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Bayesian Low-Rank Interpolative Decomposition for Complex Datasets

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  • Jun Lu

Abstract

In this paper, we introduce a probabilistic model for learning interpolative decomposition (ID), which is commonly used for feature selection, low-rank approximation, and identifying hidden patterns in data, where the matrix factors are latent variables associated with each data dimension. Prior densities with support on the specified subspace are used to address the constraint for the magnitude of the factored component of the observed matrix. Bayesian inference procedure based on Gibbs sampling is employed. We evaluate the model on a variety of real-world datasets including CCLE EC50, CCLE IC50, CTRP EC50, and MovieLens 100K datasets with different sizes, and dimensions, and show that the proposed Bayesian ID GBT and GBTN models lead to smaller reconstructive errors compared to existing randomized approaches.

Suggested Citation

  • Jun Lu, 2022. "Bayesian Low-Rank Interpolative Decomposition for Complex Datasets," Studies in Engineering and Technology, Redfame publishing, vol. 9(1), pages 112-112, December.
    • Handle: RePEc:rfa:setjnl:v:9:y:2022:i:1:p:112
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    References listed on IDEAS

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    2. Daniel D. Lee & H. Sebastian Seung, 1999. "Learning the parts of objects by non-negative matrix factorization," Nature, Nature, vol. 401(6755), pages 788-791, October.
    3. Jordi Barretina & Giordano Caponigro & Nicolas Stransky & Kavitha Venkatesan & Adam A. Margolin & Sungjoon Kim & Christopher J. Wilson & Joseph Lehár & Gregory V. Kryukov & Dmitriy Sonkin & Anupama Re, 2012. "The Cancer Cell Line Encyclopedia enables predictive modelling of anticancer drug sensitivity," Nature, Nature, vol. 483(7391), pages 603-607, March.
    4. Michael E. Tipping & Christopher M. Bishop, 1999. "Probabilistic Principal Component Analysis," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 61(3), pages 611-622.
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    • R00 - Urban, Rural, Regional, Real Estate, and Transportation Economics - - General - - - General
    • Z0 - Other Special Topics - - General

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