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] :

[2] :

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