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Nonnegative Matrix Factorization consists in (approximately) factorizing a nonnegative data matrix by the product of two low-rank nonnegative matrices. It has been successfully applied as a data analysis technique in numerous domains, e.g.,…

Optimization and Control · Mathematics 2012-08-13 Nicolas Gillis , François Glineur

Parameter inference is a fundamental problem in data-driven modeling. Given observed data that is believed to be a realization of some parameterized model, the aim is to find parameter values that are able to explain the observed data. In…

Data Structures and Algorithms · Computer Science 2016-04-20 Carlo Albert , Simone Ulzega , Ruedi Stoop

We introduce a probabilistic model with implicit norm regularization 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…

Machine Learning · Computer Science 2022-08-23 Jun Lu , Christine P. Chai

Conventional frequentist learning, as assumed by existing federated learning protocols, is limited in its ability to quantify uncertainty, incorporate prior knowledge, guide active learning, and enable continual learning. Bayesian learning…

Information Theory · Computer Science 2021-08-31 Dongzhu Liu , Osvaldo Simeone

As data size and computing power increase, the architectures of deep neural networks (DNNs) have been getting more complex and huge, and thus there is a growing need to simplify such complex and huge DNNs. In this paper, we propose a novel…

Machine Learning · Statistics 2023-05-24 Insung Kong , Dongyoon Yang , Jongjin Lee , Ilsang Ohn , Yongdai Kim

Divide-and-conquer based methods for Bayesian inference provide a general approach for tractable posterior inference when the sample size is large. These methods divide the data into smaller subsets, sample from the posterior distribution…

Methodology · Statistics 2018-06-21 Sanvesh Srivastava , Cheng Li , David B. Dunson

Monte Carlo (MC) integration is the de facto method for approximating the predictive distribution of Bayesian neural networks (BNNs). But, even with many MC samples, Gaussian-based BNNs could still yield bad predictive performance due to…

Machine Learning · Computer Science 2022-10-18 Agustinus Kristiadi , Runa Eschenhagen , Philipp Hennig

Bayesian modelling allows for the quantification of predictive uncertainty which is crucial in safety-critical applications. Yet for many machine learning (ML) algorithms, it is difficult to construct or implement their Bayesian…

Machine Learning · Statistics 2024-10-22 Ziyu Wang , Chris Holmes

The application of binary matrices are numerous. Representing a matrix as a mixture of a small collection of latent vectors via low-rank decomposition is often seen as an advantageous method to interpret and analyze data. In this work, we…

Numerical Analysis · Mathematics 2021-11-03 Derek DeSantis , Erik Skau , Duc P. Truong , Boian Alexandrov

Bayesian inference often faces a trade-off between computational speed and sampling accuracy. We propose an adaptive workflow that integrates rapid amortized inference with gold-standard MCMC techniques to achieve a favorable combination of…

Machine Learning · Computer Science 2026-02-19 Chengkun Li , Aki Vehtari , Paul-Christian Bürkner , Stefan T. Radev , Luigi Acerbi , Marvin Schmitt

The symmetric Nonnegative Matrix Factorization (NMF), a special but important class of the general NMF, has found numerous applications in data analysis such as various clustering tasks. Unfortunately, designing fast algorithms for the…

Machine Learning · Computer Science 2023-01-26 Xiao Li , Zhihui Zhu , Qiuwei Li , Kai Liu

Boolean matrix factorization and Boolean matrix completion from noisy observations are desirable unsupervised data-analysis methods due to their interpretability, but hard to perform due to their NP-hardness. We treat these problems as…

Statistics Theory · Mathematics 2016-02-08 Siamak Ravanbakhsh , Barnabas Poczos , Russell Greiner

Integration over non-negative integrands is a central problem in machine learning (e.g. for model averaging, (hyper-)parameter marginalisation, and computing posterior predictive distributions). Bayesian Quadrature is a probabilistic…

Machine Learning · Statistics 2018-12-05 Ed Wagstaff , Saad Hamid , Michael Osborne

In the bayesian analysis of Inverse Problems most relevant cases the forward maps (FM, or regressor function) are defined in terms of a system of (O, P)DE's with intractable solutions. These necessarily involve a numerical method to find…

Computation · Statistics 2017-08-31 J. Andrés Christen , Marcos A. Capistrán , Miguel Ángel Moreles

The multi-scale factor models are particularly appealing for analyzing matrix- or tensor-valued data, due to their adaptiveness to local geometry and intuitive interpretation. However, the reliance on the binary tree for recursive…

Methodology · Statistics 2020-02-26 Maoran Xu , Leo L. Duan

Nonnegative Matrix Factorization (NMF) has been a popular representation method for pattern classification problem. It tries to decompose a nonnegative matrix of data samples as the product of a nonnegative basic matrix and a nonnegative…

Machine Learning · Statistics 2013-12-06 Jim Jing-Yan Wang

Matrix factorization (MF) has been widely used to discover the low-rank structure and to predict the missing entries of data matrix. In many real-world learning systems, the data matrix can be very high-dimensional but sparse. This poses an…

Information Retrieval · Computer Science 2019-01-08 Xiangnan He , Jinhui Tang , Xiaoyu Du , Richang Hong , Tongwei Ren , Tat-Seng Chua

Identifying predictive factors for an outcome of interest via a multivariable analysis is often difficult when the data set is small. Combining data from different medical centers into a single (larger) database would alleviate this…

Applications · Statistics 2024-03-12 Marianne A. Jonker , Hassan Pazira , Anthony CC Coolen

We propose an efficient method for Bayesian network inference in models with functional dependence. We generalize the multiplicative factorization method originally designed by Takikawa and D Ambrosio(1999) FOR models WITH independence OF…

Artificial Intelligence · Computer Science 2013-01-07 Jirka Vomlel

Inference for doubly intractable distributions is challenging because the intractable normalizing functions of these models include parameters of interest. Previous auxiliary variable MCMC algorithms are infeasible for multi-dimensional…

Computation · Statistics 2020-08-07 Jaewoo Park