A new Bayesian approach to nonnegative matrix factorization: Uniqueness and model order selection

NMF is a blind source separation technique decomposing multivariate non-negative data sets into meaningful non-negative basis components and non-negative weights. There are still open problems to be solved: uniqueness and model order selection as well as developing efficient NMF algorithms for large scale problems. Addressing uniqueness issues, we propose a Bayesian optimality criterion (BOC) for NMF solutions which can be derived in the absence of prior knowledge. Furthermore, we present a new Variational Bayes NMF algorithm VBNMF which is a straight forward generalization of the canonical Lee–Seung method for the Euclidean NMF problem and demonstrate its ability to automatically detect the actual number of components in non-negative data.