A nice idea would be to extend the scipy NNLS in the ways needed to use it in 
scikit-learn's NMF instead of the _nls_subproblem code translated from C.J. 
Lin's code.

The scipy NNLS is written in Fortran. I'd like to bench _nls_subproblem against 
it.
Maybe we could have a cython projected sgd non-negative least square method 
with L1 constraints that would support sparse data as well? We discussed this 
idea before, but would it be an NNLS solver?

Would this lead to a sparse NMF?

Vlad
  
On Feb 3, 2012, at 11:32 , Mathieu Blondel wrote:

> For non-negative least-squares, you can use this:
> 
> http://docs.scipy.org/doc/scipy-0.7.x/reference/generated/scipy.optimize.nnls.html
> 
> We could also add an estimator that implements fit and predict in
> scikit-learn (although the above function doesn't support sparse
> matrices :$)
> 
> Mathieu
> 
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