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Nonnegative matrix factorization (NMF) is a standard linear dimensionality reduction technique for nonnegative data sets. In order to measure the discrepancy between the input data and the low-rank approximation, the Kullback-Leibler (KL)…

Optimization and Control · Mathematics 2021-05-12 Le Thi Khanh Hien , Nicolas Gillis

Approximate matrix factorization techniques with both nonnegativity and orthogonality constraints, referred to as orthogonal nonnegative matrix factorization (ONMF), have been recently introduced and shown to work remarkably well for…

Optimization and Control · Mathematics 2015-03-19 Filippo Pompili , Nicolas Gillis , P. -A. Absil , François Glineur

Nonnegative Matrix Factorization (NMF) with Kullback-Leibler Divergence (NMF-KL) is one of the most significant NMF problems and equivalent to Probabilistic Latent Semantic Indexing (PLSI), which has been successfully applied in many…

Optimization and Control · Mathematics 2016-04-15 Duy Khuong Nguyen , Tu Bao Ho

In this work, we focus on connections between $K$-means clustering approaches and Orthogonal Nonnegative Matrix Factorization (ONMF) methods. We present a novel framework to extract the distance measure and the centroids of the $K$-means…

Numerical Analysis · Mathematics 2021-12-15 Pascal Fernsel , Peter Maass

A theoretical framework for non-negative matrix factorization based on generalized dual Kullback-Leibler divergence, which includes members of the exponential family of models, is proposed. A family of algorithms is developed using this…

Machine Learning · Statistics 2019-05-20 Karthik Devarajan

Nonnegative matrix factorization (NMF) has been successfully applied to many areas for classification and clustering. Commonly-used NMF algorithms mainly target on minimizing the $l_2$ distance or Kullback-Leibler (KL) divergence, which may…

Information Retrieval · Computer Science 2014-10-07 Le Li , Jianjun Yang , Yang Xu , Zhen Qin , Honggang Zhang

Non-negative matrix factorization (NMF) is widely used as a feature extraction technique for matrices with non-negative entries, such as image data, purchase histories, and other types of count data. In NMF, a non-negative matrix is…

Computation · Statistics 2026-01-01 Ryo Ohashi , Hiroyasu Abe , Fumitake Sakaori

Non-negative matrix factorization (NMF) is a popular unsupervised learning approach widely used in image clustering. However, in real-world clustering scenarios, most existing NMF methods are highly sensitive to noise corruption and are…

Computer Vision and Pattern Recognition · Computer Science 2025-05-01 Jingjing Liu , Nian Wu , Xianchao Xiu , Jianhua Zhang

We consider the nonlinear Kalman filtering problem using Kullback-Leibler (KL) and $\alpha$-divergence measures as optimization criteria. Unlike linear Kalman filters, nonlinear Kalman filters do not have closed form Gaussian posteriors…

Optimization and Control · Mathematics 2017-11-22 San Gultekin , John Paisley

In this paper, we propose a novel supervised single-channel speech enhancement method combing the the Kullback-Leibler divergence-based non-negative matrix factorization (NMF) and hidden Markov model (NMF-HMM). With the application of HMM,…

Audio and Speech Processing · Electrical Eng. & Systems 2020-07-01 Yang Xiang , Liming Shi , Jesper Lisby Højvang , Morten Højfeldt Rasmussen , Mads Græsbøll Christensen

In the non-negative matrix factorization (NMF) problem, the input is an $m\times n$ matrix $M$ with non-negative entries and the goal is to factorize it as $M\approx AW$. The $m\times k$ matrix $A$ and the $k\times n$ matrix $W$ are both…

Data Structures and Algorithms · Computer Science 2021-03-09 Moses Charikar , Lunjia Hu

Non-negative matrix factorization (NMF) has become a popular machine learning approach to many problems in text mining, speech and image processing, bio-informatics and seismic data analysis to name a few. In NMF, a matrix of non-negative…

Numerical Analysis · Computer Science 2013-03-19 Hugo Van hamme

Non-negative matrix factorization (NMF) approximates a given matrix as a product of two non-negative matrices. Multiplicative algorithms deliver reliable results, but they show slow convergence for high-dimensional data and may be stuck…

Machine Learning · Computer Science 2014-12-05 Felipe Yanez , Francis Bach

Maximizing the Kullback-Leibler divergence (KLD) is a fundamental problem in waveform design for active sensing and hypothesis testing, as it directly relates to the error exponent of detection probability. However, the associated…

Signal Processing · Electrical Eng. & Systems 2026-01-05 Jeongwoo Park , Seongkyu Jung , Kaiming Shen , Jeonghun Park

Deep Nonnegative Matrix Factorization (deep NMF) has recently emerged as a valuable technique for extracting multiple layers of features across different scales. However, all existing deep NMF models and algorithms have primarily centered…

Machine Learning · Computer Science 2025-01-10 Valentin Leplat , Le Thi Khanh Hien , Akwum Onwunta , Nicolas Gillis

Tensor factorizations with nonnegative constraints have found application in analyzing data from cyber traffic, social networks, and other areas. We consider application data best described as being generated by a Poisson process (e.g.,…

Numerical Analysis · Mathematics 2018-08-23 Samantha Hansen , Todd Plantenga , Tamara G. Kolda

The Kullback-Leibler (KL) divergence is frequently used in data science. For discrete distributions on large state spaces, approximations of probability vectors may result in a few small negative entries, rendering the KL divergence…

The forward Kullback-Leibler (KL) divergence is a ubiquitous objective for fitting a parameterized distribution to samples due to its tractability and equivalence to maximum likelihood estimation (MLE). Its inherent asymmetry, however, may…

Machine Learning · Computer Science 2026-05-12 Omri Ben-Dov , Luiz F. O. Chamon

Estimating the Kullback-Leibler (KL) divergence between random variables is a fundamental problem in statistical analysis. For continuous random variables, traditional information-theoretic estimators scale poorly with dimension and/or…

Machine Learning · Computer Science 2025-10-08 Mikil Foss , Andrew Lamperski

Nonnegative Matrix Factorization (NMF) is a widely used technique for data representation. Inspired by the expressive power of deep learning, several NMF variants equipped with deep architectures have been proposed. However, these methods…

Machine Learning · Computer Science 2017-11-21 Yuning Qiu , Guoxu Zhou , Kan Xie
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