Predictive Discrete Latent Factor Models for Large Scale Dyadic Data
published: Aug. 15, 2007, recorded: August 2007, views: 691
Report a problem or upload filesIf you have found a problem with this lecture or would like to send us extra material, articles, exercises, etc., please use our ticket system to describe your request and upload the data.
Enter your e-mail into the 'Cc' field, and we will keep you updated with your request's status.
We propose a novel statistical method to predict large scale dyadic response variables in the presence of covariate information. Our approach simultaneously incorporates the effect of covariates and estimates local structure that is induced by interactions among the dyads through a discrete latent factor model. The discovered latent factors provide a predictive model that is both accurate and interpretable. We illustrate our method by working in a framework of generalized linear models, which include commonly used regression techniques like linear regression, logistic regression and Poisson regression as special cases. We also provide scalable generalized EM-based algorithms for model fitting using both "hard" and "soft" cluster assignments. We demonstrate the generality and efficacy of our approach through large scale simulation studies and analysis of datasets obtained from certain real-world movie recommendation and internet advertising applications.
Link this pageWould you like to put a link to this lecture on your homepage?
Go ahead! Copy the HTML snippet !