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A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.

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3367100133 · May 202619922001200920172026
48 results for Separable NMF

A new NMF variant tackles underdetermined problems with sparse and separable assumptions.

problem Underdetermined blind source separation, especially multispectral image unmixing.
method Sparse Separable Nonnegative Matrix Factorization (SSNMF) combining separability and sparsity assumptions. Algorithm based on SNPA and sparse nonnegative least squares.
result In noiseless settings, the algorithm recovers true underlying sources.

Nonnegative matrix factorization (NMF) is a linear dimensionality technique for nonnegative data with applications such as image analysis, text mining, audio source separation and hyperspectral unmixing. Given a data matrix MM and a factorization rank rr, NMF looks for a nonnegative matrix WW with rr columns and a …

2019-05-30abs ↗pdf ↗

New method improves source separation using NMF and adversarial learning.

problem Source separation in single channel data.
method Maximum Discrepancy Generative Regularization applied to NMF.
result Improvement in reconstructed signals, especially in weak supervision scenarios.

Generative source separation methods such as non-negative matrix factorization (NMF) or auto-encoders, rely on the assumption of an output probability density. Generative Adversarial Networks (GANs) can learn data distributions without needing a parametric assumption on the output density. We show on a speech source se…

2017-10-30abs ↗pdf ↗

Nonnegative matrix factorization (NMF) has become a widely used tool for the analysis of high-dimensional data as it automatically extracts sparse and meaningful features from a set of nonnegative data vectors. We first illustrate this property of NMF on three applications, in image processing, text mining and hyperspe…

2014-01-21abs ↗pdf ↗

Nonnegative matrix factorization (NMF) factorizes a non-negative matrix into product of two non-negative matrices, namely a signal matrix and a mixing matrix. NMF suffers from the scale and ordering ambiguities. Often, the source signals can be monotonous in nature. For example, in source separation problem, the source…

2015-05-01abs ↗pdf ↗

Non-negative blind source separation (non-negative BSS), which is also referred to as non-negative matrix factorization (NMF), is a very active field in domains as different as astrophysics, audio processing or biomedical signal processing. In this context, the efficient retrieval of the sources requires the use of sig…

2014-07-29abs ↗pdf ↗

A new portfolio method uses NMF for risk budgeting, outperforming classical methods.

problem Portfolio diversification and risk management in crypto and traditional assets.
method Risk factor budgeting using convex Non-negative Matrix Factorization (NMF).
result Our method outperforms classical portfolio allocations in diversification and risk profile.

Nonnegative Matrix Factorization (NMF) has been a popular representation method for pattern classification problem. It tries to decompose a nonnegative matrix of data samples as the product of a nonnegative basic matrix and a nonnegative coefficient matrix, and the coefficient matrix is used as the new representation. …

2013-12-05abs ↗pdf ↗

Considering a mixed signal composed of various audio sources and recorded with a single microphone, we consider on this paper the blind audio source separation problem which consists in isolating and extracting each of the sources. To perform this task, nonnegative matrix factorization (NMF) based on the Kullback-Leibl…

2019-07-04abs ↗pdf ↗

Non-negative matrix factorization is a problem of dimensionality reduction and source separation of data that has been widely used in many fields since it was studied in depth in 1999 by Lee and Seung, including in compression of data, document clustering, processing of audio spectrograms and astronomy. In this work we…

2019-10-31abs ↗pdf ↗

Nonnegative matrix factorization (NMF) has an established reputation as a useful data analysis technique in numerous applications. However, its usage in practical situations is undergoing challenges in recent years. The fundamental factor to this is the increasingly growing size of the datasets available and needed in …

2015-05-18abs ↗pdf ↗

New algorithm provably converges to second-order stationary points in NMF.

problem Understanding convergence to local minima in NMF.
method Multiplicative weight update dynamics, concurrent updates, and simplex reduction.
result Provable convergence to second-order stationary points.

Nonnegative Matrix Factorization (NMF) was first introduced as a low-rank matrix approximation technique, and has enjoyed a wide area of applications. Although NMF does not seem related to the clustering problem at first, it was shown that they are closely linked. In this report, we provide a gentle introduction to clu…

2015-07-12abs ↗pdf ↗

A neural network method determines the latent dimensionality of NMF.

problem Determining the correct number of hidden features (latent dimensionality) in NMF.
method Combining NMFk with an MLP classifier trained on a dataset of matrices with known latent features.
result The MLP classifier in conjunction with NMFk achieves a greater than 95% success rate in determining the correct number of latent features.

Neural NMF discovers hierarchical topics in multilayer data.

problem Detecting latent hierarchical structure in multilayer data.
method Recursive application of nonnegative matrix factorization (NMF) in layers with backpropagation optimization.
result Neural NMF outperforms other hierarchical NMF methods in synthetic and real-world datasets.

The paper introduces MU for NMF with ββ-divergences and disjoint constraints.

problem Nonnegative matrix factorization with constraints.
method Design multiplicative updates for NMF based on ββ-divergences with disjoint constraints.
result Multiplicative updates satisfy constraints and decrease the objective function.

Symmetric nonnegative matrix factorization (NMF), a special but important class of the general NMF, is demonstrated to be useful for data analysis and in particular for various clustering tasks. Unfortunately, designing fast algorithms for Symmetric NMF is not as easy as for the nonsymmetric counterpart, the latter adm…

2018-11-14abs ↗pdf ↗