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张驰浩 博士后:Bayesian Joint Matrix Decomposition for Data Integration with Heterogeneous Noise

本站小编 Free考研考试/2021-12-26



Academy of Mathematics and Systems Science, CAS
Colloquia & Seminars

Speaker: 张驰浩 博士后 ,日本东京大学
Inviter: 张世华
Title:
Bayesian Joint Matrix Decomposition for Data Integration with Heterogeneous Noise
Time & Venue:
2021.10.26 18:00-18:40 S625
Abstract:
Matrix decomposition is a popular and fundamental approach in machine learning and data mining. It has been successfully applied into various fields. Most matrix decomposition methods focus on decomposing a data matrix from one single source. However, it is common that data are from different sources with heterogeneous noise. A few of matrix decomposition methods have been extended for such multi-view data integration and pattern discovery. While only few methods were designed to consider the heterogeneity of noise in such multi-view data for data integration explicitly. To this end, we propose a joint matrix decomposition framework (BJMD), which models the heterogeneity of noise by Gaussian distribution in a Bayesian framework. We develop two algorithms to solve this model: one is a variational Bayesian inference algorithm, which makes full use of the posterior distribution; and another is a maximum a posterior algorithm, which is more scalable and can be easily paralleled. Extensive experiments on synthetic and real-world datasets demonstrate that BJMD considering the heterogeneity of noise is superior or competitive to the state-of-the-art methods.

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