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Matrix factorization is a fundamental method in statistics and machine learning for inferring and summarizing structure in multivariate data. Modern data sets often come with "side information" of various forms (images, text, graphs) that…

The key distinguishing property of a Bayesian approach is marginalization, rather than using a single setting of weights. Bayesian marginalization can particularly improve the accuracy and calibration of modern deep neural networks, which…

Machine Learning · Computer Science 2022-03-31 Andrew Gordon Wilson , Pavel Izmailov

Matrix factorization (MF), a cornerstone of recommender systems, decomposes user-item interaction matrices into latent representations. Traditional MF approaches, however, employ a two-stage, non-end-to-end paradigm, sequentially performing…

Information Retrieval · Computer Science 2025-04-22 Shangde Gao , Ke Liu , Yichao Fu , Hongxia Xu , Jian Wu

Precision matrix estimation in a multivariate Gaussian model is fundamental to network estimation. Although there exist both Bayesian and frequentist approaches to this, it is difficult to obtain good Bayesian and frequentist properties…

Statistics Theory · Mathematics 2022-01-19 Ksheera Sagar , Sayantan Banerjee , Jyotishka Datta , Anindya Bhadra

CMF is a technique for simultaneously learning low-rank representations based on a collection of matrices with shared entities. A typical example is the joint modeling of user-item, item-property, and user-feature matrices in a recommender…

Machine Learning · Statistics 2014-11-19 Arto Klami , Guillaume Bouchard , Abhishek Tripathi

Predicting user affinity to items is an important problem in applications like content optimization, computational advertising, and many more. While bilinear random effect models (matrix factorization) provide state-of-the-art performance…

Machine Learning · Computer Science 2012-03-26 Rajiv Khanna , Liang Zhang , Deepak Agarwal , Beechung Chen

Matrix factorization models are the core of current commercial collaborative filtering Recommender Systems. This paper tested six representative matrix factorization models, using four collaborative filtering datasets. Experiments have…

Information Retrieval · Computer Science 2024-10-28 Jesús Bobadilla , Jorge Dueñas-Lerín , Fernando Ortega , Abraham Gutierrez

In various practical situations, matrix factorization methods suffer from poor data quality, such as high data sparsity and low signal-to-noise ratio (SNR). Here, we consider a matrix factorization problem by utilizing auxiliary…

Machine Learning · Statistics 2026-01-06 Zhiwei Wang , Fa Zhang , Cong Zheng , Xianghong Hu , Mingxuan Cai , Can Yang

In order to achieve state-of-the-art performance, modern machine learning techniques require careful data pre-processing and hyperparameter tuning. Moreover, given the ever increasing number of machine learning models being developed, model…

Machine Learning · Statistics 2018-05-03 Nicolo Fusi , Rishit Sheth , Huseyn Melih Elibol

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

We propose a novel approach to estimating the precision matrix of multivariate Gaussian data that relies on decomposing them into a low-rank and a diagonal component. Such decompositions are very popular for modeling large covariance…

Methodology · Statistics 2022-08-18 Noirrit Kiran Chandra , Peter Mueller , Abhra Sarkar

Factorization Machines (FMs) are effective in incorporating side information to overcome the cold-start and data sparsity problems in recommender systems. Traditional FMs adopt the inner product to model the second-order interactions…

Information Retrieval · Computer Science 2020-10-27 Yangyang Guo , Zhiyong Cheng , Jiazheng Jing , Yanpeng Lin , Liqiang Nie , Meng Wang

Bayesian Personalized Ranking (BPR), a collaborative filtering approach based on matrix factorization, frequently serves as a benchmark for recommender systems research. However, numerous studies often overlook the nuances of BPR…

Information Retrieval · Computer Science 2024-10-21 Aleksandr Milogradskii , Oleg Lashinin , Alexander P , Marina Ananyeva , Sergey Kolesnikov

Recent literature provides many computational and modeling approaches for covariance matrices estimation in a penalized Gaussian graphical models but relatively little study has been carried out on the choice of the tuning parameter. This…

Methodology · Statistics 2009-09-08 Heng Lian

Deep Learning and factorization-based collaborative filtering recommendation models have undoubtedly dominated the scene of recommender systems in recent years. However, despite their outstanding performance, these methods require a…

Information Retrieval · Computer Science 2021-08-02 Vito Walter Anelli , Tommaso Di Noia , Eugenio Di Sciascio , Antonio Ferrara , Alberto Carlo Maria Mancino

Deep matrix factorizations (deep MFs) are recent unsupervised data mining techniques inspired by constrained low-rank approximations. They aim to extract complex hierarchies of features within high-dimensional datasets. Most of the loss…

Machine Learning · Computer Science 2023-01-26 Pierre De Handschutter , Nicolas Gillis

Recommender system has been more and more popular and widely used in many applications recently. The increasing information available, not only in quantities but also in types, leads to a big challenge for recommender system that how to…

Artificial Intelligence · Computer Science 2011-12-30 Tianqi Chen , Zhao Zheng , Qiuxia Lu , Weinan Zhang , Yong Yu

A collaborative filtering recommender system predicts user preferences by discovering common features among users and items. We implement such inference using a Bayesian double feature allocation model, that is, a model for random pairs of…

Methodology · Statistics 2022-02-03 Qiaohui Lin , Peter Mueller

We study a general factor analysis framework where the $n$-by-$p$ data matrix is assumed to follow a general exponential family distribution entry-wise. While this model framework has been proposed before, we here further relax its…

Methodology · Statistics 2025-12-02 Liang Wang , Luis Carvalho

Recommending items to potentially interested users has been an important commercial task that faces two main challenges: accuracy and explainability. While most collaborative filtering models rely on statistical computations on a large…

Information Retrieval · Computer Science 2024-05-07 Lei Pan , Von-Wun Soo
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