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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 tackle the problem of collaborative filtering (CF) with side information, through the lens of Gaussian Process (GP) regression. Driven by the idea of using the kernel to explicitly model user-item similarities, we formulate the GP in a…

Machine Learning · Statistics 2017-06-09 Hyunjik Kim , Xiaoyu Lu , Seth Flaxman , Yee Whye Teh

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…

Matrix factorization (MF) has become a common approach to collaborative filtering, due to ease of implementation and scalability to large data sets. Two existing drawbacks of the basic model is that it does not incorporate side information…

Machine Learning · Statistics 2014-07-30 Cody Severinski , Ruslan Salakhutdinov

When inferring parameters from a Gaussian-distributed data set by computing a likelihood, a covariance matrix is needed that describes the data errors and their correlations. If the covariance matrix is not known a priori, it may be…

Cosmology and Nongalactic Astrophysics · Physics 2016-01-27 Elena Sellentin , Alan F. Heavens

Graph link prediction is an important task in cyber-security: relationships between entities within a computer network, such as users interacting with computers, or system libraries and the corresponding processes that use them, can provide…

Applications · Statistics 2022-08-10 Francesco Sanna Passino , Melissa J. M. Turcotte , Nicholas A. Heard

Gaussian Processes (GPs) are widely used tools in statistics, machine learning, robotics, computer vision, and scientific computation. However, despite their popularity, they can be difficult to apply; all but the simplest classification or…

Machine Learning · Computer Science 2016-01-06 Ulrich Schaechtle , Ben Zinberg , Alexey Radul , Kostas Stathis , Vikash K. Mansinghka

This is a course project report with complete methodology, experiments, references and mathematical derivations. Matrix factorization [1] is a widely used technique in recommendation systems. Probabilistic Matrix Factorization (PMF) [2]…

Machine Learning · Computer Science 2025-06-16 Ruixuan Xu , Xiangxiang Weng

We introduce the probabilistic sequential matrix factorization (PSMF) method for factorizing time-varying and non-stationary datasets consisting of high-dimensional time-series. In particular, we consider nonlinear Gaussian state-space…

Machine Learning · Statistics 2021-03-19 Ömer Deniz Akyildiz , Gerrit J. J. van den Burg , Theodoros Damoulas , Mark F. J. Steel

Probabilistic matrix factorization (PMF) plays a crucial role in recommendation systems. It requires a large amount of user data (such as user shopping records and movie ratings) to predict personal preferences, and thereby provides users…

Cryptography and Security · Computer Science 2018-10-22 Shun Zhang , Laixiang Liu , Zhili Chen , Hong Zhong

The Hilbert space of probability mass functions (pmf) is introduced in this thesis. A factorization method for multivariate pmfs is proposed by using the tools provided by the Hilbert space of pmfs. The resulting factorization is special…

Information Theory · Computer Science 2015-02-11 Muhammet Fatih Bayramoglu

Newsroom in online ecosystem is difficult to untangle. With prevalence of social media, interactions between journalists and individuals become visible, but lack of understanding to inner processing of information feedback loop in public…

Computers and Society · Computer Science 2018-01-03 Pau Perng-Hwa Kung

In this paper, we introduce a probabilistic model for learning nonnegative matrix factorization (NMF) that is commonly used for predicting missing values and finding hidden patterns in the data, in which the matrix factors are latent…

Machine Learning · Computer Science 2022-06-22 Jun Lu , Xuanyu Ye

Inspired by applications in sports where the skill of players or teams competing against each other varies over time, we propose a probabilistic model of pairwise-comparison outcomes that can capture a wide range of time dynamics. We…

Machine Learning · Statistics 2019-05-20 Lucas Maystre , Victor Kristof , Matthias Grossglauser

The rapid growth of edge data generated by mobile devices and applications deployed at the edge of the network has exacerbated the problem of information overload. As an effective way to alleviate information overload, recommender system…

Computer Vision and Pattern Recognition · Computer Science 2022-02-22 Honglong Chen , Zhe Li , Zhu Wang , Zhichen Ni , Junjian Li , Ge Xu , Abdul Aziz , Feng Xia

Factorization machine (FM) is a prevalent approach to modeling pairwise (second-order) feature interactions when dealing with high-dimensional sparse data. However, on the one hand, FM fails to capture higher-order feature interactions…

Machine Learning · Computer Science 2025-02-24 Shu Wu , Zekun Li , Yunyue Su , Zeyu Cui , Xiaoyu Zhang , Liang Wang

We introduce a novel Bayesian hybrid matrix factorisation model (HMF) for data integration, based on combining multiple matrix factorisation methods, that can be used for in- and out-of-matrix prediction of missing values. The model is very…

Machine Learning · Statistics 2017-04-18 Thomas Brouwer , Pietro Lió

Gaussian processes (GP) are powerful tools for probabilistic modeling purposes. They can be used to define prior distributions over latent functions in hierarchical Bayesian models. The prior over functions is defined implicitly by the mean…

Machine Learning · Statistics 2015-07-16 Jarno Vanhatalo , Jaakko Riihimäki , Jouni Hartikainen , Pasi Jylänki , Ville Tolvanen , Aki Vehtari

Low-rank matrix completion has achieved great success in many real-world data applications. A matrix factorization model that learns latent features is usually employed and, to improve prediction performance, the similarities between latent…

Machine Learning · Statistics 2020-01-28 Kaiyi Ji , Jian Tan , Jinfeng Xu , Yuejie Chi

The main challenges that arise when adopting Gaussian Process priors in probabilistic modeling are how to carry out exact Bayesian inference and how to account for uncertainty on model parameters when making model-based predictions on…

Machine Learning · Statistics 2014-04-08 Maurizio Filippone , Mark Girolami
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