The Diagonalized Newton Algorithm for Nonnegative Matrix Factorization

Non-negative matrix factorization (NMF) has become a popular machine learning approach to many problems in text mining, speech and image processing, bio-informatics and seismic data analysis to name a few. In NMF, a matrix of non-negative data is approximated by the low-rank product of two matrices with non-negative entries. In this paper, the approximation quality is measured by the Kullback-Leibler divergence between the data and its low-rank reconstruction. The existence of the simple multiplicative update (MU) algorithm for computing the matrix factors has contributed to the success of NMF. Despite the availability of algorithms showing faster convergence, MU remains popular due to its simplicity. In this paper, a diagonalized Newton algorithm (DNA) is proposed showing faster convergence while the implementation remains simple and suitable for high-rank problems. The DNA algorithm is applied to various publicly available data sets, showing a substantial speed-up on modern hardware.Comment: 8 pages + references; International Conference on Learning Representations, 201

Regularized Optimal Transport and the Rot Mover's Distance

This paper presents a unified framework for smooth convex regularization of discrete optimal transport problems. In this context, the regularized optimal transport turns out to be equivalent to a matrix nearness problem with respect to Bregman divergences. Our framework thus naturally generalizes a previously proposed regularization based on the Boltzmann-Shannon entropy related to the Kullback-Leibler divergence, and solved with the Sinkhorn-Knopp algorithm. We call the regularized optimal transport distance the rot mover's distance in reference to the classical earth mover's distance. We develop two generic schemes that we respectively call the alternate scaling algorithm and the non-negative alternate scaling algorithm, to compute efficiently the regularized optimal plans depending on whether the domain of the regularizer lies within the non-negative orthant or not. These schemes are based on Dykstra's algorithm with alternate Bregman projections, and further exploit the Newton-Raphson method when applied to separable divergences. We enhance the separable case with a sparse extension to deal with high data dimensions. We also instantiate our proposed framework and discuss the inherent specificities for well-known regularizers and statistical divergences in the machine learning and information geometry communities. Finally, we demonstrate the merits of our methods with experiments using synthetic data to illustrate the effect of different regularizers and penalties on the solutions, as well as real-world data for a pattern recognition application to audio scene classification

Link Prediction via Generalized Coupled Tensor Factorisation

This study deals with the missing link prediction problem: the problem of predicting the existence of missing connections between entities of interest. We address link prediction using coupled analysis of relational datasets represented as heterogeneous data, i.e., datasets in the form of matrices and higher-order tensors. We propose to use an approach based on probabilistic interpretation of tensor factorisation models, i.e., Generalised Coupled Tensor Factorisation, which can simultaneously fit a large class of tensor models to higher-order tensors/matrices with com- mon latent factors using different loss functions. Numerical experiments demonstrate that joint analysis of data from multiple sources via coupled factorisation improves the link prediction performance and the selection of right loss function and tensor model is crucial for accurately predicting missing links

Unsupervised Learning for Monaural Source Separation Using Maximization–Minimization Algorithm with Time–Frequency Deconvolution

This paper presents an unsupervised learning algorithm for sparse nonnegative matrix factor time–frequency deconvolution with optimized fractional β -divergence. The β -divergence is a group of cost functions parametrized by a single parameter β . The Itakura–Saito divergence, Kullback–Leibler divergence and Least Square distance are special cases that correspond to β=0, 1, 2 , respectively. This paper presents a generalized algorithm that uses a flexible range of β that includes fractional values. It describes a maximization–minimization (MM) algorithm leading to the development of a fast convergence multiplicative update algorithm with guaranteed convergence. The proposed model operates in the time–frequency domain and decomposes an information-bearing matrix into two-dimensional deconvolution of factor matrices that represent the spectral dictionary and temporal codes. The deconvolution process has been optimized to yield sparse temporal codes through maximizing the likelihood of the observations. The paper also presents a method to estimate the fractional β value. The method is demonstrated on separating audio mixtures recorded from a single channel. The paper shows that the extraction of the spectral dictionary and temporal codes is significantly more efficient by using the proposed algorithm and subsequently leads to better source separation performance. Experimental tests and comparisons with other factorization methods have been conducted to verify its efficacy

Speech Denoising Using Non-Negative Matrix Factorization with Kullback-Leibler Divergence and Sparseness Constraints

Proceedings of: IberSPEECH 2012 Conference, Madrid, Spain, November 21-23, 2012.A speech denoising method based on Non-Negative Matrix Factorization (NMF) is presented in this paper. With respect to previous related works, this paper makes two contributions. First, our method does not assume a priori knowledge about the nature of the noise. Second, it combines the use of the Kullback-Leibler divergence with sparseness constraints on the activation matrix, improving the performance of similar techniques that minimize the Euclidean distance and/or do not consider any sparsification. We evaluate the proposed method for both, speech enhancement and automatic speech recognitions tasks, and compare it to conventional spectral subtraction, showing improvements in speech quality and recognition accuracy, respectively, for different noisy conditions.This work has been partially supported by the Spanish Government grants TSI-020110-2009-103 and TEC2011-26807.Publicad