Showing posts with label NMF. Show all posts
Showing posts with label NMF. Show all posts

Wednesday, July 15, 2015

Intersecting Faces: Non-negative Matrix Factorization With New Guarantees

The search for reasons as to why NMF works continues as witnessed today in the following preprint:



Intersecting Faces: Non-negative Matrix Factorization With New Guarantees  by  Rong Ge, James Zou

Non-negative matrix factorization (NMF) is a natural model of admixture and is widely used in science and engineering. A plethora of algorithms have been developed to tackle NMF, but due to the non-convex nature of the problem, there is little guarantee on how well these methods work. Recently a surge of research have focused on a very restricted class of NMFs, called separable NMF, where provably correct algorithms have been developed. In this paper, we propose the notion of subset-separable NMF, which substantially generalizes the property of separability. We show that subset-separability is a natural necessary condition for the factorization to be unique or to have minimum volume. We developed the Face-Intersect algorithm which provably and efficiently solves subset-separable NMF under natural conditions, and we prove that our algorithm is robust to small noise. We explored the performance of Face-Intersect on simulations and discuss settings where it empirically outperformed the state-of-art methods. Our work is a step towards finding provably correct algorithms that solve large classes of NMF problems.
 
 
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Monday, May 25, 2015

Compressed Nonnegative Matrix Factorization is Fast and Accurate - implementation -


Compressed Nonnegative Matrix Factorization is Fast and Accurate by Mariano Tepper, Guillermo Sapiro

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 the information sciences. To address this, in this work we propose to use structured random compression, that is, random projections that exploit the data structure, for two NMF variants: classical and separable. In separable NMF (SNMF) the left factors are a subset of the columns of the input matrix. We present suitable formulations for each problem, dealing with different representative algorithms within each one. We show that the resulting compressed techniques are faster than their uncompressed variants, vastly reduce memory demands, and do not encompass any significant deterioration in performance. The proposed structured random projections for SNMF allow to deal with arbitrarily shaped large matrices, beyond the standard limit of tall-and-skinny matrices, granting access to very efficient computations in this general setting. We accompany the algorithmic presentation with theoretical foundations and numerous and diverse examples, showing the suitability of the proposed approaches.
of note:

It is well studied that Gaussian projection preserves the l`2 norm [e.g.,14,and references therein]. However, our extensive experiments show that structured random compression achieves better performance than Gaussian compression. Intuitively, Gaussian compression is a general data-agnostic tool, whereas structured compression uses information from the matrix (an analogous of training). Theoretical research is needed to fully justify thisperformance gap

In particular this is quite obvious that gaussian projections do seem to get the same results


but then again, it may be because not enough gaussian projections were used. Anyway, an implementation is on Mariano Tepper's code page: http://www.marianotepper.com.ar/research/cnmf

 
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Sunday, August 03, 2014

Kernel nonnegative matrix factorization without the curse of the pre-image

This is interesting: Kernel nonnegative matrix factorization without the curse of the pre-image by Fei Zhu, Paul Honeine, Maya Kallas
The nonnegative matrix factorization (NMF) is widely used in signal and image processing, including bio-informatics, blind source separation and hyperspectral image analysis in remote sensing. A great challenge arises when dealing with a nonlinear formulation of the NMF. Within the framework of kernel machines, the models suggested in the literature do not allow the representation of the factorization matrices, which is a fallout of the curse of the pre-image. In this paper, we propose a novel kernel-based model for the NMF that does not suffer from the pre-image problem, by investigating the estimation of the factorization matrices directly in the input space. For different kernel functions, we describe two schemes for iterative algorithms: an additive update rule based on a gradient descent scheme and a multiplicative update rule in the same spirit as in the Lee and Seung algorithm. Within the proposed framework, we develop several extensions to incorporate constraints, including sparseness, smoothness, and spatial regularization with a total-variation-like penalty. The effectiveness of the proposed method is demonstrated with the problem of unmixing hyperspectral images, using well-known real images and results with state-of-the-art techniques.
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Tuesday, June 24, 2014

Enhancing Pure-Pixel Identification Performance via Preconditioning - implementation -

As you probably recall, NMF has really found the beginning of a theoretical understanding only recently and that understanding hinges on the ability to find "pure pixels" in hyperspectral parlance: i.e. pixels that have only one elemental signature. Here is a way to find those pure pixels :



In this paper, we analyze different preconditionings designed to enhance robustness of pure-pixel search algorithms, which are used for blind hyperspectral unmixing and which are equivalent to near-separable nonnegative matrix factorization algorithms. Our analysis focuses on the successive projection algorithm (SPA), a simple, efficient and provably robust algorithm in the pure-pixel algorithm class. Recently, a provably robust preconditioning was proposed by Gillis and Vavasis (arXiv:1310.2273) which requires the resolution of a semidefinite program (SDP) to find a data points-enclosing minimum volume ellipsoid. Since solving the SDP in high precisions can be time consuming, we generalize the robustness analysis to approximate solutions of the SDP, that is, solutions whose objective function values are some multiplicative factors away from the optimal value. It is shown that a high accuracy solution is not crucial for robustness, which paves the way for faster preconditionings (e.g., based on first-order optimization methods). This first contribution also allows us to provide a robustness analysis for two other preconditionings. The first one is pre-whitening, which can be interpreted as an optimal solution of the same SDP with additional constraints. We analyze robustness of pre-whitening which allows us to characterize situations in which it performs competitively with the SDP-based preconditioning. The second one is based on SPA itself and can be interpreted as an optimal solution of a relaxation of the SDP. It is extremely fast while competing with the SDP-based preconditioning on several synthetic data sets.



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Monday, May 19, 2014

Random Projections for Non-negative Matrix Factorization


Non-negative matrix factorization (NMF) is a widely used tool for exploratory data analysis in many disciplines. In this paper, we describe an approach to NMF based on random projections and give a geometric analysis of a prototypical algorithm. Our main result shows the proto-algorithm requires κ¯klogk optimizations to find all the extreme columns of the matrix, where k is the number of extreme columns, and κ¯ is a geometric condition number. We show empirically that the proto-algorithm is robust to noise and well-suited to modern distributed computing architectures.
I note from the conclusion

...A third benefi t is that the approach gives interpretable results even when the matrix is not separable. When the matrix is not separable, the approach no longer gives the (minimum non-negative rank) NMF. However, the geometric interpretation remains valid and the approach gives non-negative factors U and V such that the columns of U are the extreme rays of a polyhedral cone that contains most of the columns of X....
If you recall a matrix is separable when at least one column represent a pure component. This has a clear interpretation when performing hyperspectral imaging. This is also interesting if the PSF of your imaging system is random. I wonder if I should add it to the Advanced Matrix Factorization Jungle page as an implementation is not there but then again, the implementation seems "simple" enough. An earlier implementation of NMF is XRAY was featured in: Fast Conical Hull Algorithms for Near-separable Non-negative Matrix Factorization by Abhishek Kumar, Vikas Sindhwani, Prabhanjan Kambadur

The separability assumption (Donoho & Stodden, 2003; Arora et al., 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.


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Thursday, March 06, 2014

Scalable methods for nonnegative matrix factorizations of near-separable tall-and-skinny matrices - implementation -



Numerous algorithms are used for nonnegative matrix factorization under the assumption that the matrix is nearly separable. In this paper, we show how to make these algorithms efficient for data matrices that have many more rows than columns, so-called "tall-and-skinny matrices". One key component to these improved methods is an orthogonal matrix transformation that preserves the separability of the NMF problem. Our final methods need a single pass over the data matrix and are suitable for streaming, multi-core, and MapReduce architectures. We demonstrate the efficacy of these algorithms on terabyte-sized synthetic matrices and real-world matrices from scientific computing and bioinformatics.
The attendant implementation is here.

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Wednesday, January 22, 2014

The Why and How of Nonnegative Matrix Factorization


Nicolas Gillis has been one of the people who has tried to make mathematical sense as to why an empirical matrix factorization has been so successful for the past 14 years. His latest arxiv preprint (see below) provides some perspectives on where we are in that respect. It is no secret that every paper using nonnegative matrix factorization has produced its own version of the NMF decomposition in some way or another. To call the ensemble a zoo would be, at the very least, charitable. I personally decided to call it a jungle. This sentiment of being lost in the jungle has had a curious side effect: the cannibalization of the semantics used for matrix factorization. Indeed, in many people's mind, Matrix Factorization and NMF hae become one and the same. This is a situation not unlike the one we faced in compressive sensing with the myriad of sparsity seeking solvers. In turn, this issue of being easily lost led me to write this blog entry pointing to a solution: If there is revolution in rank minimization and nobody hears about it, is this a revolution ? or this one. The remedy to this state of affairs in compressive sensing has been to use the "acid test" of the universal phase transitions. One can expect that at some point in time we'll surely get there with NMF as well. Without further due, here is the paper: The Why and How of Nonnegative Matrix Factorization by Nicolas Gillis (Update: version 2 is here , also Matlab code , attendant slides)
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 hyperspectral imaging --this is the why. Then we address the problem of solving NMF, which is NP-hard in general. We review some standard NMF algorithms, and also present a recent subclass of NMF problems, referred to as near-separable NMF, that can be solved efficiently (that is, in polynomial time), even in the presence of noise --this is the how. Finally, we briefly describe some problems in mathematics and computer science closely related to NMF via the nonnegative rank.

also relevant: Algorithms for nonnegative matrix and tensor factorizations: a unified view based on block coordinate descent framework by Jingu Kim, Yunlong He, Haesun Park

Abstract We review algorithms developed for nonnegative matrix factorization (NMF) and nonnegative tensor factorization (NTF) from a unified view based on the block coordinate descent (BCD) framework. NMF and NTF are low-rank approximation methods for matrices and tensors in which the low-rank factors are constrained to have only nonnegative elements. The nonnegativity constraints have been shown to enable natural interpretations and allow better solutions in numerous applications including text analysis, computer vision, and bioinformatics. However, the computation of NMF and NTF remains challenging and expensive due the constraints. Numerous algorithmic approaches have been proposed to efficiently compute NMF and NTF. The BCD framework in constrained non-linear optimization readily explains the theoretical convergence properties of several efficient NMF and NTF algorithms, which are consistent with experimental observations reported in literature. In addition, we discuss algorithms that do not fit in the BCD framework contrasting them from those based on the BCD framework. With insights acquired from the unified perspective, we also propose efficient algorithms for updating NMF when there is a small change in the
reduced dimension or in the data. The effectiveness of the proposed updating algorithms are validated experimentally with synthetic and real-world data sets. 




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    Tuesday, December 17, 2013

    Sample Complexity of Dictionary Learning and other Matrix Factorizations

    Here is something that touches on the several advanced matrix factorization techniques that have sprung up in the past few years:

    Dear Igor, 
    We have just finalized a paper which considers the sample complexity of DL and other matrix factorizations. The topic might be of interest for the Nuit Blanche readers and we would be delighted if you could advertise our preprint, which is available here

    Thanks a lot and best wishes,
    Martin

    Prof. Dr. Martin Kleinsteuber
    Geometric Optimization & Machine Learning Group
    Cluster CoTeSys www.cotesys.de
    TU München  www.gol.ei.tum.de


    Many modern tools in machine learning and signal processing, such as sparse dictionary learning, principal component analysis (PCA), non-negative matrix factorization (NMF), K-means clustering, etc., rely on the factorization of a matrix obtained by concatenating high-dimensional vectors from a training collection. While the idealized task would be to optimize the expected quality of the factors over the underlying distribution of training vectors, it is achieved in practice by minimizing an empirical average over the considered collection. The focus of this paper is to provide sample complexity estimates to uniformly control how much the empirical average deviates from the expected cost function. Standard arguments imply that the performance of the empirical predictor also exhibit such guarantees. The level of genericity of the approach encompasses several possible constraints on the factors (tensor product structure, shift-invariance, sparsity \ldots), thus providing a unified perspective on the sample complexity of several widely used matrix factorization schemes.

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    Saturday, July 06, 2013

    Sunday Morning Insight: Faster Than a Blink of an Eye



    If you recall in a recent Sunday Morning Insight: A Quick Panorama of Sensing from Direct Imaging to Machine Learning I pointed out that coded aperture imaging fell in the indirect imaging category with initially a linear encoder and linear decoder:

    x = L(Ax)

    But then with people like Zachary HarmanyRoummel Marcia, and Rebecca Willett, these systems could also be looked at as a compressive sensing ones with the following decomposition:

    x = N(Ax) or even x = N(A(Bx))

    with a linear encoder but a nonlinear decoder.




    This paper describes a coded aperture and keyed exposure approach to compressive video measurement which admits a small physical platform, high photon efficiency, high temporal resolution, and fast reconstruction algorithms. The proposed projections satisfy the Restricted Isometry Property (RIP), and hence compressed sensing theory provides theoretical guarantees on the video reconstruction quality. Moreover, the projections can be easily implemented using existing optical elements such as spatial light modulators (SLMs). We extend these coded mask designs to novel dual-scale masks (DSMs) which enable the recovery of a coarse-resolution estimate of the scene with negligible computational cost. We develop fast numerical algorithms which utilize both temporal correlations and optical flow in the video sequence as well as the innovative structure of the projections. Our numerical experiments demonstrate the efficacy of the proposed approach on short-wave infrared data.
    I note the following tidbit:

    In summary we see that the CAKE acquisitions are able to outperform traditionally sampled video in terms of reconstruction accuracy and reconstructing salient motion. On average, to reconstruct the 28 video frames, CAKE took 96 minutes and Dual-Scale Mask CAKE took 93 minutes, while CAKE with Optical Flow took only 31 minutes. Conventional spline upsampling took nearly 23 seconds
    Emphasis is mine.

    Ever since the beginning of compressive sensing, signal/image reconstruction has been Achille's heel of the technique. And as shown in this last paper, it is still an issue. This is very salient problem because it also means that any other technology developed with compressive sensing in mind, is likely to be a second class citizen to more direct, faster but less precise approaches. Like we say in Texas, it's a damn shame because compressive sensing allows new kinds of data acquisition (hyperspectral, 1-bit,...) with an attendant reduction in complexity on the hardware/sensor side. It's not just a question of nice sensors, it's an issue of direct economical impact. Who wouldn't want that ? These new fields will not develop or will remain a niche and expensive if the issue of data reconstruction is not solved. What's on the horizon ?

     Let us first note that in the first few years, reconstruction speed increased dramatically allowing an order of magnitude speed gain per year for about three years.





    This was nice, but the trend did not continue at that pace.

    Let us turn our attention to different modalities that are currently being developed to see if there is a way we can leap forward in the future. All modalities I know seem to fall in the same broad category which follows some of the early thinking from neurosciences: build a neutral network with little if any feedback.  ( see this 2007's entry on Compressed Sensing in the Primary Visual Cortex ?Compressed Sensing, Primary Visual Cortex, Dimensionality Reduction, Manifolds and Autism )

    and I found three:

    First,  there is this approach by Aurele Balavoine, Chris Rozell, Justin Romberg [1,2] that builds up a analog neural network and study if it converges to the expected sparse solutions:

    The Locally Competitive Algorithm (LCA) [8] is a continuous-time system of coupled nonlinear differential equations that settles to the minimizer of (1) in steady state [9]. The LCA architecture consists of simple components (matrixvector operations and a pointwise nonlinearity for thresholding), giving it the potential to be implemented in an analog circuit [10], [11]. Analog networks for solving optimization problems have a long history, dating back to Hopfield’s pioneering results for linear programming [12] (a comprehensive treatment of the subject can be found in [13]). Such analog systems can potentially have significant speed and power advantages over their digital counterparts.
    and what do they find ?





    that indeed few of neutral network branches were activated for sparse inputs! This is good, 

    The second approach follows that of machine learning as applied in computer vision through the recent breakthrough in deep learning, i.e. the utilization of neutral networks with some unsupervised training algorithms to perform sparse coding. In the end and as mentioned in Sunday Morning Insight: A Quick Panorama of Sensing from Direct Imaging to Machine Learning. It comes down to the ability to build an encoder/decoder pair with a neutral network and using the right regularization to find some of the weights of the network. Examples of approaches mostly by the group of Yann LeCun can be found in  [5,6,7,8,9]


    From [7]

    From [8]

    From [8]

    From [3]


    Finally, Pablo Sprechmann, Alex Bronstein, Guillermo Sapiro [3,4] made the case that a proximal approach could be implemented on learning encoder/decoder couples in order to produce an online sparse coding capability. It turns out that the iterative process can be truncated and directly mapped into a neutral network type of approach [5,6] 
    In their inspiring recent paper, [30] showed that a particular network architecture can be derived from the iterative shrinkage-thresholding (ISTA) [17] and proximal coordinate descent (CoD) algorithms [19].

    That approach leads to very fast sparse coding and NMF decomposition type of results. As they point out in [3]

    These works were among the first to bridge between the optimization based sparse models and the inherently process-centric neural networks, and in particular auto-encoder networks [31, 32], extensively explored by the deep learning community.


    (please note the use of an iPad for the reconstruction task)

    So roughly, all these solutions seem to converge toward a nonlinear reconstruction technique using neural networks or equivalent that have online training capabilities. I wonder how, instead of ISTA/FISTA, an AMP solution would provide an even faster capability since we know these iterations schemes to be pretty fast. It looks like the connection between neural networks and belief propagation is being made [10] (see also Blind Calibration in Compressed Sensing using Message Passing Algorithms )

    Finally, I note that in most of these approaches based on computer vision, the dictionary learning phase uses the sparsity of the elements of the scene. In a compressive sensing scenario, the acquisition system captures an already compressed ( i.e. non sparse) version of the scene. 

    References:

    Sparse approximation is an optimization program that produces state-of-the-art results in many applications in signal processing and engineering. To deploy this approach in real-time, it is necessary to develop faster solvers than are currently available in digital. The Locally Competitive Algorithm (LCA) is a dynamical system designed to solve the class of sparse approximation problems in continuous time. But before implementing this network in analog VLSI, it is essential to provide performance guarantees. This paper presents new results on the convergence of the LCA neural network. Using recently developed methods that make use of the Łojasiewicz inequality for nonsmooth functions, we prove that the output and state trajectories converge to a single fixed point. This improves on previous results by guaranteeing convergence to a singleton even when the optimization program has infinitely many and nonisolated solution points.

    Abstract—This paper studies the convergence rate of a continuous-time dynamical system for `1-minimization, known as the Locally Competitive Algorithm (LCA). Solving `1-minimization problems efficiently and rapidly is of great interest to the signal processing community, as these programs have been shown to recover sparse solutions to underdetermined systems of linear equations and come with strong performance guarantees. The LCA under study differs from the typical `1-solver in that it operates in continuous time: instead of being specified by discrete iterations, it evolves according to a system of nonlinear ordinary differential equations. The LCA is constructed from simple components, giving it the potential to be implemented as a large-scale analog circuit. The goal of this paper is to give guarantees on the convergence time of the LCA system. To do so, we analyze how the LCA evolves as it is recovering a sparse signal from underdetermined measurements. We show that under appropriate conditions on the measurement matrix and the problem parameters, the path the LCA follows can be described as a sequence of linear differential equations, each with a small number of active variables. This allows us to relate the convergence time of the system to the restricted isometry constant of the matrix. Interesting parallels to sparse-recovery digital solvers emerge from this study. Our analysis covers both the noisy and noiseless settings and is supported by simulation results.
    Parsimony, including sparsity and low rank, has been shown to successfully model data in numerous machine learning and signal processing tasks. Traditionally, such modeling approaches rely on an iterative algorithm that minimizes an objective function with parsimony-promoting terms. The inherently sequential structure and data-dependent complexity and latency of iterative optimization constitute a major limitation in many applications requiring real-time performance or involving large-scale data. Another limitation encountered by these modeling techniques is the difficulty of their inclusion in discriminative learning scenarios. In this work, we propose to move the emphasis from the model to the pursuit algorithm, and develop a process-centric view of parsimonious modeling, in which a learned deterministic fixed-complexity pursuit process is used in lieu of iterative optimization. We show a principled way to construct learnable pursuit process architectures for structured sparse and robust low rank models, derived from the iteration of proximal descent algorithms. These architectures learn to approximate the exact parsimonious representation at a fraction of the complexity of the standard optimization methods. We also show that appropriate training regimes allow to naturally extend parsimonious models to discriminative settings. State-of-the-art results are demonstrated on several challenging problems in image and audio processing with several orders of magnitude speedup compared to the exact optimization algorithms.


    In Sparse Coding (SC), input vectors are reconstructed using a sparse linear combination of basis vectors. SC has become a popular method for extracting features from data. For a given input, SC minimizes a quadratic reconstruction error with an L1 penalty term on the code. The process is often too slow for applications such as real-time pattern recognition. We proposed two versions of a very fast algorithm that produces approximate estimates of the sparse code that can be used to compute good visual features, or to initialize exact iterative algorithms. The main idea is to train a non-linear, feed-forward predictor with a specific architecture and a fixed depth to produce the best possible approximation of the sparse code. A version of the method, which can be seen as a trainable version of Li and Osher’s coordinate descent method, is shown to produce approximate solutions with 10 times less computation than Li and Osher’s for the same approximation error. Unlike previous proposals for sparse code predictors, the system allows a kind of approximate “explaining away” to take place during inference. The resulting predictor is differentiable and can be included into globally trained recognition systems.
    We describe a method for fast approximation of sparse coding. A given input vector is passed through a binary tree. Each leaf of the tree contains a subset of dictionary elements. The coefficients corresponding to these dictionary elements are allowed to be nonzero and their values are calculated quickly by multiplication with a precomputed pseudoinverse. The tree parameters, the dictionary, and the subsets of the dictionary corresponding to each leaf are learned.In the process of describing this algorithm, we discuss the more general problem of learning the groups in group structured sparse modeling. We show that our method creates good sparse representations by using it in the object recognition framework of [1,2]. Implementing our own fast version of the SIFT descriptor the whole system runs at 20 frames per second on 321 × 481 sized images on alaptop with a quad-core cpu, while sacrificing very little accuracy on the Caltech101, Caltech 256, and 15 scenes benchmarks.
    [7] Li Wan, Matthew Zeiler, Sixin ZhangYann LeCun and Rob Fergus: Regularization of Neural Networks using DropConnect. DropConnect CUDA Code and page is here.
    We introduce DropConnect, a generalization of Dropout (Hinton et al., 2012), for regularizing large fully-connected layers within neural networks. When training with Dropout, a randomly selected subset of activations are set to zero within each layer. DropConnect instead sets a randomly selected subset of weights within the network to zero. Each unit thus receives input from a random subset of units in the previous layer. We derive a bound on the generalization performance of both Dropout and DropConnect. We then evaluate DropConnect on a range of datasets, comparing to Dropout, and show state-of-the-art results on several image recognition benchmarks by aggregating multiple DropConnect-trained models.
    We present the discriminative recurrent sparse auto-encoder model, comprising a recurrent encoder of rectified linear units, unrolled for a fixed number of iterations, and connected to two linear decoders that reconstruct the input and predict its supervised classification. Training via backpropagation-through-time initially minimizes an unsupervised sparse reconstruction error; the loss function is then augmented with a discriminative term on the supervised classification. The depth implicit in the temporally-unrolled form allows the system to exhibit far more representational power, while keeping the number of trainable parameters fixed. From an initially unstructured network the hidden units differentiate into categorical-units, each of which represents an input prototype with a well-defined class; and part-units representing deformations of these prototypes. The learned organization of the recurrent encoder is hierarchical: part-units are driven directly by the input, whereas the activity of categorical-units builds up over time through interactions with the part-units. Even using a small number of hidden units per layer, discriminative recurrent sparse auto-encoders achieve excellent performance on MNIST.

    [9] Rotislav Goroshin and Yann LeCun: Saturating Auto-Encoders.
    We introduce a simple new regularizer for auto-encoders whose hidden-unit activation functions contain at least one zero-gradient (saturated) region. This regularizer explicitly encourages activations in the saturated region(s) of the corresponding activation function. We call these Saturating Auto-Encoders (SATAE). We show that the saturation regularizer explicitly limits the SATAE’s ability to reconstruct inputs which are not near the data manifold. Furthermore, we show that a wide variety of features can be learned when different activation functions are used. Finally, connections are established with the Contractive and Sparse Auto-Encoders.
    [10] Intrinsic Gradient Networks, Jason Tyler Rolfe
    Artificial neural networks are computationally powerful and exhibit brain-like dynamics. Unfortunately, the conventional gradient-dependent learning algorithms used to train them are biologically implausible. The calculation of the gradient in a traditional artificial neural network requires a complementary network of fast training signals that are dependent upon, but must not affect, the primary output-generating network activity. In contrast, the network of neurons in the cortex is highly recurrent; a network of gradient-calculating neurons in the brain would certainly project back to and influence the primary network. We address this biological implausibility by introducing a novel class of recurrent neural networks, intrinsic gradient networks, for which the gradient of an error function with respect to the parameters is a simple function of the network state. These networks can be trained using only their intrinsic signals, much like the network of neurons in the brain.
    We derive a simple equation that characterizes intrinsic gradient networks, and construct a broad set of networks that satisfy this characteristic equation. The resulting set of intrinsic gradient networks includes many highly recurrent instances for which the gradient can be calculated by a simple, local, pseudo-Hebbian function of the network state, thus resolving a long-standing contradiction between artificial and biological neural networks. We demonstrate that these networks can learn to perform nontrivial tasks like handwritten digit recognition using only their intrinsic signals. Finally, we show that a cortical implementation of an intrinsic gradient network would have a number of characteristic computational, anatomical, and electrophysiological properties, and review experimental
    evidence suggesting the manifestation of these properties in the cortex.




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    Wednesday, February 27, 2013

    Robust Near-Separable Nonnegative Matrix Factorization Using Linear Optimization - implementation -


    Nicolas Gillis just sent me the following:

    Cher Igor, 
    I wanted to let you know of our new LP model for near-separable NMF, see http://arxiv.org/abs/1302.4385
    The near-separable NMF problem can be stated as follows. We are given a nonnegative data matrix M = WH+N where W,H >= 0 is an NMF and N is some noise, and we assume that each column of the matrix W is equal to some column of the matrix M. The goal is to identifying the columns of W among the columns of M (up to the noise level). It is possible to solve this problem in polynomial time given that the noise level is sufficiently small; see Section 5 of Arora, Ge, Kannan, and Moitra, "Computing a nonnegative matrix factorization -- provably", STOC '12, pp.145--162, 2012. Note that the assumption on M is rather strong but is reasonnable for some applications, e.g., hyperspectral unmixing and document classification. 

    Our new LP model is an extension of Hottopixx by Bittorf, Recht, Ré and Tropp (NIPS 2011), cf. your post http://nuit-blanche.blogspot.com/2012/12/hott-topixx-factoring-nonnegative.html. This new LP model does not require normalization of the input matrix and detects the factorization rank automatically. Moreover, it is more flexible, significantly more tolerant to noise, and can easily be adapted to handle outliers and other noise models. A CPLEX code (along with the code of other near-separable NMF algorithms, including a CPLEX implementation of Hottopixx) is available on https://sites.google.com/site/nicolasgillis/code

    Best regards, Nicolas. 
    PS. Some updates for the "The Matrix Factorization Jungle": 
    - The final version of "Sparse and Unique Nonnegative Matrix Factorization Through Data Preprocessing" is freely available from the journal website: http://jmlr.csail.mit.edu/papers/v13/gillis12a.html
    - There is a new version of "Robustness Analysis of HottTopixx, a Linear Programming Model for Factoring Nonnegative Matrices" at http://arxiv.org/abs/1211.6687 (Version 3) --There was an error in Lemma 2 but this only changes some constants here and there.
    Thanks Nicolas !, the Advanced Matrix Factorization Jungle Page has been updated.

    NMF is so central in much of what we do in engineering and science, it is nice to see some reasons as to why it works so well. Remember it took us twelve year before getting comfortable mathematically speaking. This reminds me of the typical island of knowledge situation where an ecosystem thrives yet has very little connection to the outside body of knowledge. Work like this one are dredging the water between this island and the continental plate  The interesting thing here is that these separability and near-separability condition may have a direct impact on subjects like calibration issues and more.


    Nonnegative matrix factorization (NMF) has been shown recently to be tractable under the separability assumption, under which all the columns of the input data matrix belong to the convex cone generated by only a few of these columns. Bittorf, Recht, R\'e and Tropp (`Factoring nonnegative matrices with linear programs', NIPS 2012) proposed a linear programming (LP) model, referred to as Hottopixx, which is robust under any small perturbation of the input matrix. However, Hottopixx has two important drawbacks: (i) the input matrix has to be normalized, and (ii) the factorization rank has to be known in advance. In this paper, we generalize Hottopixx in order to resolve these two drawbacks, that is, we propose a new LP model which does not require normalization and detects the factorization rank automatically. Moreover, the new LP model is more flexible, significantly more tolerant to noise, and can easily be adapted to handle outliers and other noise models. Finally, we show on several synthetic datasets that it outperforms Hottopixx while competing favorably with two state-of-the-art methods.


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    Friday, December 28, 2012

    Multiple regularizers, Robust NMF and a simple question


    About a year ago we had a few discussions on multiple regularizers ( Multiple Regularizers For the Reconstruction of Natural Objects ? and Optimization with multiple non-standard regularizers ) and it looks like the subject is taking off, see the next few papers:

    Parsimony, including sparsity and low rank, has been shown to successfully model data in numerous machine learning and signal processing tasks. Traditionally, such modeling approaches rely on an iterative algorithm that minimizes an objective function with parsimony-promoting terms. The inherently sequential structure and data-dependent complexity and latency of iterative optimization constitute a major limitation in many applications requiring real-time performance or involving large-scale data. Another limitation encountered by these modeling techniques is the difficulty of their inclusion in discriminative learning scenarios. In this work, we propose to move the emphasis from the model to the pursuit algorithm, and develop a process-centric view of parsimonious modeling, in which a learned deterministic fixed-complexity pursuit process is used in lieu of iterative optimization. We show a principled way to construct learnable pursuit process architectures for structured sparse and robust low rank models, derived from the iteration of proximal descent algorithms. These architectures learn to approximate the exact parsimonious representation at a fraction of the complexity of the standard optimization methods. We also show that appropriate training regimes allow to naturally extend parsimonious models to discriminative settings. State-of-the-art results are demonstrated on several challenging problems in image and audio processing with several orders of magnitude speedup compared to the exact optimization algorithms.



    Simultaneously Structured Models with Application to Sparse and Low-rank Matrices by Samet OymakAmin JalaliMaryam FazelYonina C. EldarBabak Hassibi. The abstract reads:
    The topic of recovery of a structured model given a small number of linear observations has been well-studied in recent years. Examples include recovering sparse or group-sparse vectors, low-rank matrices, and the sum of sparse and low-rank matrices, among others. In various applications in signal processing and machine learning, the model of interest is known to be structured in \emph{several} ways at the same time, for example, a matrix that is simultaneously sparse and low-rank. An important application is the sparse phase retrieval problem, where the goal is to recover a sparse signal from phaseless measurements. In machine learning, the problem comes up when combining several regularizers that each promote a certain desired structure. Often penalties (norms) that promote each individual structure are known and yield an order-wise optimal number of measurements (e.g., $\ell_1$ norm for sparsity, nuclear norm for matrix rank), so it is reasonable to minimize a combination of such norms. We show that, surprisingly, if we use multi-objective optimization with the individual norms, then we can do no better, order-wise, than an algorithm that exploits only one of the several structures. This result suggests that to fully exploit the multiple structures, we need an entirely new convex relaxation, i.e., not one that is a function of the convex relaxations used for each structure. We then specialize our results to the case of sparse and low-rank matrices. We show that a nonconvex formulation of the problem can recover the model from very few measurements, on the order of the degrees of freedom of the matrix, whereas the convex problem obtained from a combination of the $\ell_1$ and nuclear norms requires many more measurements. This proves an order-wise gap between the performance of the convex and nonconvex recovery problems in this case.

    After the use of an iPhone for signal reconstruction (not just display!), here is an iPad involved in Robust PCA decomposition.  One item of further interest is the robust-NMF approach. Alas, like the other preprints, no codes are available:.


    Learning Robust Low-Rank Representations by Pablo Sprechmann, Alex M. Bronstein, Guillermo Sapiro. The abstract reads:
    In this paper we present a comprehensive framework for learning robust low-rank representations by combining and extending recent ideas for learning fast sparse coding regressors with structured non-convex optimization techniques. This approach connects robust principal component analysis (RPCA) with dictionary learning techniques and allows its approximation via trainable encoders. We propose an efficient feed-forward architecture derived from an optimization algorithm designed to exactly solve robust low dimensional projections. This architecture, in combination with different training objective functions, allows the regressors to be used as online approximants of the exact offline RPCA problem or as RPCA-based neural networks. Simple modifications of these encoders can handle challenging extensions, such as the inclusion of geometric data transformations. We present several examples with real data from image, audio, and video processing. When used to approximate RPCA, our basic implementation shows several orders of magnitude speedup compared to the exact solvers with almost no performance degradation. We show the strength of the inclusion of learning to the RPCA approach on a music source separation application, where the encoders outperform the exact RPCA algorithms, which are already reported to produce state-of-the-art results on a benchmark database. Our preliminary implementation on an iPad shows faster-than-real-time performance with minimal latency.


     RobustNMF showed up earlier here

    When one simply consults PubMed with Matrix Factorization as a keyword, one realizes that NMF is being equated to Matrix Factorization (as if there were no other matrix factorization!) and that different fields are using it extensively. Why no code release  for Robust-NMF is beyond me.
    If there is no code release, the algorithm cannot be listed on the Advanced Matrix Factorization Jungle page. If you implement some of these algorithms please do let me know and you will be feature on the blog and in the Jungle page.  

    Image Credit:NASA/JPL-Caltech/Space Science Institute, PIA14934: A Splendor Seldom Seen



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    Sunday, December 16, 2012

    #Python NMF/NTF with beta divergence

    Antoine Liutkus let me know of the beta_ntf package in Python so that I would include it on the Matrix Factorization Jungle page. From the super beta_ntf 2000 page:

    In a nutshell, the beta_ntf module
    • supports weighted parafac factorization of nonnegative numpy ndarray of arbitrary shape minimizing any β-divergence
    • fits in one small single .py file
    • requires numpy v1.6
    You can check more details and download it here : http://code.google.com/p/beta-ntf/

    The NMF/NTF with beta divergence in Matlab is also available here.

    Thanks Antoine !

    If you, like Antoine think that a package needs to be added to the Advanced Matrix Factorization Jungle page, please do let me know, I'll be glad to add it. 



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    Friday, December 14, 2012

    Robustness Analysis of HottTopixx, a Linear Programming Model for Factoring Nonnegative Matrices - implementation -

    In a previous entry featuring a new approach to NMF (Hott Topixx: Factoring nonnegative matrices with linear programs - implementation -), we are beginning to see how NMF, the most overused advanced matrix factorization in all of engineering and science, is getting to be treated through a linear programming approach. With this approach, we are beginning to see that real reasons why NMF work or doesn't with the arrival of some sort of theoretical bounds. People like Victor Bittorf, Benjamin Recht, Christopher Ré, Joel Tropp and now Nicolas Gillis are draining the waters around these islands of knowledge. Here is a paper of the latter sorts: Robustness Analysis of HottTopixx, a Linear Programming Model for Factoring Nonnegative Matrices by Nicolas Gillis. The abstract reads:
    Although nonnegative matrix factorization (NMF) is NP-hard in general, it has been shown very recently that it is tractable under the assumption that the input nonnegative data matrix is separable (that is, there exists a cone spanned by a small subset of the columns containing all columns). Since then, several algorithms have been designed to handle this subclass of NMF problems. In particular, Bittorf, Recht, R\'e and Tropp (`Factoring nonnegative matrices with linear programs', NIPS 2012) proposed a linear programming model, referred to as HottTopixx. In this paper, we provide a new and more general robustness analysis of their method. In particular, our analysis is almost tight and allows duplicates and near duplicates in the dataset. Moreover, we design a provably more robust variant using an appropriate post-processing strategy.

    From Nicolas' code page:

    "....This matlab code provides the constructions decribed in the paper below. It also contains a CVX code for the LP model from Bittorf, Recht, Ré, and Tropp, "Factoring nonnegative matrices with linear programs", Advances in Neural Information Processing Systems 25, pp. 1223-1231, 2012. (Note. There was an error in the post-processing in the first version.)..."
    This algorithm and code will shortly be listed to the Advanced Matrix Factorization Jungle page.



    Image Credit: NASA/JPL/Space Science Institute

    N00199001.jpg was taken on December 12, 2012 and received on Earth December 12, 2012. The camera was pointing toward JANUS, and the image was taken using the CL1 and CL2 filters. This image has not been validated or calibrated.


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