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SUMMARY:Probabilistic matrix factorization for reconstruction of missing d
 ata - Dr Alexander Ilin (Aalto University)
DTSTART:20110304T103000Z
DTEND:20110304T113000Z
UID:TALK30063@talks.cam.ac.uk
CONTACT:Zoubin Ghahramani
DESCRIPTION:I will present our recent research on using probabilistic mode
 ls for reconstruction of missing data. The first application considered is
  the task of collaborative filtering which is prediction of users' prefere
 nces by learning past user-item relationships. We have developed a computa
 tionally efficient implementation of the variational Bayesian principal co
 mponent analysis and used it in the Netflix prize problem. The second appl
 ication is historical reconstruction of climate fields from available obse
 rvations. I will present a matrix factorization model\, which we call vari
 ational Gaussian-process factor analysis\, that is suited for modeling spa
 tio-temporal data.
LOCATION:Engineering Department\, CBL Room 438
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