Persistent Nonnegative Matrix Factorization via Multi-Scale Graph Regularization

Matrix factorization techniques, especially Nonnegative Matrix Factorization (NMF), have been widely used for dimensionality reduction and interpretable data representation. However, existing NMF-based methods are inherently single-scale and fail to capture the evolution of connectivity structures across resolutions. In this work, we propose persistent nonnegative matrix factorization (pNMF), a scale-parameterized family of NMF problems, that produces a sequence of persistence-aligned embeddings rather than a single one. By leveraging persistent homology, we identify a canonical minimal sufficient scale set at which the underlying connectivity undergoes qualitative changes. These canonical scales induce a sequence of graph Laplacians, leading to a coupled NMF formulation with scale-wise geometric regularization and explicit cross-scale consistency constraint. We analyze the structural properties of the embeddings along the scale parameter and establish bounds on their increments between consecutive scales. The resulting model defines a nontrivial solution path across scales, rather than a single factorization, which poses new computational challenges. We develop a sequential alternating optimization algorithm with guaranteed convergence. Numerical experiments on synthetic and single-cell RNA sequencing datasets demonstrate the effectiveness of the proposed approach in multi-scale low-rank embeddings.