Generalized Alpha-Beta Divergences and Their Application to Robust Nonnegative Matrix Factorization

We propose a class of multiplicative algorithms for Nonnegative Matrix Factorization (NMF) which are robust with respect to noise and outliers. To achieve this, we formulate a new family generalized divergences referred to as the Alpha-Beta-divergences (AB-divergences), which are parameterized by the two tuning parameters, alpha and beta, and smoothly connect the fundamental Alpha-, Beta- and Gamma-divergences. By adjusting these tuning parameters, we show that a wide range of standard and new divergences can be obtained. The corresponding learning algorithms for NMF are shown to integrate and generalize many existing ones, including the Lee-Seung, ISRA (Image Space Reconstruction Algorithm), EMML (Expectation Maximization Maximum Likelihood), Alpha-NMF, and Beta-NMF. Owing to more degrees of freedom in tuning the parameters, the proposed family of AB-multiplicative NMF algorithms is shown to improve robustness with respect to noise and outliers. The analysis illuminates the links of between AB-divergence and other divergences, especially Gamma- and Itakura-Saito divergences

Alpha-divergence two-dimensional nonnegative matrix factorization for biomedical blind source separation

An alpha-divergence two-dimensional nonnegative matrix factorization (NMF2D) for biomedical signal separation is presented. NMF2D is a popular approach for retrieving low-rank approximations of nonnegative data such as image pixel, audio signal, data mining, pattern recognition and so on. In this paper, we concentrate on biomedical signal separation by using NMF2D with alpha-divergence family which decomposes a mixture into two-dimensional convolution factor matrices that represent temporal code and the spectral basis. The proposed iterative estimation algorithm (alpha-divergence algorithm) is initialized with random values, and it updated using multiplicative update rules until the values converge. Simulation experiments were carried out by comparing the original and estimated signal in term of signal-to-distortion ratio (SDR). The performances have been evaluated by including and excluding the sparseness constraint which sparseness is favored by penalizing nonzero gains. As a result, the proposed algorithm improved the iteration speed and sparseness constraints produce slight improvement of SDR

Adaptation of the Tuning Parameter in General Bayesian Inference with Robust Divergence

We introduce a methodology for robust Bayesian estimation with robust divergence (e.g., density power divergence or {\gamma}-divergence), indexed by a single tuning parameter. It is well known that the posterior density induced by robust divergence gives highly robust estimators against outliers if the tuning parameter is appropriately and carefully chosen. In a Bayesian framework, one way to find the optimal tuning parameter would be using evidence (marginal likelihood). However, we numerically illustrate that evidence induced by the density power divergence does not work to select the optimal tuning parameter since robust divergence is not regarded as a statistical model. To overcome the problems, we treat the exponential of robust divergence as an unnormalized statistical model, and we estimate the tuning parameter via minimizing the Hyvarinen score. We also provide adaptive computational methods based on sequential Monte Carlo (SMC) samplers, which enables us to obtain the optimal tuning parameter and samples from posterior distributions simultaneously. The empirical performance of the proposed method through simulations and an application to real data are also provided

Notes on the use of variational autoencoders for speech and audio spectrogram modeling

International audienceVariational autoencoders (VAEs) are powerful (deep) generative artificial neural networks. They have been recently used in several papers for speech and audio processing, in particular for the modeling of speech/audio spectrograms. In these papers, very poor theoretical support is given to justify the chosen data representation and decoder likelihood function or the corresponding cost function used for training the VAE. Yet, a nice theoretical statistical framework exists and has been extensively presented and discussed in papers dealing with nonnegative matrix factorization (NMF) of audio spectrograms and its application to audio source separation. In the present paper, we show how this statistical framework applies to VAE-based speech/audio spectrogram modeling. This provides the latter insights on the choice and interpretability of data representation and model parameterization