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Incorporating side information into Robust Matrix Factorization with Quantile Random Forest under Bayesian framework (preprint)

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  • Babkin, Andrey

Abstract

Matrix Factorization is a widely used technique for modeling pairwise and matrix-like data. It is frequently used in pattern recognition, topic analysis and other areas. Side information is often available, however utilization of this additional information is problematic in the pure matrix factorization framework. This article proposes a novel method of utilizing side information by combining arbitrary nonlinear Quantile Regression model and Matrix Factorization under Bayesian framework. Gradient-free optimization procedure with the novel Surrogate Function is used to solve the resulting MAP estimator. The model performance has been evaluated on real data-sets.

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  • Babkin, Andrey, 2020. "Incorporating side information into Robust Matrix Factorization with Quantile Random Forest under Bayesian framework (preprint)," FrenXiv b8jke, Center for Open Science.
    • Handle: RePEc:osf:frenxi:b8jke
    DOI: 10.31219/osf.io/b8jke
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