Approximate method of variational Bayesian matrix factorization/completion with sparse prior

DOI10.1088/1742-5468/AABC7DMaRDI QIDQ4964603zbMATH OpenOpenAlexWikidataFDO

Authors Ryota Kawasumi, Koujin Takeda

Publication date 2 March 2021

Published in Journal of Statistical Mechanics: Theory and Experiment (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1803.06234

Mathematics Subject Classification ID

Factorization of matrices (15A23) Statistical mechanics of random media, disordered materials (including liquid crystals and spin glasses) (82D30)

Abstract: We derive analytical expression of matrix factorization/completion solution by variational Bayes method, under the assumption that observed matrix is originally the product of low-rank dense and sparse matrices with additive noise. We assume the prior of sparse matrix is Laplace distribution by taking matrix sparsity into consideration. Then we use several approximations for derivation of matrix factorization/completion solution. By our solution, we also numerically evaluate the performance of sparse matrix reconstruction in matrix factorization, and completion of missing matrix element in matrix completion.

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Cites work

• rm K-SVD: An Algorithm for Designing Overcomplete Dictionaries for Sparse Representation
• A Singular Value Thresholding Algorithm for Matrix Completion
• Global analytic solution of fully-observed variational Bayesian matrix factorization
• Pattern recognition and machine learning.
• Phase Transitions and Sample Complexity in Bayes-Optimal Matrix Factorization
• Theoretical analysis of Bayesian matrix factorization
• Variational Bayes Solution of Linear Neural Networks and Its Generalization Performance

Cited in

(6)

• 1-bit matrix completion: PAC-Bayesian analysis of a variational approximation
• Variational Bayesian sparse additive matrix factorization
• scientific article; zbMATH DE number 7164690 (Why is no real title available?)
• Theoretical analysis of Bayesian matrix factorization
• Global analytic solution of fully-observed variational Bayesian matrix factorization
• Automatic Hyperparameter Tuning in Sparse Matrix Factorization

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