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We present a matrix-factorization algorithm that scales to input matrices with both huge number of rows and columns. Learned factors may be sparse or dense and/or non-negative, which makes our algorithm suitable for dictionary learning,…

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

The purpose of this text is to provide an accessible introduction to a set of recently developed algorithms for factorizing matrices. These new algorithms attain high practical speed by reducing the dimensionality of intermediate…

Numerical Analysis · Mathematics 2019-02-08 Per-Gunnar Martinsson

Context-aware recommendation algorithms focus on refining recommendations by considering additional information, available to the system. This topic has gained a lot of attention recently. Among others, several factorization methods were…

Information Retrieval · Computer Science 2015-05-20 Balázs Hidasi , Domonkos Tikk

Matrix factorization is a common machine learning technique for recommender systems. Despite its high prediction accuracy, the Bayesian Probabilistic Matrix Factorization algorithm (BPMF) has not been widely used on large scale data because…

Distributed, Parallel, and Cluster Computing · Computer Science 2017-05-12 Tom Vander Aa , Imen Chakroun , Tom Haber

Bayesian analyses combine information represented by different terms in a joint Bayesian model. When one or more of the terms is misspecified, it can be helpful to restrict the use of information from suspect model components to modify…

Methodology · Statistics 2022-06-27 Xuejun Yu , David J. Nott , Michael Stanley Smith

It is today accepted that matrix factorization models allow a high quality of rating prediction in recommender systems. However, a major drawback of matrix factorization is its static nature that results in a progressive declining of the…

Machine Learning · Computer Science 2012-12-05 Modou Gueye , Talel Abdessalem , Hubert Naacke

With the popularity of Linked Open Data (LOD) and the associated rise in freely accessible knowledge that can be accessed via LOD, exploiting LOD for recommender systems has been widely studied based on various approaches such as…

Information Retrieval · Computer Science 2017-08-01 Guangyuan Piao , John G. Breslin

Models with a large number of latent variables are often used to fully utilize the information in big or complex data. However, they can be difficult to estimate using standard approaches, and variational inference methods are a popular…

Methodology · Statistics 2021-04-20 Rubén Loaiza-Maya , Michael Stanley Smith , David J. Nott , Peter J. Danaher

Matrix factorization (MF) is a simple collaborative filtering technique that achieves superior recommendation accuracy by decomposing the user-item interaction matrix into user and item latent matrices. Because the model typically learns…

Information Retrieval · Computer Science 2024-03-11 Kai Sugahara , Kazushi Okamoto

Recommender systems have become crucial in the modern digital landscape, where personalized content, products, and services are essential for enhancing user experience. This paper explores statistical models for recommender systems,…

Methodology · Statistics 2024-08-13 Disha Ghandwani , Trevor Hastie

Variable selection is fundamental to high-dimensional statistical modeling. Many variable selection techniques may be implemented by maximum penalized likelihood using various penalty functions. Optimizing the penalized likelihood function…

Statistics Theory · Mathematics 2007-06-13 David R. Hunter , Runze Li

We propose the Pseudo-Mallows distribution over the set of all permutations of $n$ items, to approximate the posterior distribution with a Mallows likelihood. The Mallows model has been proven to be useful for recommender systems where it…

Methodology · Statistics 2022-05-30 Qinghua Liu , Valeria Vitelli , Carlo Mannino , Arnoldo Frigessi , Ida Scheel

Low rank matrix factorisation is often used in recommender systems as a way of extracting latent features. When dealing with large and sparse datasets, traditional recommendation algorithms face the problem of acquiring large, unrestrained,…

Machine Learning · Computer Science 2018-07-17 Shuai Jiang , Kan Li , Richard Yi Da Xu

Collaborative filtering or recommender systems use a database about user preferences to predict additional topics or products a new user might like. In this paper we describe several algorithms designed for this task, including techniques…

Information Retrieval · Computer Science 2013-02-01 John S. Breese , David Heckerman , Carl Kadie

We introduce the variational filtering EM algorithm, a simple, general-purpose method for performing variational inference in dynamical latent variable models using information from only past and present variables, i.e. filtering. The…

Machine Learning · Statistics 2018-11-14 Joseph Marino , Milan Cvitkovic , Yisong Yue

Gradient boosting machines (GBMs) based on decision trees consistently demonstrate state-of-the-art results on regression and classification tasks with tabular data, often outperforming deep neural networks. However, these models do not…

Machine Learning · Computer Science 2023-02-23 Tristan Cinquin , Tammo Rukat , Philipp Schmidt , Martin Wistuba , Artur Bekasov

We propose a framework for fitting fractional polynomials models as special cases of Bayesian Generalized Nonlinear Models, applying an adapted version of the Genetically Modified Mode Jumping Markov Chain Monte Carlo algorithm. The…

Methodology · Statistics 2023-05-26 Aliaksandr Hubin , Georg Heinze , Riccardo De Bin

In Bayesian statistics, the choice of the prior can have an important influence on the posterior and the parameter estimation, especially when few data samples are available. To limit the added subjectivity from a priori information, one…

Methodology · Statistics 2025-12-05 Nils Baillie , Antoine Van Biesbroeck , Clément Gauchy

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…

Information Retrieval · Computer Science 2020-10-27 Yangyang Guo , Zhiyong Cheng , Jiazheng Jing , Yanpeng Lin , Liqiang Nie , Meng Wang

Matrix factorization is a widely adopted recommender system technique that fits scalar rating values by dot products of user feature vectors and item feature vectors. However, the formulation of matrix factorization as a scalar fitting…

Information Retrieval · Computer Science 2021-12-07 Hao Wang