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Matrix factorization is a very common machine learning technique in recommender systems. Bayesian Matrix Factorization (BMF) algorithms would be attractive because of their ability to quantify uncertainty in their predictions and avoid…

Machine Learning · Computer Science 2020-04-15 Tom Vander Aa , Xiangju Qin , Paul Blomstedt , Roel Wuyts , Wilfried Verachtert , Samuel Kaski

Factorization Machines (FM), a general predictor that can efficiently model feature interactions in linear time, was primarily proposed for collaborative recommendation and have been broadly used for regression, classification and ranking…

Machine Learning · Computer Science 2021-08-18 Yu Geng , Liang Lan

Estimation and prediction in high dimensional multivariate factor stochastic volatility models is an important and active research area because such models allow a parsimonious representation of multivariate stochastic volatility. Bayesian…

Computation · Statistics 2021-04-27 David Gunawan , Robert Kohn , David Nott

Factorization machine (FM) is a popular machine learning model to capture the second order feature interactions. The optimal learning guarantee of FM and its generalized version is not yet developed. For a rank $k$ generalized FM of $d$…

Machine Learning · Statistics 2019-02-01 Ming Lin , Shuang Qiu , Jieping Ye , Xiaomin Song , Qi Qian , Liang Sun , Shenghuo Zhu , Rong Jin

Discrete choice models are commonly used by applied statisticians in numerous fields, such as marketing, economics, finance, and operations research. When agents in discrete choice models are assumed to have differing preferences, exact…

Methodology · Statistics 2010-06-04 Michael Braun , Jon McAuliffe

Factorial Hidden Markov Models (FHMMs) are powerful models for sequential data but they do not scale well with long sequences. We propose a scalable inference and learning algorithm for FHMMs that draws on ideas from the stochastic…

Machine Learning · Statistics 2016-10-31 Yin Cheng Ng , Pawel Chilinski , Ricardo Silva

Factorization Machines (FM) are powerful class of models that incorporate higher-order interaction among features to add more expressive power to linear models. They have been used successfully in several real-world tasks such as…

Machine Learning · Computer Science 2020-04-30 Parameswaran Raman , S. V. N. Vishwanathan

Real-world item recommenders commonly suffer from a persistent cold-start problem which is caused by dynamically changing users and items. In order to overcome the problem, several context-aware recommendation techniques have been recently…

Machine Learning · Computer Science 2016-07-12 Takuya Kitazawa

Sparse matrix factorization is a popular tool to obtain interpretable data decompositions, which are also effective to perform data completion or denoising. Its applicability to large datasets has been addressed with online and randomized…

Machine Learning · Statistics 2017-11-15 Arthur Mensch , Julien Mairal , Bertrand Thirion , Gaël Varoquaux

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

Reward factorization personalizes large language models (LLMs) by decomposing rewards into shared basis functions and user-specific weights. Yet, existing methods estimate user weights from scarce data in isolation and as deterministic…

Computation and Language · Computer Science 2026-04-02 Gyuseok Lee , Wonbin Kweon , Zhenrui Yue , SeongKu Kang , Jiawei Han , Dong Wang

The behavior of many Bayesian models used in machine learning critically depends on the choice of prior distributions, controlled by some hyperparameters that are typically selected by Bayesian optimization or cross-validation. This…

Machine Learning · Statistics 2023-10-09 Eliezer de Souza da Silva , Tomasz Kuśmierczyk , Marcelo Hartmann , Arto Klami

This paper seeks an efficient algorithm for stochastic precoding to maximize the long-term average weighted sum rates throughout a multiple-input multiple-output (MIMO) network. Unlike many existing works that assume a particular…

Information Theory · Computer Science 2026-03-10 Wenyu Wang , Kaiming Shen

Matrix factorization (MF) is extensively used to mine the user preference from explicit ratings in recommender systems. However, the reliability of explicit ratings is not always consistent, because many factors may affect the user's final…

Information Retrieval · Computer Science 2018-06-25 Zhipeng Wu , Hui Tian , Xuzhen Zhu , Shuo Wang

Variational inference has recently emerged as a popular alternative to the classical Markov chain Monte Carlo (MCMC) in large-scale Bayesian inference. The core idea is to trade statistical accuracy for computational efficiency. In this…

Machine Learning · Statistics 2023-08-08 Kush Bhatia , Nikki Lijing Kuang , Yi-An Ma , Yixin Wang

With ever-increasing amounts of online information available, modeling and predicting individual preferences-for books or articles, for example-is becoming more and more important. Good predictions enable us to improve advice to users, and…

Social and Information Networks · Computer Science 2017-02-06 Antonia Godoy-Lorite , Roger Guimera , Cristopher Moore , Marta Sales-Pardo

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

Matrix factorization models are the core of current commercial collaborative filtering Recommender Systems. This paper tested six representative matrix factorization models, using four collaborative filtering datasets. Experiments have…

Information Retrieval · Computer Science 2024-10-28 Jesús Bobadilla , Jorge Dueñas-Lerín , Fernando Ortega , Abraham Gutierrez

Polynomial networks and factorization machines are two recently-proposed models that can efficiently use feature interactions in classification and regression tasks. In this paper, we revisit both models from a unified perspective. Based on…

Machine Learning · Statistics 2016-08-01 Mathieu Blondel , Masakazu Ishihata , Akinori Fujino , Naonori Ueda

This paper proposes a new approach to sales forecasting for new products with long lead time but short product life cycle. These SKUs are usually sold for one season only, without any replenishments. An exponential factorization machine…

Machine Learning · Computer Science 2020-09-23 Chongshou Li , Brenda Cheang , Zhixing Luo , Andrew Lim