Dears,
First of all, thanks for scikit-learn!
I was wondering if handling uncertainties in NMF would be possible.
Indeed, in NMF we minimize a Frobenius norm ||X - WH||², so we may quite
easily minimize ||(X - WH) / U||², with U the matrix of uncertainty.
This would be really helpfull in many field (atmospheric chemistry [1],
biology [2], etc).
Does such feature is planed to be implemented in scikit-learn?
Best regards,
Samuël Weber
[1] :
https://www.epa.gov/air-research/positive-matrix-factorization-model-environmental-data-analyses
[2] :
https://bmcbioinformatics.biomedcentral.com/track/pdf/10.1186/1471-2105-7-175?site=bmcbioinformatics.biomedcentral.com
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