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arXiv 1712.03337cs.CVcs.LGstat.ML
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基于贝叶斯联合矩阵分解的非均匀噪声数据集成

Bayesian Joint Matrix Decomposition for Data Integration with Heterogeneous Noise

Academy of Mathematics and Systems Science, Chinese Academy of Sciences(中国科学院数学与系统科学研究院);University of Chinese Academy of Sciences(中国科学院大学)

Chihao Zhang, Shihua Zhang

摘要:

矩阵分解是机器学习和数据采掘中一种常用的基本方法。它已成功应用于各个领域。大多数矩阵分解方法都集中在从一个单一源分解数据矩阵。然而,数据来自具有异质噪声的不同来源是常见的。一些矩阵分解方法已被扩展到这样的多视图数据集成和模式发现。然而,只有少数的方法被设计来考虑这种多视图数据中噪声的异质性,以进行数据集成。为此,我们提出了一个联合矩阵分解框架(BJMD),该框架在贝叶斯框架中通过高斯分布对噪声的异质性进行建模。我们开发了两种算法来解决这个模型:一种是变分贝叶斯推理算法,它充分利用后验分布;另一种是最大后验算法,它具有更大的可扩展性,可以很容易地实现。在合成数据集和真实数据集上的大量实验表明,考虑噪声异质性的BJMD优于或竞争最先进的方法。

英文摘要:

Matrix decomposition is a popular and fundamental approach in machine learning and data mining. It has been successfully applied into various fields. Most matrix decomposition methods focus on decomposing a data matrix from one single source. However, it is common that data are from different sources with heterogeneous noise. A few of matrix decomposition methods have been extended for such multi-view data integration and pattern discovery. While only few methods were designed to consider the heterogeneity of noise in such multi-view data for data integration explicitly. To this end, we propose a joint matrix decomposition framework (BJMD), which models the heterogeneity of noise by Gaussian distribution in a Bayesian framework. We develop two algorithms to solve this model: one is a variational Bayesian inference algorithm, which makes full use of the posterior distribution; and another is a maximum a posterior algorithm, which is more scalable and can be easily paralleled. Extensive experiments on synthetic and real-world datasets demonstrate that BJMD considering the heterogeneity of noise is superior or competitive to the state-of-the-art methods.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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