Paper Abstract and Keywords |
Presentation |
2011-09-05 10:00
Global Solution of Variational Bayesian Matrix Factorization Under Matrix-wise Independence Shinichi Nakajima (Nikon), Masashi Sugiyama (Tokyo Inst. of Tech.), Derin Babacan (Illinois Univ.) PRMU2011-58 IBISML2011-17 |
Abstract |
(in Japanese) |
(See Japanese page) |
(in English) |
Variational Bayesian matrix factorization (VBMF) efficiently
approximates the posterior distribution of factorized matrices
by assuming matrix-wise independence of the two factors.
A recent study on fully-observed VBMF
showed that, under a stronger assumption that the two factorized matrices are
column-wise independent,
the global optimal solution can be analytically computed.
However, it was not clear how restrictive
the column-wise independence assumption is.
In this paper, we prove that the global solution under matrix-wise
independence is actually column-wise independent,
implying that the column-wise independence assumption is harmless.
A practical consequence of our theoretical finding is that
the global solution under matrix-wise independence (which is a standard setup)
can be obtained analytically in a computationally very efficient way
without any iterative algorithms.
We experimentally illustrate advantages of using our analytic solution
in probabilistic principal component analysis. |
Keyword |
(in Japanese) |
(See Japanese page) |
(in English) |
matrix factorization / variational Bayes / matrix-wise independence / column-wise independence / probabilistic PCA / / / |
Reference Info. |
IEICE Tech. Rep., vol. 111, no. 194, IBISML2011-17, pp. 1-8, Sept. 2011. |
Paper # |
IBISML2011-17 |
Date of Issue |
2011-08-29 (PRMU, IBISML) |
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) |
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PRMU2011-58 IBISML2011-17 |
Conference Information |
Committee |
PRMU IBISML IPSJ-CVIM |
Conference Date |
2011-09-05 - 2011-09-06 |
Place (in Japanese) |
(See Japanese page) |
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Topics (in Japanese) |
(See Japanese page) |
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Paper Information |
Registration To |
IBISML |
Conference Code |
2011-09-PRMU-IBISML-CVIM |
Language |
English (Japanese title is available) |
Title (in Japanese) |
(See Japanese page) |
Sub Title (in Japanese) |
(See Japanese page) |
Title (in English) |
Global Solution of Variational Bayesian Matrix Factorization Under Matrix-wise Independence |
Sub Title (in English) |
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Keyword(1) |
matrix factorization |
Keyword(2) |
variational Bayes |
Keyword(3) |
matrix-wise independence |
Keyword(4) |
column-wise independence |
Keyword(5) |
probabilistic PCA |
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1st Author's Name |
Shinichi Nakajima |
1st Author's Affiliation |
Nikon Corporation (Nikon) |
2nd Author's Name |
Masashi Sugiyama |
2nd Author's Affiliation |
Tokyo Institute of Technology (Tokyo Inst. of Tech.) |
3rd Author's Name |
Derin Babacan |
3rd Author's Affiliation |
University of Illinois (Illinois Univ.) |
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Speaker |
Author-1 |
Date Time |
2011-09-05 10:00:00 |
Presentation Time |
30 minutes |
Registration for |
IBISML |
Paper # |
PRMU2011-58, IBISML2011-17 |
Volume (vol) |
vol.111 |
Number (no) |
no.193(PRMU), no.194(IBISML) |
Page |
pp.1-8 |
#Pages |
8 |
Date of Issue |
2011-08-29 (PRMU, IBISML) |
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