Informed Split Gradient Non-negative Matrix factorization using Huber cost function for source apportionment

Robert Chreiky, G. Delmaire, M. Puigt, G. Roussel, A. Abche
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引用次数: 5

Abstract

Source apportionment is usually tackled with blind Positive/Non-negative Matrix factorization (PMF/NMF) methods. However, the obtained results may be poor due to the dependence between some rows of the second factor. We recently proposed to inform the estimation of this factor using some prior knowledge provided by chemists—some entries are set to some fixed values—and the sum-to-one property of each row. These constraints were recently taken into account by using a parameterization which gathers all of them. In this paper, a novel robust NMF approach able to cope with outliers is proposed. For that purpose, we consider the Huber loss function—a ℓ2-ℓ1 cost function—which is robust to outliers, contrary to the Frobenius norm classically met in NMF. We thus propose new update rules for the informed Huber NMF in the framework of the split gradient techniques. The choice of the adaptive cutoff parameter—which links both single cost functions—is discussed along this paper. The proposed approach is shown to outperform state-of-the-art methods on several source apportionment simulations involving various input SNRs and outliers.
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基于Huber代价函数的非负矩阵分解
源分配通常采用盲正/非负矩阵分解(PMF/NMF)方法。然而,由于第二因素的某些行之间的依赖性,所得结果可能较差。我们最近建议使用化学家提供的一些先验知识(某些条目被设置为某些固定值)和每行的和为一的性质来通知该因子的估计。最近,通过使用一个参数化来考虑这些约束,该参数化将所有约束集合在一起。本文提出了一种新的鲁棒NMF方法,能够处理异常值。为此,我们考虑Huber损失函数(一个2- 1代价函数),它对异常值具有鲁棒性,与NMF中经典的Frobenius范数相反。因此,我们在分裂梯度技术的框架下提出了新的通知Huber NMF的更新规则。本文讨论了连接两个单代价函数的自适应截止参数的选择。在涉及各种输入信噪比和异常值的几种源分配模拟中,所提出的方法被证明优于最先进的方法。
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