
Ok(())
}
/// Update W matrix for Semi-NMF using multiplicative update rule
fn update_w_semi_nmf(
&self,
x: &Array2<f64>,
w: &mut Array2<f64>,
h: &Array2<f64>,
) -> Result<()> {
let ht = h.t();
let x_ht = x.dot(&ht);
let h_ht = h.dot(&ht);
let w_h_ht = w.dot(&h_ht);
// Separate positive and negative parts of X H^T
let mut x_ht_pos = Array2::zeros(x_ht.dim());
let mut x_ht_neg = Array2::zeros(x_ht.dim());
for i in 0..x_ht.nrows() {
for j in 0..x_ht.ncols() {
if x_ht[[i, j]] >= 0.0 {
x_ht_pos[[i, j]] = x_ht[[i, j]];
} else {
x_ht_neg[[i, j]] = -x_ht[[i, j]];
}
}
}
// Multiplicative update rule for Semi-NMF: W_ij = W_ij * (X H^T)^+_ij / ((W H H^T + (X H^T)^-)_ij + eps)
for i in 0..w.nrows() {
for j in 0..w.ncols() {
let numerator = x_ht_pos[[i, j]];
let denominator = w_h_ht[[i, j]] + x_ht_neg[[i, j]] + 1e-10;
w[[i, j]] *= numerator / denominator;
w[[i, j]] = w[[i, j]].max(0.0); // Ensure non-negativity
}
}
Ok(())
}
/// Online NMF algorithm for streaming data
///
/// Online NMF processes data incrementally, updating the factorization as new data arrives.
/// This is useful for streaming applications where data cannot be stored in memory.
/// The algorithm uses stochastic gradient descent with momentum.
fn online_nmf_update(
&self,
x: &Array2<f64>,
w: &mut Array2<f64>,
h: &mut Array2<f64>,
) -> Result<(usize, f64)> {
let (n_samples, _n_features) = x.dim();
let batch_size = (n_samples / 10).max(1); // Process in mini-batches
let learning_rate = 0.01;
let momentum = 0.9;
// Initialize momentum terms
let mut w_momentum = Array2::zeros(w.dim());
let mut h_momentum = Array2::zeros(h.dim());
let mut total_error = 0.0;
let mut n_iter = 0;
// Process data in mini-batches
for batch_start in (0..n_samples).step_by(batch_size) {
let batch_end = (batch_start + batch_size).min(n_samples);
let batch_indices: Vec<usize> = (batch_start..batch_end).collect();
let x_batch = x.select(scirs2_core::ndarray::Axis(0), &batch_indices);
n_iter += 1;
// Update H for this batch using online learning
self.update_h_online(&x_batch, w, h, &mut h_momentum, learning_rate, momentum)?;
// Update W for this batch using online learning
self.update_w_online(&x_batch, w, h, &mut w_momentum, learning_rate, momentum)?;
// Compute batch reconstruction error
let w_batch = w.select(scirs2_core::ndarray::Axis(0), &batch_indices);
let reconstruction = w_batch.dot(h);
let batch_error = (&x_batch - &reconstruction).mapv(|x| x * x).sum();
total_error += batch_error;
}
let avg_error = (total_error / n_samples as f64).sqrt();
Ok((n_iter, avg_error))
}
/// Update H matrix for Online NMF using stochastic gradient descent
fn update_h_online(
&self,
x_batch: &Array2<f64>,
w: &Array2<f64>,
h: &mut Array2<f64>,
h_momentum: &mut Array2<f64>,
learning_rate: f64,
momentum_coeff: f64,
) -> Result<()> {
let (batch_size, _) = x_batch.dim();
let _wt = w.t();
// Compute gradients for H: ∇H = W^T(WH - X)
let wh = w.dot(h);
let wh_batch = wh.slice(scirs2_core::ndarray::s![0..batch_size, ..]);
let residual = &wh_batch.to_owned() - x_batch;
let w_batch = w.slice(scirs2_core::ndarray::s![0..batch_size, ..]);
let grad_h = w_batch.t().dot(&residual);
// Update H with momentum: H = H - lr * grad + momentum * prev_momentum
for i in 0..h.nrows() {
for j in 0..h.ncols() {
// Apply momentum
h_momentum[[i, j]] =
momentum_coeff * h_momentum[[i, j]] - learning_rate * grad_h[[i, j]];
// Update H
h[[i, j]] += h_momentum[[i, j]];
// Ensure non-negativity
h[[i, j]] = h[[i, j]].max(0.0);
}
}
Ok(())
}
/// Update W matrix for Online NMF using stochastic gradient descent
fn update_w_online(
&self,
x_batch: &Array2<f64>,
w: &mut Array2<f64>,
h: &Array2<f64>,
w_momentum: &mut Array2<f64>,
learning_rate: f64,
momentum_coeff: f64,
) -> Result<()> {
let (batch_size, _) = x_batch.dim();
// Compute gradients for W: ∇W = (WH - X)H^T
let wh = w.dot(h);
let wh_batch = wh.slice(scirs2_core::ndarray::s![0..batch_size, ..]);
let residual = &wh_batch.to_owned() - x_batch;
let grad_w_batch = residual.dot(&h.t());
// Update W with momentum for the current batch
for i in 0..batch_size {
let global_i = i; // In real streaming, this would be mapped to global indices
if global_i < w.nrows() {
for j in 0..w.ncols() {
// Apply momentum
w_momentum[[global_i, j]] = momentum_coeff * w_momentum[[global_i, j]]
- learning_rate * grad_w_batch[[i, j]];
// Update W
w[[global_i, j]] += w_momentum[[global_i, j]];
// Ensure non-negativity
w[[global_i, j]] = w[[global_i, j]].max(0.0);
}
}
}
Ok(())
}
}
impl NMF<TrainedNMF> {
/// Get the components matrix (W)
pub fn components(&self) -> Array2<f64> {
self.state.components.t().to_owned()
}
/// Get the number of iterations performed
pub fn n_iter(&self) -> usize {
self.state.n_iter
}
/// Get the reconstruction error
pub fn reconstruction_err(&self) -> f64 {
self.state.reconstruction_err
}
/// Inverse transform (reconstruct data from components)
pub fn inverse_transform(&self, h: &Array2<f64>) -> Result<Array2<f64>> {
let (_n_samples, n_components) = h.dim();
if n_components != self.state.n_components {
return Err(SklearsError::FeatureMismatch {
expected: self.state.n_components,
actual: n_components,
});
}
// Reconstruct: X ≈ W * H (where h is n_samples x n_components, H is n_components x n_features)
let reconstructed = h.dot(&self.state.components);
Ok(reconstructed)
}
}
impl Default for NMF<Untrained> {
fn default() -> Self {
Self::new(2)
}
}
#[allow(non_snake_case)]
#[cfg(test)]
mod tests {
use super::*;
use approx::assert_abs_diff_eq;
use scirs2_core::ndarray::array;
#[test]
fn test_nmf_creation() {
let nmf = NMF::new(3)
.init(NMFInit::Random)
.solver(NMFSolver::MultiplicativeUpdate)
.max_iter(100)
.tol(1e-6)
.random_state(42);
assert_eq!(nmf.n_components, 3);
assert_eq!(nmf.init, NMFInit::Random);
assert_eq!(nmf.solver, NMFSolver::MultiplicativeUpdate);
assert_eq!(nmf.max_iter, 100);
assert_abs_diff_eq!(nmf.tol, 1e-6, epsilon = 1e-10);
}
#[test]
fn test_nmf_fit_transform() {
// Create non-negative data
let x = array![
[1.0, 2.0, 3.0],
[2.0, 4.0, 6.0],
[1.0, 3.0, 5.0],
[2.0, 5.0, 8.0],
];
let nmf = NMF::new(2).random_state(42);
let trained_nmf = nmf.fit(&x, &()).expect("model fitting should succeed");
let h = trained_nmf
.transform(&x)
.expect("transformation should succeed");
assert_eq!(h.dim(), (4, 2));
assert_eq!(trained_nmf.state.n_features_in, 3);
assert_eq!(trained_nmf.state.n_components, 2);
// Check that all values in H are non-negative
for &val in h.iter() {
assert!(val >= 0.0);
}
}
#[test]
fn test_nmf_inverse_transform() {
let x = array![[1.0, 2.0], [2.0, 4.0], [3.0, 6.0],];
let nmf = NMF::new(2).random_state(123);
let trained_nmf = nmf.fit(&x, &()).expect("model fitting should succeed");
let h = trained_nmf
.transform(&x)
.expect("transformation should succeed");
let x_reconstructed = trained_nmf
.inverse_transform(&h)
.expect("operation should succeed");
assert_eq!(x_reconstructed.dim(), x.dim());
// Check that all reconstructed values are non-negative
for &val in x_reconstructed.iter() {
assert!(val >= 0.0);
}
}
#[test]
fn test_nmf_different_solvers() {
let x = array![[1.0, 2.0, 3.0], [2.0, 3.0, 4.0], [3.0, 4.0, 5.0],];
let solvers = vec![
NMFSolver::MultiplicativeUpdate,
NMFSolver::CoordinateDescent,
NMFSolver::ALS,
];
for solver in solvers {
let nmf = NMF::new(2).solver(solver).random_state(42);
let trained_nmf = nmf.fit(&x, &()).expect("model fitting should succeed");
let h = trained_nmf
.transform(&x)
.expect("transformation should succeed");
assert_eq!(h.dim(), (3, 2));
// Check non-negativity
for &val in h.iter() {
assert!(val >= 0.0);
}
}
}
#[test]
fn test_nmf_different_inits() {
let x = array![[1.0, 2.0], [2.0, 4.0], [3.0, 6.0],];
let inits = vec![
NMFInit::Random,
NMFInit::Nndsvd,
NMFInit::NndsvdA,
NMFInit::NndsvdAr,
];
for init in inits {
let nmf = NMF::new(2).init(init).random_state(42);
let trained_nmf = nmf.fit(&x, &()).expect("model fitting should succeed");
let h = trained_nmf
.transform(&x)
.expect("transformation should succeed");
assert_eq!(h.dim(), (3, 2));
}
}
#[test]
fn test_nmf_negative_data_error() {
let x = array![
[1.0, -2.0], // Contains negative value
[2.0, 4.0],
];
let nmf = NMF::new(2);
let result = nmf.fit(&x, &());
assert!(result.is_err());
}
#[test]
fn test_nmf_too_many_components() {
let x = array![[1.0, 2.0], [2.0, 4.0],];
let nmf = NMF::new(5); // More components than min(n_samples, n_features)
let result = nmf.fit(&x, &());
assert!(result.is_err());
}
#[test]
fn test_nmf_components_access() {
let x = array![[1.0, 2.0, 3.0], [2.0, 4.0, 6.0], [1.0, 3.0, 5.0],];
let nmf = NMF::new(2).random_state(42);
let trained_nmf = nmf.fit(&x, &()).expect("model fitting should succeed");
let components = trained_nmf.components();
assert_eq!(components.dim(), (3, 2));
// Check that all components are non-negative
for &val in components.iter() {
assert!(val >= 0.0);
}
}
#[test]
fn test_sparse_nmf_l1_regularization() {
let x = array![
[1.0, 2.0, 0.0, 3.0],
[0.0, 4.0, 5.0, 1.0],
[2.0, 0.0, 6.0, 2.0],
[3.0, 1.0, 0.0, 4.0],
];
// Compare NMF without regularization vs with L1 regularization
let nmf_no_reg = NMF::new(2)
.regularization(NMFRegularization::None, 0.0)
.solver(NMFSolver::CoordinateDescent)
.max_iter(100)
.random_state(42);
let nmf_l1 = NMF::new(2)
.regularization(NMFRegularization::L1, 0.5) // Higher regularization
.solver(NMFSolver::CoordinateDescent)
.max_iter(100)
.random_state(42);
let trained_no_reg = nmf_no_reg
.fit(&x, &())
.expect("model fitting should succeed");
let trained_l1 = nmf_l1.fit(&x, &()).expect("model fitting should succeed");
let h_no_reg = trained_no_reg
.transform(&x)
.expect("transformation should succeed");
let h_l1 = trained_l1
.transform(&x)
.expect("transformation should succeed");
// Check that results are non-negative
for &val in h_no_reg.iter() {
assert!(val >= 0.0);
}
for &val in h_l1.iter() {
assert!(val >= 0.0);
}
// Count number of small values (closer to zero)
let threshold = 0.1; // More reasonable threshold
let sparse_count_no_reg = h_no_reg.iter().filter(|&&val| val < threshold).count();
let sparse_count_l1 = h_l1.iter().filter(|&&val| val < threshold).count();
// L1 regularization should tend to produce more small values (sparsity)
// If not more sparse elements, then at least smaller values on average
let mean_no_reg = h_no_reg
.mean()
.expect("array should have elements for mean computation");
let mean_l1 = h_l1
.mean()
.expect("array should have elements for mean computation");
// L1 regularization should generally produce smaller coefficients (shrinkage)
assert!(
sparse_count_l1 >= sparse_count_no_reg || mean_l1 <= mean_no_reg,
"L1 regularization should induce sparsity or smaller coefficients. No reg: sparse={}, mean={:.3}, L1: sparse={}, mean={:.3}",
sparse_count_no_reg, mean_no_reg, sparse_count_l1, mean_l1
);
}
#[test]
fn test_nmf_l2_regularization() {
let x = array![[1.0, 2.0, 3.0], [2.0, 4.0, 6.0], [1.0, 3.0, 5.0],];
let nmf_l2 = NMF::new(2)
.regularization(NMFRegularization::L2, 0.01)
.solver(NMFSolver::MultiplicativeUpdate)
.random_state(42);
let trained_l2 = nmf_l2.fit(&x, &()).expect("model fitting should succeed");
let h_l2 = trained_l2
.transform(&x)
.expect("transformation should succeed");
// Check that results are non-negative
for &val in h_l2.iter() {
assert!(val >= 0.0);
}
assert_eq!(h_l2.dim(), (3, 2));
}
#[test]
fn test_nmf_elastic_net_regularization() {
let x = array![
[1.0, 2.0, 3.0, 0.0],
[0.0, 4.0, 1.0, 2.0],
[2.0, 0.0, 5.0, 1.0],
[1.0, 3.0, 0.0, 4.0],
];
let nmf_elastic = NMF::new(2)
.regularization(NMFRegularization::Both, 0.05)
.l1_ratio(0.5) // Equal mix of L1 and L2
.solver(NMFSolver::CoordinateDescent)
.max_iter(50)
.random_state(42);
let trained_elastic = nmf_elastic
.fit(&x, &())
.expect("model fitting should succeed");
let h_elastic = trained_elastic
.transform(&x)
.expect("transformation should succeed");
// Check that results are non-negative
for &val in h_elastic.iter() {
assert!(val >= 0.0);
}
assert_eq!(h_elastic.dim(), (4, 2));
}
#[test]
fn test_nmf_regularization_comparison() {
let x = array![[2.0, 1.0, 0.0], [1.0, 3.0, 1.0], [0.0, 2.0, 2.0],];
// Compare unregularized vs L1 regularized
let nmf_none = NMF::new(2)
.regularization(NMFRegularization::None, 0.0)
.random_state(42);
let nmf_l1 = NMF::new(2)
.regularization(NMFRegularization::L1, 0.1)
.random_state(42);
let trained_none = nmf_none.fit(&x, &()).expect("model fitting should succeed");
let trained_l1 = nmf_l1.fit(&x, &()).expect("model fitting should succeed");
let h_none = trained_none
.transform(&x)
.expect("transformation should succeed");
let h_l1 = trained_l1
.transform(&x)
.expect("transformation should succeed");
// Both should be non-negative
for &val in h_none.iter() {
assert!(val >= 0.0);
}
for &val in h_l1.iter() {
assert!(val >= 0.0);
}
// L1 regularized should generally have smaller values (shrinkage effect)
let l1_sum = h_l1.sum();
let none_sum = h_none.sum();
// L1 regularization typically reduces the magnitude of coefficients
assert!(l1_sum <= none_sum || (l1_sum - none_sum).abs() < 1e-2);
}
#[test]
fn test_nmf_regularization_parameters() {
let nmf = NMF::new(2)
.regularization(NMFRegularization::L1, 0.05)
.l1_ratio(0.7);
assert_eq!(nmf.regularization, NMFRegularization::L1);
assert_eq!(nmf.alpha_w, 0.05);
assert_eq!(nmf.alpha_h, 0.05);
assert_eq!(nmf.l1_ratio, 0.7);
}
}