An online nonnegative matrix factorization (NMF) algorithm based on recursive least squares (RLS) is described in a matrix form, and a simplified algorithm for a low-complexity calculation is developed for frame-by-frame online audio source separation system. First, the online NMF algorithm based on the RLS method is described as solving the NMF problem recursively. Next, a simplified algorithm is developed to approximate the RLS-based online NMF algorithm with low complexity. The proposed algorithm is evaluated in terms of audio source separation, and the results show that the performance of the proposed algorithms are superior to that of the conventional online NMF algorithm with significantly reduced complexity.

This paper presents a method for learning an overcomplete, nonnegative dictionary and for obtaining the corresponding coefficients so that a group of nonnegative signals can be sparsely represented by them. This is accomplished by posing the learning as a problem of nonnegative matrix factorization (NMF) with maximization of the incoherence of the dictionary and of the sparsity of coefficients. By incorporating a dictionary-incoherence penalty and a sparsity penalty in the NMF formulation and then adopting a hierarchically alternating optimization strategy, we show that the problem can be cast as two sequential optimal problems of quadratic functions. Each optimal problem can be solved explicitly so that the whole problem can be efficiently solved, which leads to the proposed algorithm, i.e., sparse hierarchical alternating least squares (SHALS). The SHALS algorithm is structured by iteratively solving the two optimal problems, corresponding to the learning process of the dictionary and to the estimating process of the coefficients for reconstructing the signals. Numerical experiments demonstrate that the new algorithm performs better than the nonnegative K-SVD (NN-KSVD) algorithm and several other famous algorithms, and its computational cost is remarkably lower than the compared algorithms.

Nonnegative matrix factorization (NMF) and its extensions such as Nonnegative Tensor Factorization (NTF) have become prominent techniques for blind sources separation (BSS), analysis of image databases, data mining and other information retrieval and clustering applications. In this paper we propose a family of efficient algorithms for NMF/NTF, as well as sparse nonnegative coding and representation, that has many potential applications in computational neuroscience, multi-sensory processing, compressed sensing and multidimensional data analysis. We have developed a class of optimized local algorithms which are referred to as Hierarchical Alternating Least Squares (HALS) algorithms. For these purposes, we have performed sequential constrained minimization on a set of squared Euclidean distances. We then extend this approach to robust cost functions using the alpha and beta divergences and derive flexible update rules. Our algorithms are locally stable and work well for NMF-based blind source separation (BSS) not only for the over-determined case but also for an under-determined (over-complete) case (i.e., for a system which has less sensors than sources) if data are sufficiently sparse. The NMF learning rules are extended and generalized for N-th order nonnegative tensor factorization (NTF). Moreover, these algorithms can be tuned to different noise statistics by adjusting a single parameter. Extensive experimental results confirm the accuracy and computational performance of the developed algorithms, especially, with usage of multi-layer hierarchical NMF approach [3].