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Bayesian Matrix Factorization

2023

Prior Specification for Bayesian Matrix Factorization via Prior Predictive Matching

·353 words
Eliezer De Souza Da Silva Tomasz Kuśmierczyk Marcelo Hartmann Arto Klami Publication Journal JMLR Bayesian Matrix Factorization Theoretical Prior Predictive Analysis

A method for prior specification by optimizing hyperparameters via the prior predictive distribution. This approach matches virtual statistics generated by the prior to certain target values. We apply it to Bayesian matrix factorization models, obtaining a close-formula for the rank of the latent variables, and analytically determine the matching hyperparameters, and extend it to general models through stochastic optimization.

2017

Content-Based Social Recommendation with Poisson Matrix Factorization

·267 words
Eliezer De Souza Da Silva Helge Langseth Heri Ramampiaro Publication Conference ECML Bayesian Matrix Factorization Recommender Systems Variational Inference

A latent variable probabilistic model for recommender systems that combines social trust, item content, and user preferences into a unified Poisson matrix factorization framework. This model jointly factorizes the user–item interaction matrix and item–content matrix, accounting for social relationships and content information to enhance recommendation accuracy.