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Bayesian Low-rank Matrix Completion with Dual-graph Embedding: Prior Analysis and Tuning-free Inference by Chen, Yangge; Cheng, Lei; Wu, Yik-Chung is a scholarly article available to read on EtoBox.

What is Bayesian Low-rank Matrix Completion with Dual-graph Embedding: Prior Analysis and Tuning-free Inference about?

Recently, there is a revival of interest in low-rank matrix completion-based unsupervised learning through the lens of dual-graph regularization, which has significantly improved the performance of multidisciplinary machine learning tasks such as recommendation systems, genotype imputation and image inpainting. While the dual-graph regularization contributes a major part of the success, computational costly hyper-parameter tunning is usually involved. To circumvent such a drawback and improve the completion performance, we propose a novel Bayesian learning algorithm that automatically learns the hyper-parameters associated with dual-graph regularization, and at the same time, guarantees the low-rankness of matrix completion. Notably, a novel prior is devised to promote the low-rankness of the matrix and encode the dual-graph information simultaneously, which is more challenging than the single-graph counterpart. A nontrivial conditional conjugacy between the proposed priors and likelihood function is then explored such that an efficient algorithm is derived under variational inference framework. Extensive experiments using synthetic and real-world datasets demonstrate the state-of-

Author

Chen, Yangge; Cheng, Lei; Wu, Yik-Chung

Published

2022

Language

EN