2003 WeightedLowRankApproximations

• (Srebro & Jaakkola, 2003) ⇒ Nathan Srebro, and Tommi Jaakkola. (2003). “Weighted Low-rank Approximations.” In: Proceedings of ICML (ICML 2003).

Subject Headings: Weighted Matrix Factorization.

Cited By

• http://scholar.google.com/scholar?q=%222003%22+Weighted+Low-rank+Approximations

Quotes

Abstract

We study the common problem of approximating a target matrix with a matrix of lower rank. We provide a simple and efficient (EM) algorithm for solving weighted low-rank approximation problems, which, unlike their unweighted version, do not admit a closedform solution in general. We analyze, in addition, the nature of locally optimal solutions that arise in this context, demonstrate the utility of accommodating the weights in reconstructing the underlying low-rank representation, and extend the formulation to non-Gaussian noise models such as logistic models. Finally, we apply the methods developed to a collaborative filtering task.

References

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	Author	volume	Date Value	title	type	journal	titleUrl	doi	note	year
2003 WeightedLowRankApproximations	Nathan Srebro Tommi Jaakkola			Weighted Low-rank Approximations						2003