Applying Non-negative Matrix Factorization with Covariates to the Longitudinal Data as Growth Curve Model

Abstract

Using Non-negative Matrix Factorization (NMF), the observed matrix can be approximated by the product of the basis and coefficient matrices. Moreover, if the coefficient vectors are explained by the covariates for each individual, the coefficient matrix can be written as the product of the parameter matrix and the covariate matrix, and additionally described in the framework of Non-negative Matrix tri-Factorization (tri-NMF) with covariates. Consequently, this is equal to the mean structure of the Growth Curve Model (GCM). The difference is that the basis matrix for GCM is given by the analyst, whereas that for NMF with covariates is unknown and optimized. In this study, we applied NMF with covariance to longitudinal data and compared it with GCM. We have also published an R package that implements this method, and we show how to use it through examples of data analyses including longitudinal measurement, spatiotemporal data and text data. In particular, we demonstrate the usefulness of Gaussian kernel functions as covariates.