Nonnegative matrix factorization with Gaussian process priors

  • Authors:
  • Mikkel N. Schmidt;Hans Laurberg

  • Affiliations:
  • Department of Informatics and Mathematical Modelling, Technical University of Denmark, Richard Petersens Plads, Denmark;Department of Electronic Systems, Aalborg University, Denmark

  • Venue:
  • Computational Intelligence and Neuroscience - Advances in Nonnegative Matrix and Tensor Factorization
  • Year:
  • 2008

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Abstract

We present a general method for including prior knowledge in a nonnegative matrix factorization (NMF), based on Gaussian process priors. We assume that the nonnegative factors in the NMF are linked by a strictly increasing function to an underlying Gaussian process specified by its covariance function. This allows us to find NMF decompositions that agree with our prior knowledge of the distribution of the factors, such as sparseness, smoothness, and symmetries. The method is demonstrated with an example from chemical shift brain imaging.