Incremental subspace learning via non-negative matrix factorization

In this paper we introduce an incremental non-negative matrix factorization (INMF) scheme in order to overcome the difficulties that conventional NMF has in online processing of large data sets. The proposed scheme enables incrementally updating its factors by reflecting the influence of each observation on the factorization appropriately. This is achieved via a weighted cost function which also allows controlling the memorylessness of the factorization. Unlike conventional NMF, with its incremental nature and weighted cost function the INMF scheme successfully utilizes adaptability to dynamic data content changes with a lower computational complexity. Test results reported for two video applications, namely background modeling in video surveillance and clustering, demonstrate that INMF is capable of online representing data content while reducing dimension significantly.