Non-Linear Matrix Factorization with Gaussian Processes
Abstract
A popular approach to collaborative filtering is matrix factorization. In this paper we consider the "probabilistic matrix factorization" and by taking a latent variable model perspective we show its equivalence to Bayesian PCA. This inspires us to consider probabilistic PCA and its non-linear extension, the Gaussian process latent variable model (GP-LVM) as an approach for probabilistic non-linear matrix factorization. We apply approach to benchmark movie recommender data sets. The results show better than previous state-of-the-art performance.
Cite
Text
Lawrence and Urtasun. "Non-Linear Matrix Factorization with Gaussian Processes." International Conference on Machine Learning, 2009. doi:10.1145/1553374.1553452Markdown
[Lawrence and Urtasun. "Non-Linear Matrix Factorization with Gaussian Processes." International Conference on Machine Learning, 2009.](https://mlanthology.org/icml/2009/lawrence2009icml-non/) doi:10.1145/1553374.1553452BibTeX
@inproceedings{lawrence2009icml-non,
title = {{Non-Linear Matrix Factorization with Gaussian Processes}},
author = {Lawrence, Neil D. and Urtasun, Raquel},
booktitle = {International Conference on Machine Learning},
year = {2009},
pages = {601-608},
doi = {10.1145/1553374.1553452},
url = {https://mlanthology.org/icml/2009/lawrence2009icml-non/}
}