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| Presentation | 2009-01-19 11:45 A probabilistic model of maximum margin matrix factorization with ARD prior Masahiro Furuya (Nara Inst. of Scie and Tech), Shigeyuki Oba (Kyoto Univ.), Shin Ishii (Nara Inst.of Scie and Tech/Kyoto Univ.)  NC2008-85 |
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| Abstract | (in Japanese) | (See Japanese page) |
| (in English) | Various methods for missing value estimation of matrix data have been proposed based on low-rank approximation of matrix data. A recent example is the maximum margin matrix factorization (MMMF) (Srebro and Rennie, 2005) proposed for predicting discrete values such as binary and ordinal rating. The MMMF is characterized with a penalty term based on a hinge error function and a regularization term based on a trace norm. An important key in matrix factorization is to determine hyper-parameters, such as approximated rank and regularization factor, which affect much to generalization performances. But, when there are multiple hyper-parameters to be determined, grid search with cross-validation takes large computational cost. In this report, we consider a probabilistic approach to determine the hyper-parameters based on the evidence criterion and propose a probabilistic MMMF (PMMMF) model that includes a prior of factor matrix with automatic relevance determination (ARD) hyper-parameter. This approach enables us to automatically determine both the regularization factor and rank that improve the generalization performance. We compare the proposed and original methods and show a better result on a real collaborative filtering problem. | |
| Keyword | (in Japanese) | (See Japanese page) |
| (in English) | Missing value prediction / Matrix factorization / Automatic relevance determination / Probabilistic model / / / / | |
| Reference Info. | IEICE Tech. Rep., vol. 108, no. 383, NC2008-85, pp. 19-24, Jan. 2009. | |
| Paper # | NC2008-85 | |
| Date of Issue | 2009-01-12 (NC) | |
| ISSN | Print edition: ISSN 0913-5685 Online edition: ISSN 2432-6380 | |
| Copyright and reproduction |
All rights are reserved and no part of this publication may be reproduced or transmitted in any form or by any means, electronic or mechanical, including photocopy, recording, or any information storage and retrieval system, without permission in writing from the publisher. Notwithstanding, instructors are permitted to photocopy isolated articles for noncommercial classroom use without fee. (License No.: 10GA0019/12GB0052/13GB0056/17GB0034/18GB0034) | |
| Download PDF | NC2008-85 |
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| Conference Information | |
| Committee | NC |
| Conference Date | 2009-01-19 - 2009-01-20 |
| Place (in Japanese) | (See Japanese page) |
| Place (in English) | Hokkaido Univ. |
| Topics (in Japanese) | (See Japanese page) |
| Topics (in English) | Neural Dynamics, etc. |
| Paper Information | |
| Registration To | NC |
| Conference Code | 2009-01-NC |
| Language | Japanese |
| Title (in Japanese) | (See Japanese page) |
| Sub Title (in Japanese) | (See Japanese page) |
| Title (in English) | A probabilistic model of maximum margin matrix factorization with ARD prior |
| Sub Title (in English) | |
| Keyword(1) | Missing value prediction |
| Keyword(2) | Matrix factorization |
| Keyword(3) | Automatic relevance determination |
| Keyword(4) | Probabilistic model |
| Keyword(5) | |
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| 1st Author's Name | Masahiro Furuya |
| 1st Author's Affiliation | Nara Institute of Science and Technology (Nara Inst. of Scie and Tech) |
| 2nd Author's Name | Shigeyuki Oba |
| 2nd Author's Affiliation | Kyoto University (Kyoto Univ.) |
| 3rd Author's Name | Shin Ishii |
| 3rd Author's Affiliation | Kyoto University (Nara Inst.of Scie and Tech/Kyoto Univ.) |
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| Speaker | Author-1 |
| Date Time | 2009-01-19 11:45:00 |
| Presentation Time | 25 minutes |
| Registration for | NC |
| Paper # | NC2008-85 |
| Volume (vol) | vol.108 |
| Number (no) | no.383 |
| Page | pp.19-24 |
| #Pages | 6 |
| Date of Issue | 2009-01-12 (NC) |
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