Csiszár’s Divergences for Non-negative Matrix Factorization: Family of New Algorithms

  • Andrzej Cichocki
  • Rafal Zdunek
  • Shun-ichi Amari
Conference paper

DOI: 10.1007/11679363_5

Part of the Lecture Notes in Computer Science book series (LNCS, volume 3889)
Cite this paper as:
Cichocki A., Zdunek R., Amari S. (2006) Csiszár’s Divergences for Non-negative Matrix Factorization: Family of New Algorithms. In: Rosca J., Erdogmus D., Príncipe J.C., Haykin S. (eds) Independent Component Analysis and Blind Signal Separation. ICA 2006. Lecture Notes in Computer Science, vol 3889. Springer, Berlin, Heidelberg

Abstract

In this paper we discus a wide class of loss (cost) functions for non-negative matrix factorization (NMF) and derive several novel algorithms with improved efficiency and robustness to noise and outliers. We review several approaches which allow us to obtain generalized forms of multiplicative NMF algorithms and unify some existing algorithms. We give also the flexible and relaxed form of the NMF algorithms to increase convergence speed and impose some desired constraints such as sparsity and smoothness of components. Moreover, the effects of various regularization terms and constraints are clearly shown. The scope of these results is vast since the proposed generalized divergence functions include quite large number of useful loss functions such as the squared Euclidean distance,Kulback-Leibler divergence, Itakura-Saito, Hellinger, Pearson’s chi-square, and Neyman’s chi-square distances, etc. We have applied successfully the developed algorithms to blind (or semi blind) source separation (BSS) where sources can be generally statistically dependent, however they satisfy some other conditions or additional constraints such as nonnegativity, sparsity and/or smoothness.

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Copyright information

© Springer-Verlag Berlin Heidelberg 2006

Authors and Affiliations

  • Andrzej Cichocki
    • 1
  • Rafal Zdunek
    • 1
  • Shun-ichi Amari
    • 2
  1. 1.Laboratory for Advanced Brain Signal Processing 
  2. 2.Laboratory for Mathematical NeuroscienceRIKEN BSIWako-shiJapan

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