Patent ID: 8412757

Claim:
A method of decomposing a given matrix vector X into two matrix vectors, F and G, comprising: providing a data processing device to implement the following steps: minimizing a cost function that combine a non-negative matrix factorization, NMF and maximum margin classifier satisfying the following relationship: min F , G ≥ 0 ⁢  X - FG  2 + γ ⁡ (  w  2 + C ⁢ ∑ i = 1 n ⁢ L ⁡ ( y i , w · g i + b ) ) wherein: X∈ ; F∈ ; G∈ ; w∈ ; y i ∈{−1,1}∀i; g i ∈ is the i th column of G; symbol (.) represents the dot product of the two vectors; L(y,t) is a loss function where t=(w.g i +b), and L(y,t)=max(0,1−yt) p ; and γ is a constant that distributes the relative importance of the two terms in the optimization; wherein minimizing the cost function is achieved h successive iterations and γ is the relative between the generative component and the discriminative component of the cost function, γ ranges from 0 to 1 and is increased incrementally during each iteration; and wherein during each of said iterations, F is updated by the following relationship: F n + 1 = F n · XG T ( FG ) ⁢ G T .