A Variational Autoencoder for Probabilistic Non-Negative Matrix Factorisation

Steven Squires; Adam Prügel Bennett; Mahesan Niranjan

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arXiv · 1906.05912

A Variational Autoencoder for Probabilistic Non-Negative Matrix Factorisation

Steven Squires·Adam Prügel Bennett·Mahesan Niranjan

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Abstract

We introduce and demonstrate the variational autoencoder (VAE) for probabilistic non-negative matrix factorisation (PAE-NMF). We design a network which can perform non-negative matrix factorisation (NMF) and add in aspects of a VAE to make the coefficients of the latent space probabilistic. By restricting the weights in the final layer of the network to be non-negative and using the non-negative Weibull distribution we produce a probabilistic form of NMF which allows us to generate new data and find a probability distribution that effectively links the latent and input variables. We demonstrate the effectiveness of PAE-NMF on three heterogeneous datasets: images, financial time series and genomic.

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Steven Squires, Adam Prügel Bennett, Mahesan Niranjan. 2019-06-13. A Variational Autoencoder for Probabilistic Non-Negative Matrix Factorisation. https://arxiv.org/abs/1906.05912

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