[scikit-learn] Handle uncertainties in NMF

[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 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-environmental-data-analyses

[2] : 
https://bmcbioinformatics.biomedcentral.com/track/pdf/10.1186/1471-2105-7-175?site=bmcbioinformatics.biomedcentral.com