Related papers: An Exponential Factorization Machine with Percenta…

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…

In retail sales forecasting, accurately predicting future sales is crucial for inventory management and strategic planning. Traditional methods like LR often fall short due to the complexity of sales data, which includes seasonality and…

Real-world data contain uncertainty and variations that can be correlated to external variables, known as randomness. An alternative cause of randomness is chaos, which can be an important component of chaotic time series. One of the…

Modeling interactions between features improves the performance of machine learning solutions in many domains (e.g. recommender systems or sentiment analysis). In this paper, we introduce Exponential Machines (ExM), a predictor that models…

The Expectation-Maximization (EM) algorithm is a fundamental tool in unsupervised machine learning. It is often used as an efficient way to solve Maximum Likelihood (ML) estimation problems, especially for models with latent variables. It…

An exponentially weighted moving model (EWMM) for a vector time series fits a new data model each time period, based on an exponentially fading loss function on past observed data. The well known and widely used exponentially weighted…

This paper derives a novel representation of the exponential discounting model that allows one to assess departures from the model via a measure of efficiency. The approach uses a revealed preference methodology that does not make any…

Nonnegative Matrix Factorization (NMF) is a widely-used data analysis technique, and has yielded impressive results in many real-world tasks. Generally, existing NMF methods represent each sample with several centroids, and find the optimal…

Factorization machines (FM) are a popular model class to learn pairwise interactions by a low-rank approximation. Different from existing FM-based approaches which use a fixed rank for all features, this paper proposes a Rank-Aware FM…

This paper considers an approximate dynamic matrix factor model that accounts for the time series nature of the data by explicitly modelling the time evolution of the factors. We study estimation of the model parameters based on the…

The EM (Expectation-Maximization) algorithm is regarded as an MM (Majorization-Minimization) algorithm for maximum likelihood estimation of statistical models. Expanding this view, this paper demonstrates that by choosing an appropriate…

Expectation maximisation (EM) is an unsupervised learning method for estimating the parameters of a finite mixture distribution. It works by introducing "hidden" or "latent" variables via Baum's auxiliary function $Q$ that allow the joint…

We present a novel probabilistic finite element method (FEM) for the solution and uncertainty quantification of elliptic partial differential equations based on random meshes, which we call random mesh FEM (RM-FEM). Our methodology allows…

The Stochastic Approximation EM (SAEM) algorithm, a variant stochastic approximation of EM, is a versatile tool for inference in incomplete data models. In this paper, we review the fundamental EM algorithm and then focus especially on the…

This paper introduces a novel meta-learning algorithm for time series forecast model performance prediction. We model the forecast error as a function of time series features calculated from the historical time series with an efficient…

Empirical divergence maximization (EDM) refers to a recently proposed strategy for estimating f-divergences and likelihood ratio functions. This paper extends the idea to empirical vector quantization where one seeks to empirically derive…

Many predictive tasks of web applications need to model categorical variables, such as user IDs and demographics like genders and occupations. To apply standard machine learning techniques, these categorical predictors are always converted…

Foundation models (FMs) have emerged as a promising approach for time series forecasting. While effective, FMs typically remain fixed during deployment due to the high computational costs of learning them online. Consequently, deployed FMs…

Simple exponential smoothing is widely used in forecasting economic time series. This is because it is quick to compute and it generally delivers accurate forecasts. On the other hand, its multivariate version has received little attention…

Generating accurate and reliable sales forecasts is crucial in the E-commerce business. The current state-of-the-art techniques are typically univariate methods, which produce forecasts considering only the historical sales data of a single…