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This article presents new methodology for sample-based Bayesian inference when data are partitioned and communication between the parts is expensive, as arises by necessity in the context of "big data" or by choice in order to take…

Methodology · Statistics 2022-11-01 Marc Box

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

Estimating the predictive uncertainty of a Bayesian learning model is critical in various decision-making problems, e.g., reinforcement learning, detecting adversarial attack, self-driving car. As the model posterior is almost always…

Machine Learning · Computer Science 2021-02-16 Yufei Cui , Wuguannan Yao , Qiao Li , Antoni B. Chan , Chun Jason Xue

In this paper, we propose a new low-rank matrix factorization model dubbed bounded simplex-structured matrix factorization (BSSMF). Given an input matrix $X$ and a factorization rank $r$, BSSMF looks for a matrix $W$ with $r$ columns and a…

Machine Learning · Computer Science 2023-07-26 Olivier Vu Thanh , Nicolas Gillis , Fabian Lecron

Tensor decompositions play a crucial role in numerous applications related to multi-way data analysis. By employing a Bayesian framework with sparsity-inducing priors, Bayesian Tensor Ring (BTR) factorization offers probabilistic estimates…

Machine Learning · Computer Science 2024-12-05 Zerui Tao , Toshihisa Tanaka , Qibin Zhao

There has recently been considerable interest in addressing the problem of unifying distributed statistical analyses into a single coherent inference. This problem naturally arises in a number of situations, including in big-data settings,…

Methodology · Statistics 2021-02-04 Hongsheng Dai , Murray Pollock , Gareth Roberts

Nonnegative matrix factorization (NMF) is a popular method used to reduce dimensionality in data sets whose elements are nonnegative. It does so by decomposing the data set of interest, $\mathbf{X}$, into two lower rank nonnegative matrices…

Methodology · Statistics 2021-07-05 Phillip Shreeves , Jeffrey L. Andrews , Xinchen Deng , Ramie Ali-Adeeb , Andrew Jirasek

Collaborative filtering generates recommendations by exploiting user-item similarities based on rating data, which often contains numerous unrated items. To predict scores for unrated items, matrix factorization techniques such as…

Statistical Mechanics · Physics 2025-07-30 Yukino Terui , Yuka Inoue , Yohei Hamakawa , Kosuke Tatsumura , Kazue Kudo

We develop a Bayesian methodology aimed at simultaneously estimating low-rank and row-sparse matrices in a high-dimensional multiple-response linear regression model. We consider a carefully devised shrinkage prior on the matrix of…

Methodology · Statistics 2019-04-10 Antik Chakraborty , Anirban Bhattacharya , Bani K. Mallick

We propose a method that meta-learns a knowledge on matrix factorization from various matrices, and uses the knowledge for factorizing unseen matrices. The proposed method uses a neural network that takes a matrix as input, and generates…

Machine Learning · Statistics 2021-06-30 Tomoharu Iwata

Non-negative matrix factorization (NMF) is widely used in many applications for dimensionality reduction. Inferring an appropriate number of factors for NMF is a challenging problem, and several approaches based on information criteria or…

Methodology · Statistics 2025-02-18 Alessandro Zito , Jeffrey W. Miller

In this paper, we study the trade-offs of different inference approaches for Bayesian matrix factorisation methods, which are commonly used for predicting missing values, and for finding patterns in the data. In particular, we consider…

Machine Learning · Statistics 2017-07-18 Thomas Brouwer , Jes Frellsen , Pietro Lió

Nonnegative matrix factorization (NMF) is a powerful tool for data mining. However, the emergence of `big data' has severely challenged our ability to compute this fundamental decomposition using deterministic algorithms. This paper…

Machine Learning · Statistics 2018-05-02 N. Benjamin Erichson , Ariana Mendible , Sophie Wihlborn , J. Nathan Kutz

Non-negative matrix factorization (NMF) is a recently developed technique for finding parts-based, linear representations of non-negative data. Although it has successfully been applied in several applications, it does not always result in…

Machine Learning · Computer Science 2007-05-23 Patrik O. Hoyer

Recent demands on data privacy have called for federated learning (FL) as a new distributed learning paradigm in massive and heterogeneous networks. Although many FL algorithms have been proposed, few of them have considered the matrix…

Machine Learning · Computer Science 2020-11-02 Shuai Wang , Tsung-Hui Chang

Distribution regression has recently attracted much interest as a generic solution to the problem of supervised learning where labels are available at the group level, rather than at the individual level. Current approaches, however, do not…

Machine Learning · Statistics 2021-01-18 Ho Chung Leon Law , Danica J. Sutherland , Dino Sejdinovic , Seth Flaxman

Identifying overlapping communities in networks is a challenging task. In this work we present a novel approach to community detection that utilises the Bayesian non-negative matrix factorisation (NMF) model to produce a probabilistic…

Machine Learning · Statistics 2010-09-28 Ioannis Psorakis , Stephen Roberts , Ben Sheldon

Latent Factor Model (LFM) is one of the most successful methods for Collaborative filtering (CF) in the recommendation system, in which both users and items are projected into a joint latent factor space. Base on matrix factorization…

Information Retrieval · Computer Science 2021-05-19 Jiansheng Fang , Xiaoqing Zhang , Yan Hu , Yanwu Xu , Ming Yang , Jiang Liu

Factor analysis is broadly used as a powerful unsupervised machine learning tool for reconstruction of hidden features in recorded mixtures of signals. In the case of a linear approximation, the mixtures can be decomposed by a variety of…

Machine Learning · Computer Science 2018-03-28 Filip L. Iliev , Valentin G. Stanev , Velimir V. Vesselinov , Boian S. Alexandrov

We present a novel Bayesian inference tool that uses a neural network to parameterise efficient Markov Chain Monte-Carlo (MCMC) proposals. The target distribution is first transformed into a diagonal, unit variance Gaussian by a series of…

Cosmology and Nongalactic Astrophysics · Physics 2020-06-03 Adam Moss
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