Discriminative models for source separation have recently been shown to produce impressive results. However, when operating on sources outside of the training set, these models can not perform as well and are cumbersome to update. Classical methods like Non-negative Matrix Factorization (NMF) provide modular approaches to source separation that can be easily updated to adapt to new mixture scenarios. In this paper, we generalize NMF to develop end-to-end non-negative auto-encoders and demonstrate how they can be used for source separation. Our experiments indicate that these models deliver comparable separation performance to discriminative approaches, while retaining the modularity of NMF and the modeling flexibility of neural networks.