Bayesian inference for nonnegative matrix factorisation models

  • Authors:
  • Ali Taylan Cemgil

  • Affiliations:
  • Department of Computer Engineering, Boǧaziçi University, Istanbul, Turkey

  • Venue:
  • Computational Intelligence and Neuroscience
  • Year:
  • 2009

Quantified Score

Hi-index 0.00

Visualization

Abstract

We describe nonnegative matrix factorisation (NMF) with a Kullback-Leibler (KL) error measure in a statistical framework, with a hierarchical generative model consisting of an observation and a prior component. Omitting the prior leads to the standard KL-NMF algorithms as special cases, where maximum likelihood parameter estimation is carried out via the Expectation-Maximisation (EM) algorithm. Starting from this view, we develop full Bayesian inference via variational Bayes or Monte Carlo. Our construction retains conjugacy and enables us to develop more powerful models while retaining attractive features of standard NMF such as monotonic convergence and easy implementation. We illustrate our approach on model order selection and image reconstruction.