Title
Selecting β-divergence for nonnegative matrix factorization by score matching
Abstract
Nonnegative Matrix Factorization (NMF) based on the family of β-divergences has shown to be advantageous in several signal processing and data analysis tasks. However, how to automatically select the best divergence among the family for given data remains unknown. Here we propose a new estimation criterion to resolve the problem of selecting β. Our method inserts the point estimate of factorizing matrices from β-NMF into a Tweedie distribution that underlies β-divergence. Next, we adopt a recent estimation method called Score Matching for β selection in order to overcome the difficulty of calculating the normalizing constant in Tweedie distribution. Our method is tested on both synthetic and real-world data. Experimental results indicate that our selection criterion can accurately estimate β compared to ground truth or established research findings.
Year
DOI
Venue
2012
10.1007/978-3-642-33266-1_52
ICANN (2)
Keywords
Field
DocType
nonnegative matrix factorization,real-world data,recent estimation method,data analysis task,point estimate,selection criterion,method insert,score matching,best divergence,new estimation criterion,tweedie distribution,divergence,estimation
Point estimation,Signal processing,Divergence,Pattern recognition,Matrix (mathematics),Tweedie distribution,Ground truth,Non-negative matrix factorization,Artificial intelligence,Normalizing constant,Mathematics
Conference
Citations 
PageRank 
References 
6
0.45
11
Authors
3
Name
Order
Citations
PageRank
Zhiyun Lu160.45
Zhirong Yang228917.27
Erkki Oja36701797.08