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Feature selection can facilitate the learning of mixtures of discrete random variables as they arise, e.g. in crowdsourcing tasks. Intuitively, not all workers are equally reliable but, if the less reliable ones could be eliminated, then…

Machine Learning · Statistics 2017-11-28 Vincent Zhao , Steven W. Zucker

Probabilistic Latent Tensor Factorization (PLTF) is a recently proposed probabilistic framework for modelling multi-way data. Not only the common tensor factorization models but also any arbitrary tensor factorization structure can be…

Computation · Statistics 2014-09-30 Beyza Ermis , Y. Kenan Yılmaz , A. Taylan Cemgil , Evrim Acar

Practitioners of Bayesian statistics have long depended on Markov chain Monte Carlo (MCMC) to obtain samples from intractable posterior distributions. Unfortunately, MCMC algorithms are typically serial, and do not scale to the large…

Machine Learning · Statistics 2015-06-11 Maxim Rabinovich , Elaine Angelino , Michael I. Jordan

A common strategy for sparse linear regression is to introduce regularization, which eliminates irrelevant features by letting the corresponding weights be zeros. However, regularization often shrinks the estimator for relevant features,…

Machine Learning · Statistics 2015-10-07 Yohei Kondo , Kohei Hayashi , Shin-ichi Maeda

Latent factor models (LFMs) such as matrix factorization achieve the state-of-the-art performance among various Collaborative Filtering (CF) approaches for recommendation. Despite the high recommendation accuracy of LFMs, a critical issue…

Machine Learning · Computer Science 2019-09-10 Weiyu Cheng , Yanyan Shen , Yanmin Zhu , Linpeng Huang

Recommender Systems have become an integral part of online e-Commerce platforms, driving customer engagement and revenue. Most popular recommender systems attempt to learn from users' past engagement data to understand behavioral traits of…

Machine Learning · Computer Science 2020-12-04 Venugopal Mani , Ramasubramanian Balasubramanian , Sushant Kumar , Abhinav Mathur , Kannan Achan

Matrix factorization (MF) has been widely applied to collaborative filtering in recommendation systems. Its Bayesian variants can derive posterior distributions of user and item embeddings, and are more robust to sparse ratings. However,…

Machine Learning · Computer Science 2022-08-23 Yuan Jin , He Zhao , Ming Liu , Ye Zhu , Lan Du , Longxiang Gao , He Zhang , Yunfeng Li

We consider continuous-time diffusion models driven by fractional Brownian motion. Observations are assumed to possess a non-trivial likelihood given the latent path. Due to the non-Markovianity and high-dimensionality of the latent paths,…

Methodology · Statistics 2015-03-25 Alexandros Beskos , Joseph Dureau , Konstantinos Kalogeropoulos

We propose VarFA, a variational inference factor analysis framework that extends existing factor analysis models for educational data mining to efficiently output uncertainty estimation in the model's estimated factors. Such uncertainty…

Machine Learning · Statistics 2020-08-18 Zichao Wang , Yi Gu , Andrew Lan , Richard Baraniuk

Recommender systems support decisions in various domains ranging from simple items such as books and movies to more complex items such as financial services, telecommunication equipment, and software systems. In this context,…

Information Retrieval · Computer Science 2021-02-15 Alexander Felfernig , Viet-Man Le , Andrei Popescu , Mathias Uta , Thi Ngoc Trang Tran , Müslüum Atas

Transductive Few-Shot learning has gained increased attention nowadays considering the cost of data annotations along with the increased accuracy provided by unlabelled samples in the domain of few shot. Especially in Few-Shot…

Machine Learning · Computer Science 2022-09-20 Yuqing Hu , Stéphane Pateux , Vincent Gripon

Recommender systems are a kind of data filtering that guides the user to interesting and valuable resources within an extensive dataset. by providing suggestions of products that are expected to match their preferences. However, due to data…

Information Retrieval · Computer Science 2024-06-18 Sajida Mhammedi , Hakim El Massari , Noreddine Gherabi , Amnai Mohamed

In the context of time series forecasting, it is a common practice to evaluate multiple methods and choose one of these methods or an ensemble for producing the best forecasts. However, choosing among different ensembles over multiple…

Machine Learning · Computer Science 2021-12-16 Himanshi Charotia , Abhishek Garg , Gaurav Dhama , Naman Maheshwari

We consider matrix factorization (MF) with certain constraints, which finds wide applications in various areas. Leveraging variational inference (VI) and unitary approximate message passing (UAMP), we develop a Bayesian approach to MF with…

Signal Processing · Electrical Eng. & Systems 2022-08-02 Zhengdao Yuan , Qinghua Guo , Yonina C. Eldar , Yonghui Li

Traditionally, the field of computational Bayesian statistics has been divided into two main subfields: variational methods and Markov chain Monte Carlo (MCMC). In recent years, however, several methods have been proposed based on combining…

Computation · Statistics 2017-04-19 Cheng Zhang , Babak Shahbaba , Hongkai Zhao

This work introduces a new method for selecting the number of components in finite mixture models (FMMs) using variational Bayes, inspired by the large-sample properties of the Evidence Lower Bound (ELBO) derived from mean-field (MF)…

Methodology · Statistics 2026-04-23 Chenyang Wang , Yun Yang

Deep learning provides accurate collaborative filtering models to improve recommender system results. Deep matrix factorization and their related collaborative neural networks are the state-of-art in the field; nevertheless, both models…

Information Retrieval · Computer Science 2021-07-28 Jesús Bobadilla , Fernando Ortega , Abraham Gutiérrez , Ángel González-Prieto

In dealing with high-dimensional data sets, factor models are often useful for dimension reduction. The estimation of factor models has been actively studied in various fields. In the first part of this paper, we present a new approach to…

Statistical Finance · Quantitative Finance 2017-11-27 Joongyeub Yeo , George Papanicolaou

We present a new algorithm for approximate inference in probabilistic programs, based on a stochastic gradient for variational programs. This method is efficient without restrictions on the probabilistic program; it is particularly…

Machine Learning · Statistics 2013-01-08 David Wingate , Theophane Weber

We study a class of nonconvex nonsmooth optimization problems in which the objective is a sum of two functions: One function is the average of a large number of differentiable functions, while the other function is proper, lower…

Optimization and Control · Mathematics 2023-05-12 Duy-Nhat Phan , Sedi Bartz , Nilabja Guha , Hung M. Phan
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