Re: [scikit-learn] Handle uncertainties in NMF

2018-02-13 Thread Gael Varoquaux
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 ca

[scikit-learn] Handle uncertainties in NMF

2018-02-13 Thread Samuël Weber
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 man