Related papers: Matrix-valued Factor Model with Time-varying Main …
Non-negative Matrix Factorization (NMF) is a powerful technique for analyzing regularly-sampled data, i.e., data that can be stored in a matrix. For audio, this has led to numerous applications using time-frequency (TF) representations like…
We study a new model where the potential outcomes, corresponding to the values of a (possibly continuous) treatment, are linked through common factors. The factors can be estimated using a panel of regressors. We propose a procedure to…
Numerous estimators have been proposed for factor analysis, and their statistical properties have been extensively studied. In the early 2000s, a novel matrix factorization-based approach, known as Matrix Decomposition Factor Analysis…
We consider the problem of learning predictive models from longitudinal data, consisting of irregularly repeated, sparse observations from a set of individuals over time. Such data often exhibit {\em longitudinal correlation} (LC)…
Factorization machine (FM) is an effective model for feature-based recommendation which utilizes inner product to capture second-order feature interactions. However, one of the major drawbacks of FM is that it couldn't capture complex…
In this paper, we introduce Masked Multi-Step Multivariate Forecasting (MMMF), a novel and general self-supervised learning framework for time series forecasting with known future information. In many real-world forecasting scenarios, some…
Beyond accuracy, quality measures are gaining importance in modern recommender systems, with reliability being one of the most important indicators in the context of collaborative filtering. This paper proposes Bernoulli Matrix…
Click-through rate (CTR) prediction models are common in many online applications such as digital advertising and recommender systems. Field-Aware Factorization Machine (FFM) and Field-weighted Factorization Machine (FwFM) are…
We propose a new estimator for the Generalised Dynamic Factor Model (GDFM) that simplifies estimation by avoiding frequency-domain methods. Our key theoretical insight shows that under reasonable conditions the dynamic common component can…
Recent developments in prompt learning of large Vision-Language Models (VLMs) have significantly improved performance in target-specific tasks. However, these prompting methods often struggle to tackle the target-unspecific or generalizable…
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…
Efficient traffic management is crucial for maintaining urban mobility, especially in densely populated areas where congestion, accidents, and delays can lead to frustrating and expensive commutes. However, existing prediction methods face…
Recently, Factorization Machines (FM) has become more and more popular for recommendation systems, due to its effectiveness in finding informative interactions between features. Usually, the weights for the interactions is learnt as a low…
We present the R-package mgm for the estimation of k-order Mixed Graphical Models (MGMs) and mixed Vector Autoregressive (mVAR) models in high-dimensional data. These are a useful extensions of graphical models for only one variable type,…
A novel unsupervised learning method is proposed in this paper for biclustering large-dimensional matrix-valued time series based on an entirely new latent two-way factor structure. Each block cluster is characterized by its own row and…
The matrix factorization (MF) technique has been widely adopted for solving the rating prediction problem in recommender systems. The MF technique utilizes the latent factor model to obtain static user preferences (user latent vectors) and…
Factorization Machines (FMs) are a supervised learning approach that enhances the linear regression model by incorporating the second-order feature interactions. Despite effectiveness, FM can be hindered by its modelling of all feature…
We propose a new framework for modeling high-dimensional matrix-variate time series by a two-way transformation, where the transformed data consist of a matrix-variate factor process, which is dynamically dependent, and three other blocks…
The accurate specification of the number of factors is critical to the validity of factor models and the topic almost occupies the central position in factor analysis. Plenty of estimators are available under the restrictive condition that…
Click-through rate (CTR) prediction plays a critical role in recommender systems and online advertising. The data used in these applications are multi-field categorical data, where each feature belongs to one field. Field information is…