English
Related papers

Related papers: Learning Hidden Markov Models using Non-Negative M…

200 papers

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…

Machine Learning · Statistics 2014-12-10 Nicolas Gillis

Collaborative filtering generates recommendations by exploiting user-item similarities based on rating data, which often contains numerous unrated items. To predict scores for unrated items, matrix factorization techniques such as…

Statistical Mechanics · Physics 2025-07-30 Yukino Terui , Yuka Inoue , Yohei Hamakawa , Kosuke Tatsumura , Kazue Kudo

Nonnegative Matrix Factorization (NMF) has been a popular representation method for pattern classification problem. It tries to decompose a nonnegative matrix of data samples as the product of a nonnegative basic matrix and a nonnegative…

Machine Learning · Statistics 2013-12-06 Jim Jing-Yan Wang

This paper intends to apply the Hidden Markov Model into stock market and and make predictions. Moreover, four different methods of improvement, which are GMM-HMM, XGB-HMM, GMM-HMM+LSTM and XGB-HMM+LSTM, will be discussed later with the…

Pricing of Securities · Quantitative Finance 2021-04-21 Mingwen Liu , Junbang Huo , Yulin Wu , Jinge Wu

There is much interest in the Hierarchical Dirichlet Process Hidden Markov Model (HDP-HMM) as a natural Bayesian nonparametric extension of the traditional HMM. However, in many settings the HDP-HMM's strict Markovian constraints are…

Machine Learning · Computer Science 2012-03-19 Matthew J. Johnson , Alan Willsky

Non-negative Matrix Factorization (NMF) is an intensively used technique for obtaining parts-based, lower dimensional and non-negative representation. Researchers in biology, medicine, pharmacy and other fields often prefer NMF over other…

Machine Learning · Computer Science 2025-02-04 Matej Mihelčić , Pauli Miettinen

We address the problem of analyzing sets of noisy time-varying signals that all report on the same process but confound straightforward analyses due to complex inter-signal heterogeneities and measurement artifacts. In particular we…

Hidden Markov models (HMMs) are commonly used for disease progression modeling when the true patient health state is not fully known. Since HMMs typically have multiple local optima, incorporating additional patient covariates can improve…

Machine Learning · Statistics 2021-10-05 Matt Baucum , Anahita Khojandi , Theodore Papamarkou

Nonnegative matrix factorization (NMF) has become a very popular technique in machine learning because it automatically extracts meaningful features through a sparse and part-based representation. However, NMF has the drawback of being…

Machine Learning · Statistics 2012-12-07 Nicolas Gillis

This paper describes a new algorithm for computing Nonnegative Low Rank Matrix (NLRM) approximation for nonnegative matrices. Our approach is completely different from classical nonnegative matrix factorization (NMF) which has been studied…

Optimization and Control · Mathematics 2020-06-18 Guang-Jing Song , Michael Kwok-Po Ng

Nonnegative Matrix Factorization (NMF) is the problem of approximating a nonnegative matrix with the product of two low-rank nonnegative matrices and has been shown to be particularly useful in many applications, e.g., in text mining, image…

Optimization and Control · Mathematics 2012-08-13 Nicolas Gillis , François Glineur

Binary data matrices can represent many types of data such as social networks, votes, or gene expression. In some cases, the analysis of binary matrices can be tackled with nonnegative matrix factorization (NMF), where the observed data…

Machine Learning · Statistics 2020-06-23 Alberto Lumbreras , Louis Filstroff , Cédric Févotte

Hidden Markov models (HMMs) are one of the most widely used statistical methods for analyzing sequence data. However, the reporting of output from HMMs has largely been restricted to the presentation of the most-probable (MAP) hidden state…

Methodology · Statistics 2015-05-01 Michalis K. Titsias , Christopher Yau , Christopher C. Holmes

Non-negative matrix factorization (NMF) is a dimensionality reduction technique that has shown promise for analyzing noisy data, especially astronomical data. For these datasets, the observed data may contain negative values due to noise…

Instrumentation and Methods for Astrophysics · Physics 2024-10-04 Dylan Green , Stephen Bailey

Reward models learned from human preferences are central to aligning large language models (LLMs) via reinforcement learning from human feedback, yet they are often vulnerable to reward hacking due to noisy annotations and systematic biases…

Machine Learning · Computer Science 2026-02-12 Zhibin Duan , Guowei Rong , Zhuo Li , Bo Chen , Mingyuan Zhou , Dandan Guo

We present a novel game-theoretic formulation of Non-Negative Matrix Factorization (NNMF), a popular data-analysis method with many scientific and engineering applications. The game-theoretic formulation is shown to have favorable scaling…

Computer Science and Game Theory · Computer Science 2021-04-13 Satpreet H. Singh

Given a matrix $M$ (not necessarily nonnegative) and a factorization rank $r$, semi-nonnegative matrix factorization (semi-NMF) looks for a matrix $U$ with $r$ columns and a nonnegative matrix $V$ with $r$ rows such that $UV$ is the best…

Numerical Analysis · Mathematics 2015-10-28 Nicolas Gillis , Abhishek Kumar

Classical computing has borne witness to the development of machine learning. The integration of quantum technology into this mix will lead to unimaginable benefits and be regarded as a giant leap forward in mankind's ability to compute.…

Quantum Physics · Physics 2023-11-03 Hinako Asaoka , Kazue Kudo

We are interested in assessing the order of a finite-state Hidden Markov Model (HMM) with the only two assumptions that the transition matrix of the latent Markov chain has full rank and that the density functions of the emission…

Statistics Theory · Mathematics 2023-11-29 Marie Du Roy de Chaumaray , Salima El Kolei , Marie-Pierre Etienne , Matthieu Marbac

Non-negative matrix factorization (NMF) is an important technique for obtaining low dimensional representations of datasets. However, classical NMF does not take into account data that is collected at different times or in different…

Machine Learning · Computer Science 2023-11-21 James Chapman , Yotam Yaniv , Deanna Needell