Corpus ID: 2060737

Robust Bayesian Matrix Factorisation

@inproceedings{Lakshminarayanan2011RobustBM,
  title={Robust Bayesian Matrix Factorisation},
  author={Balaji Lakshminarayanan and Guillaume Bouchard and C. Archambeau},
  booktitle={AISTATS},
  year={2011}
}
We analyse the noise arising in collaborative filtering when formalised as a probabilistic matrix factorisation problem. We show empirically that modelling row- and column-specific variances is important, the noise being in general non-Gaussian and heteroscedastic. We also advocate for the use of a Student-t prior for the latent features as the standard Gaussian is included as a special case. We derive several variational inference algorithms and estimate the hyperparameters by type-II maximum… Expand
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