Algorithms for nonnegative matrix factorization with the beta-divergence

This paper describes algorithms for nonnegative matrix factorization (NMF) with the beta-divergence (beta-NMF). The beta-divergence is a family of cost functions parametrized by a single shape parameter beta that takes the Euclidean distance, the Kullback-Leibler divergence and the Itakura-Saito divergence as special cases (beta = 2,1,0, respectively). The proposed algorithms are based on a surrogate auxiliary function (a local majorization of the criterion function). We first describe a majorization-minimization (MM) algorithm that leads to multiplicative updates, which differ from standard heuristic multiplicative updates by a beta-dependent power exponent. The monotonicity of the heuristic algorithm can however be proven for beta in (0,1) using the proposed auxiliary function. Then we introduce the concept of majorization-equalization (ME) algorithm which produces updates that move along constant level sets of the auxiliary function and lead to larger steps than MM. Simulations on synthetic and real data illustrate the faster convergence of the ME approach. The paper also describes how the proposed algorithms can be adapted to two common variants of NMF : penalized NMF (i.e., when a penalty function of the factors is added to the criterion function) and convex-NMF (when the dictionary is assumed to belong to a known subspace).Comment: \`a para\^itre dans Neural Computatio

Nonlinear Hyperspectral Unmixing With Robust Nonnegative Matrix Factorization

International audienceWe introduce a robust mixing model to describe hyperspectral data resulting from the mixture of several pure spectral signatures. The new model extends the commonly used linear mixing model by introducing an additional term accounting for possible nonlinear effects, that are treated as sparsely distributed additive outliers.With the standard nonnegativity and sum-to-one constraints inherent to spectral unmixing, our model leads to a new form of robust nonnegative matrix factorization with a group-sparse outlier term. The factorization is posed as an optimization problem which is addressed with a block-coordinate descent algorithm involving majorization-minimization updates. Simulation results obtained on synthetic and real data show that the proposed strategy competes with state-of-the-art linear and nonlinear unmixing methods

Hybrid sparse and low-rank time-frequency signal decomposition

International audienceWe propose a new hybrid (or morphological) generative model that decomposes a signal into two (and possibly more) layers. Each layer is a linear combination of localised atoms from a time-frequency dictionary. One layer has a low-rank time-frequency structure while the other as a sparse structure. The time-frequency resolutions of the dictionaries describing each layer may be different. Our contribution builds on the recently introduced Low-Rank Time-Frequency Synthesis (LRTFS) model and proposes an iterative algorithm similar to the popular iterative shrinkage/thresholding algorithm. We illustrate the capacities of the proposed model and estimation procedure on a tonal + transient audio decomposition example. Index Terms— Low-rank time-frequency synthesis, sparse component analysis, hybrid/morphological decom-positions, non-negative matrix factorisation

Robust nonnegative matrix factorization for nonlinear unmixing of hyperspectral images

International audienceThis paper introduces a robust linear model to describe hyperspectral data arising from the mixture of several pure spectral signatures. This new model not only generalizes the commonly used linear mixing model but also allows for possible nonlinear effects to be handled, relying on mild assumptions regarding these nonlinearities. Based on this model, a nonlinear unmixing procedure is proposed. The standard nonnegativity and sum-to-one constraints inherent to spectral unmixing are coupled with a group-sparse constraint imposed on the nonlinearity component. The resulting objective function is minimized using a multiplicative algorithm. Simulation results obtained on synthetic and real data show that the proposed strategy competes with state-of-the-art linear and nonlinear unmixing methods

A majorization-minimization algorithm for nonnegative binary matrix factorization

This paper tackles the problem of decomposing binary data using matrix factorization. We consider the family of mean-parametrized Bernoulli models, a class of generative models that are well suited for modeling binary data and enables interpretability of the factors. We factorize the Bernoulli parameter and consider an additional Beta prior on one of the factors to further improve the model's expressive power. While similar models have been proposed in the literature, they only exploit the Beta prior as a proxy to ensure a valid Bernoulli parameter in a Bayesian setting; in practice it reduces to a uniform or uninformative prior. Besides, estimation in these models has focused on costly Bayesian inference. In this paper, we propose a simple yet very efficient majorization-minimization algorithm for maximum a posteriori estimation. Our approach leverages the Beta prior whose parameters can be tuned to improve performance in matrix completion tasks. Experiments conducted on three public binary datasets show that our approach offers an excellent trade-off between prediction performance, computational complexity, and interpretability

Convex nonnegative matrix factorization with missing data

International audienceConvex nonnegative matrix factorization (CNMF) is a variant of nonnegative matrix factorization (NMF) in which the components are a convex combination of atoms of a known dictionary. In this contribution, we propose to extend CNMF to the case where the data matrix and the dictionary have missing entries. After a formulation of the problem in this context of missing data, we propose a majorization-minimization algorithm for the solving of the optimization problem incurred. Experimental results with synthetic data and audio spectrograms highlight an improvement of the performance of reconstruction with respect to standard NMF. The performance gap is particularly significant when the task of reconstruction becomes arduous, e.g. when the ratio of missing data is high, the noise is steep, or the complexity of data is high

Optimal spectral transportation with application to music transcription

International audienceMany spectral unmixing methods rely on the non-negative decomposition of spectral data onto a dictionary of spectral templates. In particular, state-of-the-art music transcription systems decompose the spectrogram of the input signal onto a dictionary of representative note spectra. The typical measures of fit used to quantify the adequacy of the decomposition compare the data and template entries frequency-wise. As such, small displacements of energy from a frequency bin to another as well as variations of timbre can disproportionally harm the fit. We address these issues by means of optimal transportation and propose a new measure of fit that treats the frequency distributions of energy holistically as opposed to frequency-wise. Building on the harmonic nature of sound, the new measure is invariant to shifts of energy to harmonically-related frequencies, as well as to small and local displacements of energy. Equipped with this new measure of fit, the dictionary of note templates can be considerably simplified to a set of Dirac vectors located at the target fundamental frequencies (musical pitch values). This in turns gives ground to a very fast and simple decomposition algorithm that achieves state-of-the-art performance on real musical data. 1 Context Many of nowadays spectral unmixing techniques rely on non-negative matrix decompositions. This concerns for example hyperspectral remote sensing (with applications in Earth observation, astronomy, chemistry, etc.) or audio signal processing. The spectral sample v n (the spectrum of light observed at a given pixel n, or the audio spectrum in a given time frame n) is decomposed onto a dictionary W of elementary spectral templates, characteristic of pure materials or sound objects, such that v n ≈ Wh n. The composition of sample n can be inferred from the non-negative expansion coefficients h n. This paradigm has led to state-of-the-art results for various tasks (recognition, classification, denoising, separation) in the aforementioned areas, and in particular in music transcription, the central application of this paper. In state-of-the-art music transcription systems, the spectrogram V (with columns v n) of a musical signal is decomposed onto a dictionary of pure notes (in so-called multi-pitch estimation) or chords. V typically consists of (power-)magnitude values of a regular short-time Fourier transform (Smaragdis and Brown, 2003). It may also consists of an audio-specific spectral transform such as the Mel-frequency transform, like in (Vincent et al., 2010), or the Q-constant based transform, like in (Oudre et al., 2011). The success of the transcription system depends of course on the adequacy of the time-frequency transform & the dictionary to represent the data V

A majorization-minimization algorithm for nonnegative binary matrix factorization

International audienceThis paper tackles the problem of decomposing binary data using matrix factorization. We consider the family of mean-parametrized Bernoulli models, a class of generative models that are well suited for modeling binary data and enables interpretability of the factors. We factorize the Bernoulli parameter and consider an additional Beta prior on one of the factors to further improve the model's expressive power. While similar models have been proposed in the literature, they only exploit the Beta prior as a proxy to ensure a valid Bernoulli parameter in a Bayesian setting; in practice it reduces to a uniform or uninformative prior. Besides, estimation in these models has focused on costly Bayesian inference. In this paper, we propose a simple yet very efficient majorization-minimization algorithm for maximum a posteriori estimation. Our approach leverages the Beta prior whose parameters can be tuned to improve performance in matrix completion tasks. Experiments conducted on three public binary datasets show that our approach offers an excellent trade-off between prediction performance, computational complexity, and interpretability