Non-negative matrix factorization (NMF) minimizes the euclidean distance between the data matrix and its low rank approximation, and it fails when applied to corrupted data because the loss function is sensitive to outliers. In this paper, we propose a Truncated CauchyNMF loss that handle outliers by truncating large errors, and develop a Truncated CauchyNMF to robustly learn the subspace on noisy datasets contaminated by outliers. We theoretically analyze the robustness of Truncated CauchyNMF comparing with the competing models and theoretically prove that Truncated CauchyNMF has a generalization bound which converges at a rate of order @math , where @math is the sample size. We evaluate Truncated CauchyNMF by image clustering on both simulated and real datasets. The experimental results on the datasets containing gross corruptions validate the effectiveness and robustness of Truncated CauchyNMF for learning robust subspaces.
Zhang . @cite_17 assumed that the dataset contains both Laplace distributed noise and Gaussian distributed noise and proposed an @math -norm regularized Robust NMF (RNMF- @math ) as follows: @math , where @math is a positive constant that trades off the sparsity of @math . Similar to @math -NMF, RNMF- @math is also less sensitive to outliers than NMF, but they are both non-robust to large numbers of outliers because the @math -minimization model has a low breakdown point. Moreover, it is non-trivial to determine the tradeoff parameter @math .
@cite_17
2464779257 2170293972 2950162031 2118375674 2962892300 2039844283 2026034143 2076566842 2022712430 2952779762 1594523130 2135029798 2121281940 1605774499 2492899067 1521197246 1486249389 2507211415 1504886279 2155723880
The Noisy Non-negative Matrix factorization (NMF) is: given a data matrix A (d × n), find non-negative matrices B, C (d × k, k × n respy.) so that A = BC + N, where N is a noise matrix. Existing polynomial time algorithms with proven error guarantees require each column N.,j to have l1 norm much smaller than ||(BC).,j||1, which could be very restrictive. In important applications of NMF such as Topic Modeling as well as theoretical noise models (eg. Gaussian with high σ), almost every column of N.j violates this condition. We introduce the heavy noise model which only requires the average noise over large subsets of columns to be small. We initiate a study of Noisy NMF under the heavy noise model. We show that our noise model subsumes noise models of theoretical and practical interest (for eg. Gaussian noise of maximum possible σ). We then devise an algorithm TSVDNMF which under certain assumptions on B,C, solves the problem under heavy noise. Our error guarantees match those of previous algorithms. Our running time of O((n + d)2k) is substantially better than the O(n3d) for the previous best. Our assumption on B is weaker than the "Separability" assumption made by all previous results. We provide empirical justification for our assumptions on C. We also provide the first proof of identifiability (uniqueness of B) for noisy NMF which is not based on separability and does not use hard to check geometric conditions. Our algorithm outperforms earlier polynomial time algorithms both in time and error, particularly in the presence of high noise. Non-negative matrix factorization (NMF), i.e. V ap WH where both V, W and H are non-negative has become a widely used blind source separation technique due to its part based representation. The NMF decomposition is not in general unique and a part based representation not guaranteed. However, imposing sparseness both improves the uniqueness of the decomposition and favors part based representation. Sparseness in the form of attaining as many zero elements in the solution as possible is appealing from a conceptional point of view and corresponds to minimizing reconstruction error with an L0 norm constraint. In general, solving for a given L0 norm is an NP hard problem thus convex relaxation to regularization by the L1 norm is often considered, i.e., minimizing (1 2||V - WH||F 2 + lambda||H||1).An open problem is to control the degree of sparsity lambda imposed. We here demonstrate that a full regularization path for the L1 norm regularized least squares NMF for fixed W can be calculated at the cost of an ordinary least squares solution based on a modification of the least angle regression and selection (LARS) algorithm forming a non-negativity constrained LARS (NLARS). With the full regularization path, the L1 regularization strength lambda that best approximates a given L0 can be directly accessed and in effect used to control the sparsity of H. The MATLAB code for the NLARS algorithm is available for download. We investigate the clustering performances of the relaxed @math means in the setting of sub-Gaussian Mixture Model (sGMM) and Stochastic Block Model (SBM). After identifying the appropriate signal-to-noise ratio (SNR), we prove that the misclassification error decay exponentially fast with respect to this SNR. These partial recovery bounds for the relaxed @math means improve upon results currently known in the sGMM setting. In the SBM setting, applying the relaxed @math means SDP allows to handle general connection probabilities whereas other SDPs investigated in the literature are restricted to the assortative case (where within group probabilities are larger than between group probabilities). Again, this partial recovery bound complements the state-of-the-art results. All together, these results put forward the versatility of the relaxed @math means. Non-negative matrix factorization (NMF) is a recently popularized technique for learning parts-based, linear representations of non-negative data. The traditional NMF is optimized under the Gaussian noise or Poisson noise assumption, and hence not suitable if the data are grossly corrupted. To improve the robustness of NMF, a novel algorithm named robust nonnegative matrix factorization (RNMF) is proposed in this paper. We assume that some entries of the data matrix may be arbitrarily corrupted, but the corruption is sparse. RNMF decomposes the non-negative data matrix as the summation of one sparse error matrix and the product of two non-negative matrices. An efficient iterative approach is developed to solve the optimization problem of RNMF. We present experimental results on two face databases to verify the effectiveness of the proposed method. Generative moment matching network (GMMN) is a deep generative model that differs from Generative Adversarial Network (GAN) by replacing the discriminator in GAN with a two-sample test based on kernel maximum mean discrepancy (MMD). Although some theoretical guarantees of MMD have been studied, the empirical performance of GMMN is still not as competitive as that of GAN on challenging and large benchmark datasets. The computational efficiency of GMMN is also less desirable in comparison with GAN, partially due to its requirement for a rather large batch size during the training. In this paper, we propose to improve both the model expressiveness of GMMN and its computational efficiency by introducing adversarial kernel learning techniques, as the replacement of a fixed Gaussian kernel in the original GMMN. The new approach combines the key ideas in both GMMN and GAN, hence we name it MMD-GAN. The new distance measure in MMD-GAN is a meaningful loss that enjoys the advantage of weak @math topology and can be optimized via gradient descent with relatively small batch sizes. In our evaluation on multiple benchmark datasets, including MNIST, CIFAR-10, CelebA and LSUN, the performance of MMD-GAN significantly outperforms GMMN, and is competitive with other representative GAN works. This letter presents theoretical, algorithmic, and experimental results about nonnegative matrix factorization (NMF) with the Itakura-Saito (IS) divergence. We describe how IS-NMF is underlaid by a well-defined statistical model of superimposed gaussian components and is equivalent to maximum likelihood estimation of variance parameters. This setting can accommodate regularization constraints on the factors through Bayesian priors. In particular, inverse-gamma and gamma Markov chain priors are considered in this work. Estimation can be carried out using a space-alternating generalized expectation-maximization (SAGE) algorithm; this leads to a novel type of NMF algorithm, whose convergence to a stationary point of the IS cost function is guaranteed. We also discuss the links between the IS divergence and other cost functions used in NMF, in particular, the Euclidean distance and the generalized Kullback-Leibler (KL) divergence. As such, we describe how IS-NMF can also be performed using a gradient multiplicative algorithm (a standard algorithm structure in NMF) whose convergence is observed in practice, though not proven. Finally, we report a furnished experimental comparative study of Euclidean-NMF, KL-NMF, and IS-NMF algorithms applied to the power spectrogram of a short piano sequence recorded in real conditions, with various initializations and model orders. Then we show how IS-NMF can successfully be employed for denoising and upmix (mono to stereo conversion) of an original piece of early jazz music. These experiments indicate that IS-NMF correctly captures the semantics of audio and is better suited to the representation of music signals than NMF with the usual Euclidean and KL costs. Nonnegative matrix factorization (NMF) and its extensions such as Nonnegative Tensor Factorization (NTF) have become prominent techniques for blind sources separation (BSS), analysis of image databases, data mining and other information retrieval and clustering applications. In this paper we propose a family of efficient algorithms for NMF NTF, as well as sparse nonnegative coding and representation, that has many potential applications in computational neuroscience, multi-sensory processing, compressed sensing and multidimensional data analysis. We have developed a class of optimized local algorithms which are referred to as Hierarchical Alternating Least Squares (HALS) algorithms. For these purposes, we have performed sequential constrained minimization on a set of squared Euclidean distances. We then extend this approach to robust cost functions using the alpha and beta divergences and derive flexible update rules. Our algorithms are locally stable and work well for NMF-based blind source separation (BSS) not only for the over-determined case but also for an under-determined (over-complete) case (i.e., for a system which has less sensors than sources) if data are sufficiently sparse. The NMF learning rules are extended and generalized for N-th order nonnegative tensor factorization (NTF). Moreover, these algorithms can be tuned to different noise statistics by adjusting a single parameter. Extensive experimental results confirm the accuracy and computational performance of the developed algorithms, especially, with usage of multi-layer hierarchical NMF approach [3]. Nonnegative matrix factorization (NMF) determines a lower rank approximation of a matrix @math where an integer @math is given and nonnegativity is imposed on all components of the factors @math and @math . NMF has attracted much attention for over a decade and has been successfully applied to numerous data analysis problems. In applications where the components of the data are necessarily nonnegative, such as chemical concentrations in experimental results or pixels in digital images, NMF provides a more relevant interpretation of the results since it gives nonsubtractive combinations of nonnegative basis vectors. In this paper, we introduce an algorithm for NMF based on alternating nonnegativity constrained least squares (NMF ANLS) and the active set-based fast algorithm for nonnegativity constrained least squares with multiple right-hand side vectors, and we discuss its convergence properties and a rigorous convergence criterion based on the Karush-Kuhn-Tucker (KKT) conditions. In addition, we also describe algorithms for sparse NMFs and regularized NMF. We show how we impose a sparsity constraint on one of the factors by @math -norm minimization and discuss its convergence properties. Our algorithms are compared to other commonly used NMF algorithms in the literature on several test data sets in terms of their convergence behavior. Nonnegative Matrix Factorization (NMF) is an effective dimension reduction method for non-negative dyadic data, and has proven to be useful in many areas, such as text mining, bioinformatics and image processing. NMF is usually formulated as a constrained non-convex optimization problem, and many algorithms have been developed for solving it. Recently, a coordinate descent method, called FastHals, has been proposed to solve least squares NMF and is regarded as one of the state-of-the-art techniques for the problem. In this paper, we first show that FastHals has an inefficiency in that it uses a cyclic coordinate descent scheme and thus, performs unneeded descent steps on unimportant variables. We then present a variable selection scheme that uses the gradient of the objective function to arrive at a new coordinate descent method. Our new method is considerably faster in practice and we show that it has theoretical convergence guarantees. Moreover when the solution is sparse, as is often the case in real applications, our new method benefits by selecting important variables to update more often, thus resulting in higher speed. As an example, on a text dataset RCV1, our method is 7 times faster than FastHals, and more than 15 times faster when the sparsity is increased by adding an L1 penalty. We also develop new coordinate descent methods when error in NMF is measured by KL-divergence by applying the Newton method to solve the one-variable sub-problems. Experiments indicate that our algorithm for minimizing the KL-divergence is faster than the Lee & Seung multiplicative rule by a factor of 10 on the CBCL image dataset. The separability assumption (Donoho & Stodden, 2003; , 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. In the paper we present new Alternating Least Squares (ALS) algorithms for Nonnegative Matrix Factorization (NMF) and their extensions to 3D Nonnegative Tensor Factorization (NTF) that are robust in the presence of noise and have many potential applications, including multi-way Blind Source Separation (BSS), multi-sensory or multi-dimensional data analysis, and nonnegative neural sparse coding. We propose to use local cost functions whose simultaneous or sequential (one by one) minimization leads to a very simple ALS algorithm which works under some sparsity constraints both for an under-determined (a system which has less sensors than sources) and overdetermined model. The extensive experimental results confirm the validity and high performance of the developed algorithms, especially with usage of the multi-layer hierarchical NMF. Extension of the proposed algorithm to multidimensional Sparse Component Analysis and Smooth Component Analysis is also proposed. Non-negative matrix factorization (NMF) has previously been shown to be a useful decomposition for multivariate data. Two different multiplicative algorithms for NMF are analyzed. They differ only slightly in the multiplicative factor used in the update rules. One algorithm can be shown to minimize the conventional least squares error while the other minimizes the generalized Kullback-Leibler divergence. The monotonic convergence of both algorithms can be proven using an auxiliary function analogous to that used for proving convergence of the Expectation-Maximization algorithm. The algorithms can also be interpreted as diagonally rescaled gradient descent, where the rescaling factor is optimally chosen to ensure convergence. Nonnegative matrix factorization (NMF) has become a popular dimension-reduction method and has been widely applied to image processing and pattern recognition problems. However, conventional NMF learning methods require the entire dataset to reside in the memory and thus cannot be applied to large-scale or streaming datasets. In this paper, we propose an efficient online RSA-NMF algorithm (OR-NMF) that learns NMF in an incremental fashion and thus solves this problem. In particular, OR-NMF receives one sample or a chunk of samples per step and updates the bases via robust stochastic approximation. Benefitting from the smartly chosen learning rate and averaging technique, OR-NMF converges at the rate of in each update of the bases. Furthermore, we prove that OR-NMF almost surely converges to a local optimal solution by using the quasi-martingale. By using a buffering strategy, we keep both the time and space complexities of one step of the OR-NMF constant and make OR-NMF suitable for large-scale or streaming datasets. Preliminary experimental results on real-world datasets show that OR-NMF outperforms the existing online NMF (ONMF) algorithms in terms of efficiency. Experimental results of face recognition and image annotation on public datasets confirm the effectiveness of OR-NMF compared with the existing ONMF algorithms. Non-negative Matrix Factorisation (NMF) based algorithms have found application in monaural audio source separation due to their ability to factorize audio spectrogram into additive part-based basis functions, which typically corresponds to individual notes or chords in music. These separated basis functions are usually greater in number than the active sources, hence clustering is needed for individual source signal synthesis. Although, many attempts have been made to improve the clustering of the basis functions to sources, much research is still required in this area. Recently, Shifted NMF based methods have been proposed as a means to avoid clustering these pitched basis functions to sources. However, the Shifted NMF algorithm uses a log-frequency spectrogram with a xed number of frequency bins per octave which compromises the quality of separated sources.We show that by replacing the method used to calculate the log-frequency spectrogram with a recently proposed invertible Constant Q Transform (CQT), we can considerably improve the separation quality of the individual sound signals. Many computer vision problems can be posed as learning a low-dimensional subspace from high dimensional data. The low rank matrix factorization (LRMF) represents a commonly utilized subspace learning strategy. Most of the current LRMF techniques are constructed on the optimization problem using L_1 norm and L_2 norm, which mainly deal with Laplacian and Gaussian noise, respectively. To make LRMF capable of adapting more complex noise, this paper proposes a new LRMF model by assuming noise as Mixture of Exponential Power (MoEP) distributions and proposes a penalized MoEP model by combining the penalized likelihood method with MoEP distributions. Such setting facilitates the learned LRMF model capable of automatically fitting the real noise through MoEP distributions. Each component in this mixture is adapted from a series of preliminary super-or sub-Gaussian candidates. An Expectation Maximization (EM) algorithm is also designed to infer the parameters involved in the proposed PMoEP model. The advantage of our method is demonstrated by extensive experiments on synthetic data, face modeling and hyperspectral image restoration. We study a statistical model for the tensor principal component analysis problem introduced by Montanari and Richard: Given a order- @math tensor @math of the form @math , where @math is a signal-to-noise ratio, @math is a unit vector, and @math is a random noise tensor, the goal is to recover the planted vector @math . For the case that @math has iid standard Gaussian entries, we give an efficient algorithm to recover @math whenever @math , and certify that the recovered vector is close to a maximum likelihood estimator, all with high probability over the random choice of @math . The previous best algorithms with provable guarantees required @math . In the regime @math , natural tensor-unfolding-based spectral relaxations for the underlying optimization problem break down (in the sense that their integrality gap is large). To go beyond this barrier, we use convex relaxations based on the sum-of-squares method. Our recovery algorithm proceeds by rounding a degree- @math sum-of-squares relaxations of the maximum-likelihood-estimation problem for the statistical model. To complement our algorithmic results, we show that degree- @math sum-of-squares relaxations break down for @math , which demonstrates that improving our current guarantees (by more than logarithmic factors) would require new techniques or might even be intractable. Finally, we show how to exploit additional problem structure in order to solve our sum-of-squares relaxations, up to some approximation, very efficiently. Our fastest algorithm runs in nearly-linear time using shifted (matrix) power iteration and has similar guarantees as above. The analysis of this algorithm also confirms a variant of a conjecture of Montanari and Richard about singular vectors of tensor unfoldings. Given @math noisy samples with @math dimensions, where @math , we show that the multi-step thresholding procedure based on the Lasso -- we call it the Thresholded Lasso , can accurately estimate a sparse vector @math in a linear model @math , where @math is a design matrix normalized to have column @math norm @math , and @math . We show that under the restricted eigenvalue (RE) condition (Bickel-Ritov-Tsybakov 09), it is possible to achieve the @math loss within a logarithmic factor of the ideal mean square error one would achieve with an oracle while selecting a sufficiently sparse model -- hence achieving sparse oracle inequalities ; the oracle would supply perfect information about which coordinates are non-zero and which are above the noise level. In some sense, the Thresholded Lasso recovers the choices that would have been made by the @math penalized least squares estimators, in that it selects a sufficiently sparse model without sacrificing the accuracy in estimating @math and in predicting @math . We also show for the Gauss-Dantzig selector (Cand e s-Tao 07), if @math obeys a uniform uncertainty principle and if the true parameter is sufficiently sparse, one will achieve the sparse oracle inequalities as above, while allowing at most @math irrelevant variables in the model in the worst case, where @math is the smallest integer such that for @math , @math . Our simulation results on the Thresholded Lasso match our theoretical analysis excellently. Abstract Image denoising algorithms are evaluated using images corrupted by artificial noise, which may lead to incorrect conclusions about their performances on real noise. In this paper we introduce a dataset of color images corrupted by natural noise due to low-light conditions, together with spatially and intensity-aligned low noise images of the same scenes. We also introduce a method for estimating the true noise level in our images, since even the low noise images contain small amounts of noise. We evaluate the accuracy of our noise estimation method on real and artificial noise, and investigate the Poisson-Gaussian noise model. Finally, we use our dataset to evaluate six denoising algorithms: Active Random Field, BM3D, Bilevel-MRF, Multi-Layer Perceptron, and two versions of NL-means. We show that while the Multi-Layer Perceptron, Bilevel-MRF, and NL-means with soft threshold outperform BM3D on gray images with synthetic noise, they lag behind on our dataset. Nonnegative matrix factorization (NMF) provides a lower rank approximation of a nonnegative matrix, and has been successfully used as a clustering method. In this paper, we offer some conceptual understanding for the capabilities and shortcomings of NMF as a clustering method. Then, we propose Symmetric NMF (SymNMF) as a general framework for graph clustering, which inherits the advantages of NMF by enforcing nonnegativity on the clustering assignment matrix. Unlike NMF, however, SymNMF is based on a similarity measure between data points, and factorizes a symmetric matrix containing pairwise similarity values (not necessarily nonnegative). We compare SymNMF with the widely-used spectral clustering methods, and give an intuitive explanation of why SymNMF captures the cluster structure embedded in the graph representation more naturally. In addition, we develop a Newton-like algorithm that exploits second-order information efficiently, so as to show the feasibility of SymNMF as a practical framework for graph clustering. Our experiments on artificial graph data, text data, and image data demonstrate the substantially enhanced clustering quality of SymNMF over spectral clustering and NMF. Therefore, SymNMF is able to achieve better clustering results on both linear and nonlinear manifolds, and serves as a potential basis for many extensions The paper studies average consensus with random topologies (intermittent links) and noisy channels. Consensus with noise in the network links leads to the bias-variance dilemma-running consensus for long reduces the bias of the final average estimate but increases its variance. We present two different compromises to this tradeoff: the A-ND algorithm modifies conventional consensus by forcing the weights to satisfy a persistence condition (slowly decaying to zero;) and the A-NC algorithm where the weights are constant but consensus is run for a fixed number of iterations [^(iota)], then it is restarted and rerun for a total of [^(p)] runs, and at the end averages the final states of the [^(p)] runs (Monte Carlo averaging). We use controlled Markov processes and stochastic approximation arguments to prove almost sure convergence of A-ND to a finite consensus limit and compute explicitly the mean square error (mse) (variance) of the consensus limit. We show that A-ND represents the best of both worlds-zero bias and low variance-at the cost of a slow convergence rate; rescaling the weights balances the variance versus the rate of bias reduction (convergence rate). In contrast, A-NC, because of its constant weights, converges fast but presents a different bias-variance tradeoff. For the same number of iterations [^(iota)][^(p)] , shorter runs (smaller [^(iota)] ) lead to high bias but smaller variance (larger number [^(p)] of runs to average over.) For a static nonrandom network with Gaussian noise, we compute the optimal gain for A-NC to reach in the shortest number of iterations [^(iota)][^(p)] , with high probability (1-delta), (epsiv, delta)-consensus (epsiv residual bias). Our results hold under fairly general assumptions on the random link failures and communication noise.