Distributed Bayesian matrix factorization with limited communication

DOI10.1007/S10994-019-05778-2zbMATH Open1493.68315arXiv1703.00734OpenAlexW3101078587MaRDI QIDQ2320545FDOQ2320545

Authors: Xiangju Qin, Paul Blomstedt, Eemeli Leppäaho, Pekka Parviainen, Samuel Kaski 

Publication date: 23 August 2019

Published in: Machine Learning (Search for Journal in Brave)

Abstract: Bayesian matrix factorization (BMF) is a powerful tool for producing low-rank representations of matrices and for predicting missing values and providing confidence intervals. Scaling up the posterior inference for massive-scale matrices is challenging and requires distributing both data and computation over many workers, making communication the main computational bottleneck. Embarrassingly parallel inference would remove the communication needed, by using completely independent computations on different data subsets, but it suffers from the inherent unidentifiability of BMF solutions. We introduce a hierarchical decomposition of the joint posterior distribution, which couples the subset inferences, allowing for embarrassingly parallel computations in a sequence of at most three stages. Using an efficient approximate implementation, we show improvements empirically on both real and simulated data. Our distributed approach is able to achieve a speed-up of almost an order of magnitude over the full posterior, with a negligible effect on predictive accuracy. Our method outperforms state-of-the-art embarrassingly parallel MCMC methods in accuracy, and achieves results competitive to other available distributed and parallel implementations of BMF.

Full work available at URL: https://arxiv.org/abs/1703.00734

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zbMATH Keywords

distributed inferenceBayesian matrix factorizationembarrassingly parallel MCMCposterior propagation

Mathematics Subject Classification ID

Bayesian inference (62F15) Factor analysis and principal components; correspondence analysis (62H25) Learning and adaptive systems in artificial intelligence (68T05) Factorization of matrices (15A23)

Cites Work

• Sparse Bayesian infinite factor models
• Title not available (Why is that?)
• Robust and scalable Bayes via a median of subset posterior measures
• Merging MCMC subposteriors through Gaussian-process approximations
• Scalable Bayes via barycenter in Wasserstein space
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Cited In (3)

• Distributed Bayesian machine learning procedures
• Distributed matrix completion and robust factorization
• Bayesian hierarchical kernelized probabilistic matrix factorization

Uses Software

• ChEMBL
• MovieLens

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