annotate notes/hnmf.m @ 116:91bb029a847a timing

Reorder the calculations to match the series of vector operations in the most recent bqvec code, just in case it's the order of vector calculations that is saving the time rather than the avoidance of std::vector

function [w,h,z,xa] = hnmf( x, K, R, iter, sh, sz, w, h, pl, lh, lz)
% function [w,h,z,xa] = hnmf( x, K, R, iter, sh, sz, w, h, pl, lh, lz)
%
% Perform Multi-source NMF
%
% Inputs:
%  x     input distribution
%  K     number of components
%  R     number of sources
%  iter  number of EM iterations [default = 100]
%  sh    sparsity of h
%  sz    sparsity of z
%  w     initial value of w
%  h     initial value of h
%  pl    plot flag
%  lh    update h flag
%  lz    update z flag
%
% Outputs:
%  w   spectral bases
%  h   component activation
%  z   source activation per component
%  xa  approximation of input
%
% Emmanouil Benetos 2011


% Get sizes
[M,N] = size( x);
sumx = sum(x);

% Default training iterations
if ~exist( 'iter')
    iter = 100;
end

% Default plot flag
if ~exist( 'pl')
    pl = 1;
end

% Initialize
if ~exist( 'w') || isempty( w)
    w = rand( M, R, K);
end
for r=1:R
    for k=1:K
        w(:,k,r) = w(:,k,r) ./ sum(w(:,k,r));
    end;
end;
if ~exist( 'h') || isempty( h)
    h = rand( K, N);
end
n=1:N;
h(:,n) = repmat(sumx(n),K,1) .* (h(:,n) ./ repmat( sum( h(:,n), 1), K, 1));
if ~exist( 'z') || isempty( z)
    z = rand( R, K, N);
end
for k=1:K
    for n=1:N
        z(:,k,n) = z(:,k,n) ./ sum(z(:,k,n));
    end;
end;



% Iterate
for it = 1:iter
    
    % E-step
    zh = z .* permute(repmat(h,[1 1 R]),[3 1 2]); %% z is the source activation distribution, h the component (pitch) activation
    xa=eps;
    for r=1:R
        for k=1:K
            xa = xa + w(:,k,r) * squeeze(zh(r,k,:))';
        end; 
    end;
    Q = x ./ xa;
    
    % M-step (update h,z)
    if  (lh && lz)
        nh=zeros(K,N);
        for k=1:K
            for r=1:R
                nh(k,:) = nh(k,:) + squeeze(z(r,k,:))' .* (squeeze(w(:,k,r))' * Q);
                nz = h(k,:) .* (squeeze(w(:,k,r))' * Q);
                nz = nz .* squeeze(z(r,k,:))';
                z(r,k,:) = nz;
            end;
        end;
        nh = h .* nh;
    end
    
    
    % Assign and normalize
    k=1:K;
    n=1:N;
    if lh
        nh = nh.^sh;
        h(:,n) = repmat(sumx(n),K,1) .* (nh(:,n) ./ repmat( sum( nh(:,n), 1), K, 1));
    end
    if lz
        z = z.^sz;
        z(:,k,n) = z(:,k,n) ./ repmat( sum( z(:,k,n), 1), R, 1);
    end
    
end

% Show me
if pl
    subplot(3, 1, 1), imagesc(x), axis xy
    subplot(3, 1, 2), imagesc(xa), axis xy
    subplot(3, 1, 3), imagesc(h), axis xy
end