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ICML
2010
IEEE

Implicit Regularization in Variational Bayesian Matrix Factorization

13 years 2 months ago
Implicit Regularization in Variational Bayesian Matrix Factorization
Matrix factorization into the product of lowrank matrices induces non-identifiability, i.e., the mapping between the target matrix and factorized matrices is not one-to-one. In this paper, we theoretically investigate the influence of non-identifiability on Bayesian matrix factorization. More specifically, we show that a variational Bayesian method involves regularization effect even when the prior is non-informative, which is intrinsically different from the maximum a posteriori approach. We also extend our analysis to empirical Bayes scenarios where hyperparameters are also learned from data.
Shinichi Nakajima, Masashi Sugiyama
Added 12 Feb 2011
Updated 12 Feb 2011
Type Journal
Year 2010
Where ICML
Authors Shinichi Nakajima, Masashi Sugiyama
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