# A Row-Wise Update Algorithm for Sparse Stochastic Matrix Factorization

@article{Xiao2021ARU, title={A Row-Wise Update Algorithm for Sparse Stochastic Matrix Factorization}, author={Guiyun Xiao and Zhengjian Bai and Wai-Ki Ching}, journal={ArXiv}, year={2021}, volume={abs/2110.10412} }

Nonnegative matrix factorization arises widely in machine learning and data analysis. In this paper, for a given factorization of rank r, we consider the sparse stochastic matrix factorization (SSMF) of decomposing a prescribed m-by-n stochastic matrix V into a product of an m-by-r stochastic matrix W and a sparse r-by-n stochastic matrix H. With the prescribed sparsity level, we reformulate the SSMF as an unconstrained nonvonvex-nonsmooth minimization problem and introduce a row-wise update…

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