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Page 1 of 30 Single-channel source separation using non-negative matrix factorization Mikkel N. Schmidt Technical University of Denmark [email protected] www.mikkelschmidt.dk DTU Informatics Department of Informatics and Mathematical Modeling

Single-channel source separation using non-negative matrix ...mikkelschmidt.dk/presentations/thesis_presentation.pdf · Non-negative matrix factorization Non-negative bilinear model

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Page 1: Single-channel source separation using non-negative matrix ...mikkelschmidt.dk/presentations/thesis_presentation.pdf · Non-negative matrix factorization Non-negative bilinear model

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Single-channel source separation using non-negative matrix factorization

Mikkel N. SchmidtTechnical University of [email protected]

DTU InformaticsDepartment of Informatics and Mathematical Modeling

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Agenda

Single-channel source separation

Non-negative matrix factorization

NMF 2-D deconvolution (with Morten Mørup)

Speech separation using sparse NMF (with Rasmus K. Olsson)

NMF with Gaussian process priors (with Hans Laurberg)

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Single-channel source separation

Additive model

Mixture Sources Noise

Under-determined problem: More information required

Example: Two-source noise-free

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Approaches to single-channel source separation

Filtering

Decomposition and grouping

Source modelling

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Model-based source-separation

model

reconstruction

featureextraction

featureextraction

separation

trainingdata

mixture

estimate

data

infe

renc

e

repr

esen

tatio

n

mod

el

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Signal representation

Emphasize desired characteristics

Introduce invariances

Allow assumptions of independence or exchangeability

Reduce dimensionality

Allow signal reconstruction

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Model

Mixing model

Source model

Model building

Model training

Model adaptation

Goals

Accurately model sources and mixing process

Enable efficient inference

Likelihood

Prior

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Inference

Estimate sources:

Maximum a posteriori, posterior mean, marginal MAP, etc.

Solve optimization or integration problem

Posterior Likelihood Prior

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Non-negative matrix factorization

Data Factorizing matrices

Non-negativity constraints

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Non-negative matrix factorization

Non-negative bilinear model

Sum of products of non-negative variables

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Why non-negativity?

Many signals are naturally non-negative

Pixel intensities

Amplitude spectra

Occurrence counts

Discrete probabilities

Additive combination of features

No cancellations

Build the whole as a sum of parts

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Basic computation

Divergence measure

Constraints

Constrained minimization problem

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Probabilistic formulation

Likelihood Prior

Maximum likelihood

Maximum a posteriori

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Divergence measures (Likelihoods)

Squared error (Lee and Seung, 1999)

Kullback-Leibler divergence (Lee and Seung, 1999)

Bregman's divergence (Dhillon and Sra, 2005)

Kompass' divergence (Kompass, 2007)

Csiszár's divergence (Cichocki et al., 2006)

Amari's alpha divergence (Cichocki et al., 2006)

Weighted versions of the above (Guillamet et al., 2001)

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Distribution of the factors (Priors)

Sparsity (Hoyer, 2002)

Orthogonality (Ding et al., 2005)

Discriminative (Wang et al., 2004)

Smoothness (Virtanen, 2003)

Gaussian process (Schmidt and Laurberg, 2008)

Transformation invariance (Wersing et al., 2003)

Convolutive (Virtanen, 2004; Smaragdis, 2004)

2-D convolutive (Schmidt and Mørup, 2006)

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Optimization strategies

Direct optimization

Alternating optimization

Alternating descent

Can haveconvex

subproblems

Non-convex

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Algorithms

Projected least squares (Paatero, 1997)

Multiplicative updates (Lee and Seung, 1999)

Projected gradient descent (Lin, 2007)

Logarithmic barrier method (Lu and Wu, 2005)

Active set (Berry et al., 2006)

Quasi Newton (Kim et al., 2007)

Reparametrization (Cichocki et al., 2006)

SOCP (Heiler and Schnörr, 2006)

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NMF 2-D deconvolution

NMF

NMF 2-D

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Example: Flute and guitar

Time [seconds]

Freq

uenc

y [k

Hz]

2 4 6 8 10

.2

.4

.8

1.6

3.2

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Speech separation using sparse NMF

Learn basis for each source

Basis

Training data

Mixture

Decompose mixture

Reconstruct each source

Source estimate

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Example: Two speakers

Time [seconds]1 2 3 4

Freq

uenc

y [k

Hz]

3.5

3

2.5

2

1.5

1

.5

MixtureBases

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NMF with Gaussian process priors

Data Gaussian processes

Link functions

GP: General distribution over functions

Link function: Non-linear map to non-negative reals

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Gaussian process

Distribution over functions

Characterized by

Mean function

Covariance function

Example

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Change of variable

Cholesky decomposition

I.I.D. standard normal

Same model, different parametrization

Parameters are a priori uncorrelated

Empirically better optimization properties

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Illustration of NMF with GP priors

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Example: Toy problem

Noisy data Underlying data

NMF GPP-NMF

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Example: Toy problem

Columns of A Rows of B

Underlying data

NMF

GPP-NMF

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Example: Chemical shift brain imaging

Data: 369 point spectra @ 512 points (888 grid) in human head

Task: Distinguish between brain and muscle tissue

Spectra prior: Smooth exponential distribution

Activation prior: 3-D smooth, exponential distribution, left-to-right symmetric

Random draw from prior

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Example: Chemical shift brain imaging

Non-negative matrix factorization

NMF with Gaussianprocess priors

Mus

cle

Bra

in

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Conclusions

Single-channel source separation is a difficult problem that occurs in many areas

Model based source separation provides a principled approach to solving the problem

NMF and its extensions are useful models for single-channel source separation

Gaussian processes can be used as a general framework for incorporating prior information in NMF