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 many field (atmospheric chemistry [1], biology [2], etc). Does such feature is planed to be implemented in scikit-learn? Best regards, Samuël Weber [1] : https://www.epa.gov/air-research/positive-matrix-factorization-model-environ... [2] : https://bmcbioinformatics.biomedcentral.com/track/pdf/10.1186/1471-2105-7-17...