Active learning for online bayesian matrix factorization

Jorge Silva, Lawrence Carin

Research output: Chapter in Book/Report/Conference proceedingConference contribution

32 Scopus citations


The problem of large-scale online matrix completion is addressed via a Bayesian approach. The proposed method learns a factor analysis (FA) model for large matrices, based on a small number of observed matrix elements, and leverages the statistical model to actively select which new matrix entries/observations would be most informative if they could be acquired, to improve the model; the model inference and active learning are performed in an online setting. In the context of online learning, a greedy, fast and provably near-optimal algorithm is employed to sequentially maximize the mutual information between past and future observations, taking advantage of submodularity properties. Additionally, a simpler procedure, which directly uses the posterior parameters learned by the Bayesian approach, is shown to achieve slightly lower estimation quality, with far less computational effort. Inference is performed using a computationally efficient online variational Bayes (VB) procedure. Competitive results are obtained in a very large collaborative filtering problem, namely the Yahoo! Music ratings dataset. © 2012 ACM.
Original languageEnglish (US)
Title of host publicationProceedings of the ACM SIGKDD International Conference on Knowledge Discovery and Data Mining
Number of pages9
StatePublished - Sep 14 2012
Externally publishedYes

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