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Despite the popularity of factor models with sparse loading matrices, little attention has been given to formally address identifiability of these models beyond standard rotation-based identification such as the positive lower triangular…

Econometrics · Economics 2025-02-12 Darjus Hosszejni , Sylvia Frühwirth-Schnatter

Multi-kernel learning (MKL) has been widely used in function approximation tasks. The key problem of MKL is to combine kernels in a prescribed dictionary. Inclusion of irrelevant kernels in the dictionary can deteriorate accuracy of MKL,…

Machine Learning · Computer Science 2021-02-10 Pouya M Ghari , Yanning Shen

Inverse problems and, in particular, inferring unknown or latent parameters from data are ubiquitous in engineering simulations. A predominant viewpoint in identifying unknown parameters is Bayesian inference where both prior information…

Computation · Statistics 2022-08-31 Vahid Keshavarzzadeh , Robert M. Kirby , Akil Narayan

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…

Machine Learning · Computer Science 2014-08-12 Ryan Prescott Adams , George E. Dahl , Iain Murray

We analyse the matrix factorization problem. Given a noisy measurement of a product of two matrices, the problem is to estimate back the original matrices. It arises in many applications such as dictionary learning, blind matrix…

Numerical Analysis · Computer Science 2016-07-19 Yoshiyuki Kabashima , Florent Krzakala , Marc Mézard , Ayaka Sakata , Lenka Zdeborová

Bayesian model-based clustering is a widely applied procedure for discovering groups of related observations in a dataset. These approaches use Bayesian mixture models, estimated with MCMC, which provide posterior samples of the model…

Methodology · Statistics 2018-09-24 Ketong Wang , Michael D. Porter

The problem of classification in machine learning has often been approached in terms of function approximation. In this paper, we propose an alternative approach for classification in arbitrary compact metric spaces which, in theory, yields…

Machine Learning · Computer Science 2026-03-26 H. N. Mhaskar , Ryan O'Dowd

This survey describes probabilistic algorithms for linear algebra computations, such as factorizing matrices and solving linear systems. It focuses on techniques that have a proven track record for real-world problem instances. The paper…

Numerical Analysis · Mathematics 2021-03-17 Per-Gunnar Martinsson , Joel Tropp

Despite the outstanding performance of deep neural networks in different applications, they are still computationally extensive and require a great number of memories. This motivates more research on reducing the resources required for…

Machine Learning · Computer Science 2023-01-09 Alireza Bordbar , Mohammad Hossein Kahaei

This paper presents an algorithm, Voted Kernel Regularization , that provides the flexibility of using potentially very complex kernel functions such as predictors based on much higher-degree polynomial kernels, while benefitting from…

Machine Learning · Computer Science 2015-09-16 Corinna Cortes , Prasoon Goyal , Vitaly Kuznetsov , Mehryar Mohri

The goal of Boolean Matrix Factorization (BMF) is to approximate a given binary matrix as the product of two low-rank binary factor matrices, where the product of the factor matrices is computed under the Boolean algebra. While the problem…

Machine Learning · Computer Science 2020-12-08 Pauli Miettinen , Stefan Neumann

Nonnegative Matrix Factorization (NMF) has been continuously evolving in several areas like pattern recognition and information retrieval methods. It factorizes a matrix into a product of 2 low-rank non-negative matrices that will define…

Machine Learning · Computer Science 2013-04-04 Jing-Yan Wang , Mustafa AbdulJabbar

Probabilistic matrix factorization (PMF) is a powerful method for modeling data associated with pairwise relationships, finding use in collaborative filtering, computational biology, and document analysis, among other areas. In many…

Machine Learning · Statistics 2010-03-26 Ryan Prescott Adams , George E. Dahl , Iain Murray

We introduce a Bayesian perspective for the structured matrix factorization problem. The proposed framework provides a probabilistic interpretation for existing geometric methods based on determinant minimization. We model input data…

Machine Learning · Computer Science 2023-02-17 Gokcan Tatli , Alper T. Erdogan

Polynomial networks and factorization machines are two recently-proposed models that can efficiently use feature interactions in classification and regression tasks. In this paper, we revisit both models from a unified perspective. Based on…

Machine Learning · Statistics 2016-08-01 Mathieu Blondel , Masakazu Ishihata , Akinori Fujino , Naonori Ueda

Factorization machines and polynomial networks are supervised polynomial models based on an efficient low-rank decomposition. We extend these models to the multi-output setting, i.e., for learning vector-valued functions, with application…

Machine Learning · Statistics 2017-11-07 Mathieu Blondel , Vlad Niculae , Takuma Otsuka , Naonori Ueda

Factor analysis, often regarded as a Bayesian variant of matrix factorization, offers superior capabilities in capturing uncertainty, modeling complex dependencies, and ensuring robustness. As the deep learning era arrives, factor analysis…

Machine Learning · Computer Science 2024-08-02 Zhibin Duan , Tiansheng Wen , Yifei Wang , Chen Zhu , Bo Chen , Mingyuan Zhou

Although Recommender Systems have been comprehensively studied in the past decade both in industry and academia, most of current recommender systems suffer from the following issues: 1) The data sparsity of the user-item matrix seriously…

Information Retrieval · Computer Science 2018-05-29 Ze Wang , Hong Li

The paradigm of multi-task learning is that one can achieve better generalization by learning tasks jointly and thus exploiting the similarity between the tasks rather than learning them independently of each other. While previously the…

Machine Learning · Statistics 2015-11-19 Pratik Jawanpuria , Maksim Lapin , Matthias Hein , Bernt Schiele

Matrix factorization is a popular approach to solving matrix estimation problems based on partial observations. Existing matrix factorization is based on least squares and aims to yield a low-rank matrix to interpret the conditional sample…

Machine Learning · Statistics 2017-03-06 Rui Zhu , Di Niu , Linglong Kong , Zongpeng Li