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. | | | |