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Incorporating Side Information in Probabilistic Matrix Factorization with Gaussian Processes

Machine Learning 2014-08-12 v1 Machine Learning

Abstract

Probabilistic matrix factorization (PMF) is a powerful method for modeling data associ- ated with pairwise relationships, Finding use in collaborative Filtering, computational bi- ology, and document analysis, among other areas. In many domains, there are additional covariates that can assist in prediction. For example, when modeling movie ratings, we might know when the rating occurred, where the user lives, or what actors appear in the movie. It is difficult, however, to incorporate this side information into the PMF model. We propose a framework for incorporating side information by coupling together multi- ple PMF problems via Gaussian process priors. We replace scalar latent features with func- tions that vary over the covariate space. The GP priors on these functions require them to vary smoothly and share information. We apply this new method to predict the scores of professional basketball games, where side information about the venue and date of the game are relevant for the outcome.

Keywords

Cite

@article{arxiv.1408.2039,
  title  = {Incorporating Side Information in Probabilistic Matrix Factorization with Gaussian Processes},
  author = {Ryan Prescott Adams and George E. Dahl and Iain Murray},
  journal= {arXiv preprint arXiv:1408.2039},
  year   = {2014}
}

Comments

Appears in Proceedings of the Twenty-Sixth Conference on Uncertainty in Artificial Intelligence (UAI2010)

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