Tensor factorizations with nonnegativity constraints have found application in analysing data from cyber traffic, social networks, and other areas. We consider application data best described as being generated by a Poisson process e.g. count data, which leads to sparse tensors that can be modelled by sparse factor matrices. In this paper, we investigate efficient techniques for computing an appropriate canonical polyadic tensor factorization based on the Kullback–Leibler divergence function. We propose novel subproblem solvers within the standard alternating block variable approach. Our new methods exploit structure and reformulate the optimization problem as small independent subproblems. We employ bound-constrained Newton and quasi-Newton methods. We compare our algorithms against other codes, demonstrating superior speed for high accuracy results and the ability to quickly find sparse solutions.
Lee and Seung's multiplicative update method @cite_12 @cite_0 @cite_11 is the basis for most NTF algorithms that minimize the K-L divergence function. Chi and Kolda provide an improved multiplicative update scheme for K-L that addresses performance and convergence issues as elements approach zero @cite_9 ; we compare to their method in . By interpreting the K-L divergence as an alternative Csiszar-Tusnady procedure, Zafeiriou and Petrou @cite_48 provide a probabilistic interpretation of NTF along with a new multiplicative update scheme. The multiplicative update is equivalent to a scaled steepest-descent step @cite_7 , so it is a first-order optimization method. Since our method uses second-order information, it allows for convergence to higher accuracy and a better determination of sparsity in the factorization.
@cite_7 @cite_48 @cite_9 @cite_0 @cite_12 @cite_11
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In this paper we study Nonnegative Tensor Factorization (NTF) based on the Kullback---Leibler (KL) divergence as an alternative Csiszar---Tusnady procedure. We propose new update rules for the aforementioned divergence that are based on multiplicative update rules. The proposed algorithms are built on solid theoretical foundations that guarantee that the limit point of the iterative algorithm corresponds to a stationary solution of the optimization procedure. Moreover, we study the convergence properties of the optimization procedure and we present generalized pythagorean rules. Furthermore, we provide clear probabilistic interpretations of these algorithms. Finally, we discuss the connections between generalized Probabilistic Tensor Latent Variable Models (PTLVM) and NTF, proposing in that way algorithms for PTLVM for arbitrary multivariate probabilistic mass functions. Nonnegative matrix factorization (NMF) is useful to find basis information of nonnegative data. Currently, multiplicative updates are a simple and popular way to find the factorization. However, for the common NMF approach of minimizing the Euclidean distance between approximate and true values, no proof has shown that multiplicative updates converge to a stationary point of the NMF optimization problem. Stationarity is important as it is a necessary condition of a local minimum. This paper discusses the difficulty of proving the convergence. We propose slight modifications of existing updates and prove their convergence. Techniques invented in this paper may be applied to prove the convergence for other bound-constrained optimization problems. 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. This paper presents new formulations and algorithms for multichannel extensions of non-negative matrix factorization (NMF). The formulations employ Hermitian positive semidefinite matrices to represent a multichannel version of non-negative elements. Multichannel Euclidean distance and multichannel Itakura-Saito (IS) divergence are defined based on appropriate statistical models utilizing multivariate complex Gaussian distributions. To minimize this distance divergence, efficient optimization algorithms in the form of multiplicative updates are derived by using properly designed auxiliary functions. Two methods are proposed for clustering NMF bases according to the estimated spatial property. Convolutive blind source separation (BSS) is performed by the multichannel extensions of NMF with the clustering mechanism. Experimental results show that 1) the derived multiplicative update rules exhibited good convergence behavior, and 2) BSS tasks for several music sources with two microphones and three instrumental parts were evaluated successfully.