Hi Samuël, On Tue, Feb 13, 2018 at 05:42:54PM +0100, Samuël Weber wrote: > 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.
You can divide your data X by U, run the standard matrix factorization solver, and multiply the resulting matrix H by U and you'll get the result that you want. Best, Gaël _______________________________________________ scikit-learn mailing list scikit-learn@python.org https://mail.python.org/mailman/listinfo/scikit-learn
