On étudie l’application des algorithmes de décomposition matricielles tel que la Factorisation Matricielle Non-négative (FMN), aux représentations fréquentielles de signaux audio musicaux. Ces algorithmes, dirigés par une fonction d’erreur de reconstruction, apprennent un ensemble de fonctions de base et un ensemble de coef- ficients correspondants qui approximent le signal d’entrée. On compare l’utilisation de trois fonctions d’erreur de reconstruction quand la FMN est appliquée à des gammes monophoniques et harmonisées: moindre carré, divergence Kullback-Leibler, et une mesure de divergence dépendente de la phase, introduite récemment. Des nouvelles méthodes pour interpréter les décompositions résultantes sont présentées et sont comparées aux méthodes utilisées précédemment qui nécessitent des connaissances du domaine acoustique. Finalement, on analyse la capacité de généralisation des fonctions de bases apprises par rapport à trois paramètres musicaux: l’amplitude, la durée et le type d’instrument. Pour ce faire, on introduit deux algorithmes d’étiquetage des fonctions de bases qui performent mieux que l’approche précédente dans la majorité de nos tests, la tâche d’instrument avec audio monophonique étant la seule exception importante. / We study the application of unsupervised matrix decomposition algorithms such as Non-negative Matrix Factorization (NMF) to frequency domain representations of music audio signals. These algorithms, driven by a given reconstruction error function, learn a set of basis functions and a set of corresponding coefficients that approximate the input signal. We compare the use of three reconstruction error functions when NMF is applied to monophonic and harmonized musical scales: least squares, Kullback-Leibler divergence, and a recently introduced “phase-aware” divergence measure. Novel supervised methods for interpreting the resulting decompositions are presented and compared to previously used methods that rely on domain knowledge. Finally, the ability of the learned basis functions to generalize across musical parameter values including note amplitude, note duration and instrument type, are analyzed. To do so, we introduce two basis function labeling algorithms that outperform the previous labeling approach in the majority of our tests, instrument type with monophonic audio being the only notable exception.

Sentiment Analysis is an area of Computer Science that deals with the impact a document makes on a user. The very field is further sub-divided into Opinion Mining and Emotion Analysis, the latter of which is the basis for the present work. Work on songs is aimed at building affective interactive applications such as music recommendation engines. Using song lyrics, we are interested in both supervised and unsupervised analyses, each of which has its own pros and cons. For an unsupervised analysis (clustering), we use a standard probabilistic topic model called Latent Dirichlet Allocation (LDA). It mines topics from songs, which are nothing but probability distributions over the vocabulary of words. Some of the topics seem sentiment-based, motivating us to continue with this approach. We evaluate our clusters using a gold dataset collected from an apt website and get positive results. This approach would be useful in the absence of a supervisor dataset. In another part of our work, we argue the inescapable existence of supervision in terms of having to manually analyse the topics returned. Further, we have also used explicit supervision in terms of a training dataset for a classifier to learn sentiment specific classes. This analysis helps reduce dimensionality and improve classification accuracy. We get excellent dimensionality reduction using Support Vector Machines (SVM) for feature selection. For re-classification, we use the Naive Bayes Classifier (NBC) and SVM, both of which perform well. We also use Non-negative Matrix Factorization (NMF) for classification, but observe that the results coincide with those of NBC, with no exceptions. This drives us towards establishing a theoretical equivalence between the two.

La séparation aveugle de sources audio dans le cas sous-déterminé est un problème mathématique complexe dont il est aujourd'hui possible d'obtenir une solution satisfaisante, à condition de sélectionner la méthode la plus adaptée au problème posé et de savoir paramétrer celle-ci soigneusement. Afin d'automatiser cette étape de sélection déterminante, nous proposons dans cette thèse de recourir au principe de fusion. L'idée est simple : il s'agit, pour un problème donné, de sélectionner plusieurs méthodes de résolution plutôt qu'une seule et de les combiner afin d'en améliorer la solution. Pour cela, nous introduisons un cadre général de fusion qui consiste à formuler l'estimée d'une source comme la combinaison de plusieurs estimées de cette même source données par différents algorithmes de séparation, chaque estimée étant pondérée par un coefficient de fusion. Ces coefficients peuvent notamment être appris sur un ensemble d'apprentissage représentatif du problème posé par minimisation d'une fonction de coût liée à l'objectif de séparation. Pour aller plus loin, nous proposons également deux approches permettant d'adapter les coefficients de fusion au signal à séparer. La première formule la fusion dans un cadre bayésien, à la manière du moyennage bayésien de modèles. La deuxième exploite les réseaux de neurones profonds afin de déterminer des coefficients de fusion variant en temps. Toutes ces approches ont été évaluées sur deux corpus distincts : l'un dédié au rehaussement de la parole, l'autre dédié à l'extraction de voix chantée. Quelle que soit l'approche considérée, nos résultats montrent l'intérêt systématique de la fusion par rapport à la simple sélection, la fusion adaptative par réseau de neurones se révélant être la plus performante. / Underdetermined blind source separation is a complex mathematical problem that can be satisfyingly resolved for some practical applications, providing that the right separation method has been selected and carefully tuned. In order to automate this selection process, we propose in this thesis to resort to the principle of fusion which has been widely used in the related field of classification yet is still marginally exploited in source separation. Fusion consists in combining several methods to solve a given problem instead of selecting a unique one. To do so, we introduce a general fusion framework in which a source estimate is expressed as a linear combination of estimates of this same source given by different separation algorithms, each source estimate being weighted by a fusion coefficient. For a given task, fusion coefficients can then be learned on a representative training dataset by minimizing a cost function related to the separation objective. To go further, we also propose two ways to adapt the fusion coefficients to the mixture to be separated. The first one expresses the fusion of several non-negative matrix factorization (NMF) models in a Bayesian fashion similar to Bayesian model averaging. The second one aims at learning time-varying fusion coefficients thanks to deep neural networks. All proposed methods have been evaluated on two distinct corpora. The first one is dedicated to speech enhancement while the other deals with singing voice extraction. Experimental results show that fusion always outperform simple selection in all considered cases, best results being obtained by adaptive time-varying fusion with neural networks.

This work entails efforts to understand effects of solvent choice on paracetamol crystallization. Various techniques have been developed and implemented to study aforementioned. A clear-cut, direct evidence of two-step nucleation mechanism is demonstrated using a bench top Raman spectrometer and a novel method named as OSANO. / Polymorphismus ist die Eigenschaft vieler anorganischer und insbesondere organischer Moleküle, in mehr als einer Struktur zu kristallisieren. Es ist wichtig, die Faktoren zu verstehen, die den Polymorphismus beeinflussen, da er viele physikochemische Eigenschaften wie Stabilität und Löslichkeit beeinflusst. Nahezu 80 % der vermarkteten Medikamente weisen Polymorphismus auf. In dieser Arbeit wurde der Einfluss der Wahl des organischen Lösungsmittels auf den Polymorphismus von Paracetamol untersucht und verschiedene Methoden entwickelt und angewandt, um den Einfluss genauer zu verstehen. Es wurde festgestellt, dass Ethanol viel stärker auf Paracetamol-Kristallisation als Methanol wirkt. Nichtgleichgewichts-Molekulardynamiksimulationen mit periodischer, simulierter Abkühlung (Simulated Annealing) wurden verwendet, um Vorläufer der metastabilen Zwischenprodukte im Kristallisationsprozess zu untersuchen. Es wurde festgestellt, dass die Strukturen der Bausteine der Paracetamol-Kristalle durch geometrische Wechselwirkungen zwischen Lösungsmittel und Paracetamol bestimmt werden. Die statistisch häufigsten Bausteine in der Selbstassemblierung definieren die finale Kristallstruktur. Ein speziell angefertigter akustischer Levitator hat die Proben zuverlässig gehalten, wodurch die Untersuchung des Einflusses von Lösungsmitteln ermöglicht, heterogene Keimbildung abgeschwächt und andere Umgebungsfaktoren stabilisiert wurden. Die Kristallisation wurde in diesem Aufbau mit zeitaufgelöster In-situ-Raman-Spektroskopie verfolgt und mit einer neuen Zielfunktion basierenden Methode der nichtnegativen Matrixfaktorisierung (NMF) analysiert. Orthogonale Zeitrafferfotografie wurde in Verbindung mit NMF verwendet, um eindeutige und genaue Faktoren zu erhalten, die sich auf die Spektren und Konzentrationen verschiedener Anteile der Paracetamol-Kristallisation beziehen, die als latente Komponenten in den unbehandelten Daten vorhanden sind. / Polymorphism is the property exhibited by many inorganic and organic molecules to crystallize in more than one crystal structure. There is a strong need for understanding the influencing factors on polymorphism, as it is responsible for differences in many physicochemical properties such as stability and solubility. Nearly 80 % of marketed drugs exhibit polymorphism. In this work, we took the model system of paracetamol to investigate the influence of solvent choice on its polymorphism. Different methods were developed and employed to understand the influence of small organic solvents on the crystallization of paracetamol. Non-equilibrium molecular dynamics simulations with periodic simulated annealing were used as a tool to probe the nature of precursors of the metastable intermediates occurring in the crystallization process. Using this method, it was found that the structures of the building blocks of crystals of paracetamol is governed by solvent-solute interactions. In situ Raman spectroscopy was used with a custom-made acoustic levitator to follow crystallization. This set-up is a reliable method for investigating solvent influence, attenuating heterogeneous nucleation and stabilizing other environmental factors. It was established that as a solvent, ethanol is much stronger than methanol in its effect of driving paracetamol solutions to their crystal form. The time-resolved Raman spectroscopy crystallization data was processed using a newly developed objective function based non-negative matrix factorization method (NMF). An orthogonal time-lapse photography was used in conjunction with NMF to get unique and accurate factors that pertain to the spectra and concentrations of different moieties of paracetamol crystallization existing as latent components in the untreated data.

Die Dissertation untersucht das Potenzial von Machine-Learning-Methoden zur Verwaltung von Schwanzrisiken in nicht-stationären und hochdimensionalen Umgebungen. Dazu vergleichen wir auf robuste Weise datenabhängige Ansätze aus parametrischer oder nicht-parametrischer Statistik mit datenadaptiven Methoden. Da datengetriebene Methoden reproduzierbar sein müssen, um Vertrauen und Transparenz zu gewährleisten, schlagen wir zunächst eine neue Plattform namens Quantinar vor, die einen neuen Standard für wissenschaftliche Veröffentlichungen setzen soll. Im zweiten Kapitel werden parametrische, lokale parametrische und nicht-parametrische Methoden verglichen, um eine dynamische Handelsstrategie für den Schutz vor Schwanzrisiken in Bitcoin zu entwickeln. Das dritte Kapitel präsentiert die Portfolio-Allokationsmethode NMFRB, die durch eine Dimensionsreduktionstechnik hohe Dimensionen bewältigt. Im Vergleich zu klassischen Machine-Learning-Methoden zeigt NMFRB in zwei Universen überlegene risikobereinigte Renditen. Das letzte Kapitel kombiniert bisherige Ansätze zu einer Schwanzrisikoschutzstrategie für Portfolios. Die erweiterte NMFRB berücksichtigt Schwanzrisikomaße, behandelt nicht-lineare Beziehungen zwischen Vermögenswerten während Schwanzereignissen und entwickelt eine dynamische Schwanzrisikoschutzstrategie unter Berücksichtigung der Nicht-Stationarität der Vermögensrenditen. Die vorgestellte Strategie reduziert erfolgreich große Drawdowns und übertrifft andere moderne Schwanzrisikoschutzstrategien wie die Value-at-Risk-Spread-Strategie. Die Ergebnisse werden durch verschiedene Data-Snooping-Tests überprüft. / This dissertation shows the potential of machine learning methods for managing tail risk in a non-stationary and high-dimensional setting. For this, we compare in a robust manner data-dependent approaches from parametric or non-parametric statistics with data-adaptive methods. As these methods need to be reproducible to ensure trust and transparency, we start by proposing a new platform called Quantinar, which aims to set a new standard for academic publications. In the second chapter, we dive into the core subject of this thesis which compares various parametric, local parametric, and non-parametric methods to create a dynamic trading strategy that protects against tail risk in Bitcoin cryptocurrency. In the third chapter, we propose a new portfolio allocation method, called NMFRB, that deals with high dimensions thanks to a dimension reduction technique, convex Non-negative Matrix Factorization. This technique allows us to find latent interpretable portfolios that are diversified out-of-sample. We show in two universes that the proposed method outperforms other classical machine learning-based methods such as Hierarchical Risk Parity (HRP) concerning risk-adjusted returns. We also test the robustness of our results via Monte Carlo simulation. Finally, the last chapter combines our previous approaches to develop a tail-risk protection strategy for portfolios: we extend the NMFRB to tail-risk measures, we address the non-linear relationships between assets during tail events by developing a specific non-linear latent factor model, finally, we develop a dynamic tail risk protection strategy that deals with the non-stationarity of asset returns using classical econometrics models. We show that our strategy is successful at reducing large drawdowns and outperforms other modern tail-risk protection strategies such as the Value-at-Risk-spread strategy. We verify our findings by performing various data snooping tests.

A substantial number of works have aimed at modeling the receptive field properties of the primary visual cortex (V1). Their evaluation criterion is usually the similarity of the model response properties to the recorded responses from biological organisms. However, as several algorithms were able to demonstrate some degree of similarity to biological data based on the existing criteria, we focus on the robustness against loss of information in the form of occlusions as an additional constraint for better understanding the algorithmic level of early vision in the brain. We try to investigate the influence of competition mechanisms on the robustness. Therefore, we compared four methods employing different competition mechanisms, namely, independent component analysis, non-negative matrix factorization with sparseness constraint, predictive coding/biased competition, and a Hebbian neural network with lateral inhibitory connections. Each of those methods is known to be capable of developing receptive fields comparable to those of V1 simple-cells. Since measuring the robustness of methods having simple-cell like receptive fields against occlusion is difficult, we measure the robustness using the classification accuracy on the MNIST hand written digit dataset. For this we trained all methods on the training set of the MNIST hand written digits dataset and tested them on a MNIST test set with different levels of occlusions. We observe that methods which employ competitive mechanisms have higher robustness against loss of information. Also the kind of the competition mechanisms plays an important role in robustness. Global feedback inhibition as employed in predictive coding/biased competition has an advantage compared to local lateral inhibition learned by an anti-Hebb rule.