Bi-Objective Nonnegative Matrix Factorization: Linear Versus Kernel-Based Models

Nonnegative matrix factorization (NMF) is a powerful class of feature extraction techniques that has been successfully applied in many fields, namely in signal and image processing. Current NMF techniques have been limited to a single-objective problem in either its linear or nonlinear kernel-based formulation. In this paper, we propose to revisit the NMF as a multi-objective problem, in particular a bi-objective one, where the objective functions defined in both input and feature spaces are taken into account. By taking the advantage of the sum-weighted method from the literature of multi-objective optimization, the proposed bi-objective NMF determines a set of nondominated, Pareto optimal, solutions instead of a single optimal decomposition. Moreover, the corresponding Pareto front is studied and approximated. Experimental results on unmixing real hyperspectral images confirm the efficiency of the proposed bi-objective NMF compared with the state-of-the-art methods

Fast Conical Hull Algorithms for Near-separable Non-negative Matrix Factorization

The separability assumption (Donoho & Stodden, 2003; Arora et al., 2012) turns non-negative matrix factorization (NMF) into a tractable problem. Recently, a new class of provably-correct NMF algorithms have emerged under this assumption. In this paper, we reformulate the separable NMF problem as that of finding the extreme rays of the conical hull of a finite set of vectors. From this geometric perspective, we derive new separable NMF algorithms that are highly scalable and empirically noise robust, and have several other favorable properties in relation to existing methods. A parallel implementation of our algorithm demonstrates high scalability on shared- and distributed-memory machines.Comment: 15 pages, 6 figure

Autoregressive Kernels For Time Series

We propose in this work a new family of kernels for variable-length time series. Our work builds upon the vector autoregressive (VAR) model for multivariate stochastic processes: given a multivariate time series x, we consider the likelihood function p_{\theta}(x) of different parameters \theta in the VAR model as features to describe x. To compare two time series x and x', we form the product of their features p_{\theta}(x) p_{\theta}(x') which is integrated out w.r.t \theta using a matrix normal-inverse Wishart prior. Among other properties, this kernel can be easily computed when the dimension d of the time series is much larger than the lengths of the considered time series x and x'. It can also be generalized to time series taking values in arbitrary state spaces, as long as the state space itself is endowed with a kernel \kappa. In that case, the kernel between x and x' is a a function of the Gram matrices produced by \kappa on observations and subsequences of observations enumerated in x and x'. We describe a computationally efficient implementation of this generalization that uses low-rank matrix factorization techniques. These kernels are compared to other known kernels using a set of benchmark classification tasks carried out with support vector machines

Non-Negative Tensor Factorization Applied to Music Genre Classification

Music genre classification techniques are typically applied to the data matrix whose columns are the feature vectors extracted from music recordings. In this paper, a feature vector is extracted using a texture window of one sec, which enables the representation of any 30 sec long music recording as a time sequence of feature vectors, thus yielding a feature matrix. Consequently, by stacking the feature matrices associated to any dataset recordings, a tensor is created, a fact which necessitates studying music genre classification using tensors. First, a novel algorithm for non-negative tensor factorization (NTF) is derived that extends the non-negative matrix factorization. Several variants of the NTF algorithm emerge by employing different cost functions from the class of Bregman divergences. Second, a novel supervised NTF classifier is proposed, which trains a basis for each class separately and employs basis orthogonalization. A variety of spectral, temporal, perceptual, energy, and pitch descriptors is extracted from 1000 recordings of the GTZAN dataset, which are distributed across 10 genre classes. The NTF classifier performance is compared against that of the multilayer perceptron and the support vector machines by applying a stratified 10-fold cross validation. A genre classification accuracy of 78.9% is reported for the NTF classifier demonstrating the superiority of the aforementioned multilinear classifier over several data matrix-based state-of-the-art classifiers