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arXiv 1801.06136cs.LG

Latitude: A Model for Mixed Linear-Tropical Matrix Factorization

Max Planck Institute for Informatics(马克斯·普朗克信息学研究所);University of Bath(巴斯大学)

Sanjar Karaev, James Hook, Pauli Miettinen

英文摘要:

Nonnegative matrix factorization (NMF) is one of the most frequently-used matrix factorization models in data analysis. A significant reason to the popularity of NMF is its interpretability and the `parts of whole' interpretation of its components. Recently, max-times, or subtropical, matrix factorization (SMF) has been introduced as an alternative model with equally interpretable `winner takes it all' interpretation. In this paper we propose a new mixed linear--tropical model, and a new algorithm, called Latitude, that combines NMF and SMF, being able to smoothly alternate between the two. In our model, the data is modeled using the latent factors and latent parameters that control whether the factors are interpreted as NMF or SMF features, or their mixtures. We present an algorithm for our novel matrix factorization. Our experiments show that our algorithm improves over both baselines, and can yield interpretable results that reveal more of the latent structure than either NMF or SMF alone.

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