HALS-based NMF with Flexible Constraints for Hyperspectral Unmixing

International audienceIn this article, the hyperspectral unmixing problem is solved with the nonnegative matrix factorization (NMF) algorithm. The regularized criterion is minimized with a hierarchical alternating least squares (HALS) scheme. Under the HALS framework, four constraints are introduced to improve the unmixing accuracy, including the sum-to-unity constraint, the constraints for minimum spectral dispersion and maximum spatial dispersion, and the minimum volume constraint. The derived algorithm is called F-NMF, for NMF with flexible constraints. We experimentally compare F-NMF with different constraints and combined ones. We test the sensitivity and robustness of F-NMF to many parameters such as the purity level of endmembers, the number of endmembers and pixels, the SNR, the sparsity level of abundances, and the overestimation of endmembers. The proposed algorithm improves the results estimated by vertex component analysis. A comparative analysis on real data is included. The unmixing results given by a geometrical method, the simplex identification via split augmented Lagrangian and the F-NMF algorithms with combined constraints are compared, which shows the relative stability of F-NMF

New methods for unmixing sediment grain size data

Grain size distribution (GSD) data are widely used in Earth sciences and although large data sets are regularly generated, detailed numerical analyses are not routine. Unmixing GSDs into components can help understand sediment provenance and depositional regimes/processes. End-member analysis (EMA), which fits one set of end-members to a given data set, is a powerful way to unmix GSDs into geologically meaningful parts. EMA estimates end-members based on covariability within a data set and can be considered as a nonparametric approach. Available EMA algorithms, however, either produce suboptimal solutions or are time consuming. We introduce unmixing algorithms inspired by hyperspectral image analysis that can be applied to GSD data and which provide an improvement over current techniques. Nonparametric EMA is often unable to identify unimodal grain size subpopulations that correspond to single sediment sources. An alternative approach is single-specimen unmixing (SSU), which unmixes individual GSDs into unimodal parametric distributions (e.g., lognormal). We demonstrate that the inherent nonuniqueness of SSU solutions renders this approach unviable for estimating underlying mixing processes. To overcome this, we develop a new algorithm to perform parametric EMA, whereby an entire data set can be unmixed into unimodal parametric end-members (e.g., Weibull distributions). This makes it easier to identify individual grain size subpopulations in highly mixed data sets. To aid investigators in applying these methods, all of the new algorithms are available in AnalySize, which is GUI software for processing and unmixing grain size data

New methods for unmixing sediment grain size data

Grain size distribution (GSD) data are widely used in Earth sciences and although large data sets are regularly generated, detailed numerical analyses are not routine. Unmixing GSDs into components can help understand sediment provenance and depositional regimes/processes. End-member analysis (EMA), which fits one set of end-members to a given data set, is a powerful way to unmix GSDs into geologically meaningful parts. EMA estimates end-members based on covariability within a data set and can be considered as a nonparametric approach. Available EMA algorithms, however, either produce suboptimal solutions or are time consuming. We introduce unmixing algorithms inspired by hyperspectral image analysis that can be applied to GSD data and which provide an improvement over current techniques. Nonparametric EMA is often unable to identify unimodal grain size subpopulations that correspond to single sediment sources. An alternative approach is single-specimen unmixing (SSU), which unmixes individual GSDs into unimodal parametric distributions (e.g., lognormal). We demonstrate that the inherent nonuniqueness of SSU solutions renders this approach unviable for estimating underlying mixing processes. To overcome this, we develop a new algorithm to perform parametric EMA, whereby an entire data set can be unmixed into unimodal parametric end-members (e.g., Weibull distributions). This makes it easier to identify individual grain size subpopulations in highly mixed data sets. To aid investigators in applying these methods, all of the new algorithms are available in AnalySize, which is GUI software for processing and unmixing grain size data

Dictionary-based Tensor Canonical Polyadic Decomposition

To ensure interpretability of extracted sources in tensor decomposition, we introduce in this paper a dictionary-based tensor canonical polyadic decomposition which enforces one factor to belong exactly to a known dictionary. A new formulation of sparse coding is proposed which enables high dimensional tensors dictionary-based canonical polyadic decomposition. The benefits of using a dictionary in tensor decomposition models are explored both in terms of parameter identifiability and estimation accuracy. Performances of the proposed algorithms are evaluated on the decomposition of simulated data and the unmixing of hyperspectral images

Non-negative mixtures

This is the author's accepted pre-print of the article, first published as M. D. Plumbley, A. Cichocki and R. Bro. Non-negative mixtures. In P. Comon and C. Jutten (Ed), Handbook of Blind Source Separation: Independent Component Analysis and Applications. Chapter 13, pp. 515-547. Academic Press, Feb 2010. ISBN 978-0-12-374726-6 DOI: 10.1016/B978-0-12-374726-6.00018-7file: Proof:p\PlumbleyCichockiBro10-non-negative.pdf:PDF owner: markp timestamp: 2011.04.26file: Proof:p\PlumbleyCichockiBro10-non-negative.pdf:PDF owner: markp timestamp: 2011.04.2

Nonnegative Matrix Factorization for Signal and Data Analytics: Identifiability, Algorithms, and Applications

Nonnegative matrix factorization (NMF) has become a workhorse for signal and data analytics, triggered by its model parsimony and interpretability. Perhaps a bit surprisingly, the understanding to its model identifiability---the major reason behind the interpretability in many applications such as topic mining and hyperspectral imaging---had been rather limited until recent years. Beginning from the 2010s, the identifiability research of NMF has progressed considerably: Many interesting and important results have been discovered by the signal processing (SP) and machine learning (ML) communities. NMF identifiability has a great impact on many aspects in practice, such as ill-posed formulation avoidance and performance-guaranteed algorithm design. On the other hand, there is no tutorial paper that introduces NMF from an identifiability viewpoint. In this paper, we aim at filling this gap by offering a comprehensive and deep tutorial on model identifiability of NMF as well as the connections to algorithms and applications. This tutorial will help researchers and graduate students grasp the essence and insights of NMF, thereby avoiding typical `pitfalls' that are often times due to unidentifiable NMF formulations. This paper will also help practitioners pick/design suitable factorization tools for their own problems.Comment: accepted version, IEEE Signal Processing Magazine; supplementary materials added. Some minor revisions implemente

A Homotopy-based Algorithm for Sparse Multiple Right-hand Sides Nonnegative Least Squares

Nonnegative least squares (NNLS) problems arise in models that rely on additive linear combinations. In particular, they are at the core of nonnegative matrix factorization (NMF) algorithms. The nonnegativity constraint is known to naturally favor sparsity, that is, solutions with few non-zero entries. However, it is often useful to further enhance this sparsity, as it improves the interpretability of the results and helps reducing noise. While the $\ell_0$-"norm", equal to the number of non-zeros entries in a vector, is a natural sparsity measure, its combinatorial nature makes it difficult to use in practical optimization schemes. Most existing approaches thus rely either on its convex surrogate, the $\ell_1$-norm, or on heuristics such as greedy algorithms. In the case of multiple right-hand sides NNLS (MNNLS), which are used within NMF algorithms, sparsity is often enforced column- or row-wise, and the fact that the solution is a matrix is not exploited. In this paper, we first introduce a novel formulation for sparse MNNLS, with a matrix-wise $\ell_0$ sparsity constraint. Then, we present a two-step algorithm to tackle this problem. The first step uses a homotopy algorithm to produce the whole regularization path for all the $\ell_1$-penalized NNLS problems arising in MNNLS, that is, to produce a set of solutions representing different tradeoffs between reconstruction error and sparsity. The second step selects solutions among these paths in order to build a sparsity-constrained matrix that minimizes the reconstruction error. We illustrate the advantages of our proposed algorithm for the unmixing of facial and hyperspectral images.Comment: 20 pages + 7 pages supplementary materia