Comparative Study of Inference Methods for Interpolative Decomposition

  title={Comparative Study of Inference Methods for Interpolative Decomposition},
  author={Jun Lu},
  • Jun Lu
  • Published 29 June 2022
  • Computer Science
  • ArXiv
We propose a probabilistic model with automatic relevance determination (ARD) for computing interpolative decomposition (ID), that is commonly used for low-rank approximation, feature selection, and extracting hidden patterns in data, where the matrix factors are latent variables associated with each data dimension. The constraint on the magnitude of the factored component is addressed using prior densities with support on the designated subspace. Bayesian inference procedure based on Gibbs… 

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