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Matrix Factorization and Relational Learning

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If you have a question about this talk, please contact Zoubin Ghahramani .

Matrix factorization is one of the workhorse methods in data mining, machine learning, and information retrieval. We present a unified view of matrix factorization models, which includes weighted singular value decompositions, non-negative matrix factorization, probabilistic latent semantic indexing, max-margin matrix factorization, matrix co-clustering, and generalizations of these models to exponential family distributions. This unified view leads to a class of optimization algorithms, based on alternating projections and stochastic approximations, which are well-suited to models of large, sparse matrices.

Extending upon our unified view of matrix factorization, many types of relational data can be presented as a set of related matrices, where shared dimensions correspond to shared factors in a low-rank representation. We extend Bregman matrix factorization to a set of related matrices, illustrating the use of relational learning on a collaborative filtering problem.

This talk is based primarily on two publications: Relational Learning via Collective Matrix Factorization (Singh & Gordon, KDD -2008), and A Unified View of Matrix Factorization Models (Singh & Gordon, ECML /PKDD-2008).

This talk is part of the Machine Learning @ CUED series.

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