The Matrix Factorization models, sometimes called the latent factor models, are a family of methods in the recommender system research area to (1) generate the latent factors for the users and the items and (2) predict users' ratings on items based on their latent factors. However, current Matrix Factorization models p…
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48 results for “latent factor model”
Proposes MD-LiNA for multi-domain latent factor causal discovery.
problem Discovering causal structures among latent factors from multi-domain data.
method Multi-Domain Linear Non-Gaussian Acyclic Models (MD-LiNA) with an integrated two-phase algorithm.
result Locally consistent estimators of causal structure among shared latent factors.
Proposes FARM model combining latent factor and sparse regression.
problem Testing adequacy of latent factor and sparse regression models.
method Factor Augmented sparse linear Regression Model (FARM) with FabTest and ANOVA type tests.
result Model robustness and effectiveness validated through experiments.
This paper uses Factored Latent Analysis (FLA) to learn a factorized, segmental representation for observations of tracked objects over time. Factored Latent Analysis is latent class analysis in which the observation space is subdivided and each aspect of the original space is represented by a separate latent class mod…
Latent factor models have achieved great success in personalized recommendations, but they are also notoriously difficult to explain. In this work, we integrate regression trees to guide the learning of latent factor models for recommendation, and use the learnt tree structure to explain the resulting latent factors. S…
Proposes iVDFM for identifying latent factors in multivariate time series.
problem Identifying latent factors in multivariate time series with structural dynamics.
method Identifiable Variational Dynamic Factor Model (iVDFM) with iVAE-style conditioning.
result Identifiable latent factors up to permutation and component-wise affine transformations.
Deep model learns complex latent codes without assuming factor structure.
problem Learning latent codes with complex, non-factorial distributions.
method Deep generative factor analysis with beta process prior and stochastic EM algorithm.
result Preliminary results show model can approximate complex distributions.
Unveiling Invariant and Transferable Latent Factors Across Heterogeneous Environments via ATLASmath.ST
ATLAS separates invariant and transferable latent factors across diverse environments.
problem Transfer learning and robust prediction in heterogeneous environments.
method ATLAS leverages invariance principle to disentangle latent factors and uses auxiliary labels for robust prediction.
result Near-oracle performance and robust transferable prediction in new environments.
Sparse GFA identifies disease factors in FTD subgroups.
problem Heterogeneity in neurological disorders hinders understanding and treatment.
method Sparse Group Factor Analysis (GFA) with regularised horseshoe priors.
result Identified latent disease factors differentially expressed in FTD subgroups.
In this letter, we propose a new identification criterion that guarantees the recovery of the low-rank latent factors in the nonnegative matrix factorization (NMF) model, under mild conditions. Specifically, using the proposed criterion, it suffices to identify the latent factors if the rows of one factor are \emph{suf…
New tests for identifying the number of latent factors in short panels with small time dimensions.
problem Determining the number of latent factors in short panels with small time dimensions.
method Eigenvalue tests based on variance-covariance matrices of asset returns, with assumptions on spherical errors or instrumental variables for factor betas.
result Established asymptotic distributional results and proposed a novel statistical test for weak factors.
We propose a family of novel hierarchical Bayesian deep auto-encoder models capable of identifying disentangled factors of variability in data. While many recent attempts at factor disentanglement have focused on sophisticated learning objectives within the VAE framework, their choice of a standard normal as the latent…
The paper explores indeterminacy in latent factor projections and its implications for data representation.
problem Indeterminacy in latent factor projections and its implications for data representation.
method Analyzes the fundamental problem of indeterminacy in latent factor projections and discusses its implications for data representation.
result Latent factor determinacy across all facets is achieved when the feature-dimension grows to infinity.
Models for recommender systems use latent factors to explain the preferences and behaviors of users with respect to a set of items (e.g., movies, books, academic papers). Typically, the latent factors are assumed to be static and, given these factors, the observed preferences and behaviors of users are assumed to be ge…
SENA-discrepancy-VAE interprets latent causal factors in biological pathways.
problem Interpreting latent causal factors in biological pathways.
method SENA-discrepancy-VAE, a model based on discrepancy-VAE, that produces interpretable latent causal factors.
result Sena-discrepancy-VAE achieves comparable predictive performance with non-interpretable counterparts while providing biologically meaningful causal factors.
Disentanglement Analysis in Deep Latent Variable Models Matching Aggregate Posterior Distributionscs.LG
Method evaluates disentanglement in DLVMs, including those not aligned with latent axes.
problem Evaluate disentanglement in DLVMs, especially those not aligned with latent axes.
method Proposes a statistical method to discover generative factors of a dataset.
result Empirically demonstrates the advantage of the method on two datasets.
Here we propose a novel model family with the objective of learning to disentangle the factors of variation in data. Our approach is based on the spike-and-slab restricted Boltzmann machine which we generalize to include higher-order interactions among multiple latent variables. Seen from a generative perspective, the …
Latent factor models have been used widely in collaborative filtering based recommender systems. In recent years, deep learning has been successful in solving a wide variety of machine learning problems. Motivated by the success of deep learning, we propose a deeper version of latent factor model. Experiments on benchm…
Study improves interpretability in generative models by disentangling latent variables in scientific datasets.
problem Extracting generative factors from complex, high-dimensional datasets in unsupervised or semi-supervised settings.
method Introducing Aux-VAE, a novel architecture within the VAE framework, which disentangles latent variables by guiding them with auxiliary variables.
result Aux-VAE achieves disentanglement with minimal modifications to the standard VAE loss function, validated on multiple datasets.
Novel KAN-based autoencoder improves asset pricing models' accuracy and interpretability.
problem Improving asset pricing models' accuracy and interpretability.
method Kolmogorov-Arnold Networks (KANs) inspired autoencoder for latent factor exposures.
result Outperforms Multilayer Perceptrons in both accuracy and interpretability.
New principle for disentangling latent factors using sparse regularization.
problem Disentangling latent factors from complex data.
method Sparse regularization of latent mechanisms to induce disentanglement.
result Recovery of latent variables up to permutation under certain conditions.
We propose a combined model, which integrates the latent factor model and the logistic regression model, for the citation network. It is noticed that neither a latent factor model nor a logistic regression model alone is sufficient to capture the structure of the data. The proposed model has a latent (i.e., factor anal…
Interventional data helps identify latent factors without distributional assumptions.
problem Identifying latent factors from interventional data without distributional assumptions.
method Leveraging geometric signatures of latent factors' support from interventional data.
result Latent causal factors can be identified up to permutation and scaling given data from perfect do-interventions.
LaCIM avoids spurious correlation by modeling latent causal factors.
problem Avoiding spurious correlation in supervised learning.
method Introducing latent variables for causal prediction and optimizing over latent space.
result Improved interpretability, robustness, and prediction power on OOD scenarios.
New method disentangles shared and private latent factors in multimodal data.
problem Challenges in disentangling shared and private latent factors in multimodal data.
method Proposes a modification to existing multimodal Variational Autoencoders (MMVAE) to better handle modality-specific variation.
result Demonstrates improved robustness of modified MMVAE to modality-specific variation.
New method estimates latent gene expression factors without overlap with known confounders.
problem Estimating latent variance components in gene expression data with known confounders.
method Restricted maximum-likelihood method maximizing likelihood on orthogonal subspace.
result Method reduces runtime and attains greater likelihood values than gradient-based optimizers.
D-CDLF: Decomposition of Common and Distinctive Latent Factors for Multi-view High-dimensional Datastat.ML
Proposes D-CDLF for multi-view data decomposition.
problem Uncorrelatedness between common and distinctive latent factors.
method Decomposes data into common, distinctive, and noise components.
result Effective uncorrelatedness between distinctive latent factors from different views.
Proposes a VAE variant for ordinal content factors.
problem Isolating ordinal-valued content factors in deep latent variable models.
method Introduces a partially ordered set (poset) structure and a conditional Gaussian spacing prior model.
result Significant improvements in content-style separation over previous non-ordinal approaches.
Non-negative tensor factorization models enable predictive analysis on count data. Among them, Bayesian Poisson-Gamma models can derive full posterior distributions of latent factors and are less sensitive to sparse count data. However, current inference methods for these Bayesian models adopt restricted update rules f…
Model-based collaborative filtering analyzes user-item interactions to infer latent factors that represent user preferences and item characteristics in order to predict future interactions. Most collaborative filtering algorithms assume that these latent factors are static, although it has been shown that user preferen…
After deep generative models were successfully applied to image generation tasks, learning disentangled latent variables of data has become a crucial part of deep generative model research. Many models have been proposed to learn an interpretable and factorized representation of latent variable by modifying their objec…
HireVAE adapts to market regimes for online stock prediction.
problem Building an online and adaptive factor model for stock prediction.
method HireVAE uses a hierarchical latent space to estimate latent factors from historical market information.
result HireVAE outperforms previous methods in active returns across benchmarks.
Sparse VAE learns latent factors from high-dimensional data.
problem Unsupervised representation learning on high-dimensional data.
method Sparse VAE model that learns latent factors summarizing data associations.
result Sparse VAE can recover true model parameters with infinite data.
Method learns shared and specific factors in multi-study gene expression data.
problem Understanding shared and specific factors in high-dimensional multi-study data.
method Nonlinear multi-study factor model with sparse variational autoencoder.
result Method recovers meaningful shared and specific factors in platelet gene expression data.
Paper identifies latent factors from noisy measurements using tensor decomposition.
problem Identification of latent factors from noisy, correlated measurements.
method Tensor decomposition of third order cross moments, Kruskal theorem, Kotlarski identity, generalized Kruskal rank.
result Full distribution of latent factors and measurement errors identified without injective measurements.
Proposes a model to handle mobile health data with irregular measurements.
problem Handling heterogeneous, multi-resolution data in mobile health.
method Individualized dynamic latent factor model for irregular multi-resolution time series data.
result Superior performance compared to existing methods in simulation and smartwatch data applications.
Method ranks generative models without needing latent factor supervision.
problem Challenges in selecting generative models for qualities like disentanglement.
method Ranking generative models based on training dynamics, without requiring labels for latent factors.
result Method correlates with supervised disentanglement metrics and can predict downstream performance.
New method for disentangling latent factors with sparse dependencies.
problem Disentangling latent factors from observed variables and past factors.
method Mechanism sparsity regularization and sparse causal graphical model.
result Identifiability of latent factors up to a sparse causal graph.
It is a well known fact that recovery rates tend to go down when the number of defaults goes up in economic downturns. We demonstrate how the loss given default model with the default and recovery dependent via the latent systematic risk factor can be estimated using Bayesian inference methodology and Markov chain Mont…
Alpha signals for statistical arbitrage strategies are often driven by latent factors. This paper analyses how to optimally trade with latent factors that cause prices to jump and diffuse. Moreover, we account for the effect of the trader's actions on quoted prices and the prices they receive from trading. Under fairly…
Recommender systems relying on latent factor models often appear as black boxes to their users. Semantic descriptions for the factors might help to mitigate this problem. Achieving this automatically is, however, a non-straightforward task due to the models' statistical nature. We present an output-agreement game that …
Paper presents a framework for learning generative models with structured latent factors.
problem Learning controllable and generalizable representations of multivariate data with desired structural properties.
method The paper introduces a novel generative model framework that uses mask variables to model dependency structure and extends the multivariate information bottleneck theory.
result The framework learns semantically meaningful latent factors that reflect various desired structures and can automatically estimate dependency structure from data.
Learning representations that disentangle the underlying factors of variability in data is an intuitive way to achieve generalization in deep models. In this work, we address the scenario where generative factors present a multimodal distribution due to the existence of class distinction in the data. We propose N-VAE, …
Traditional recommendation systems rely on past usage data in order to generate new recommendations. Those approaches fail to generate sensible recommendations for new users and items into the system due to missing information about their past interactions. In this paper, we propose a solution for successfully addressi…
In this paper we address the problem of modeling relational data, which appear in many applications such as social network analysis, recommender systems and bioinformatics. Previous studies either consider latent feature based models but disregarding local structure in the network, or focus exclusively on capturing loc…
An ADRC-incorporated SGD algorithm improves latent factor analysis speed and accuracy.
problem Slow convergence in standard SGD for HDI matrix analysis.
method Incorporates ADRC principles to refine historical and future learning error states.
result Empirically outperforms state-of-the-art LFA models in HDI matrix prediction.
Polytopic Matrix Factorization models data as latent vectors from a polytope, maximizing determinant for identifiability.
problem Data decomposition with semi-structured latent vectors and polytope constraints.
method Model input data as latent vectors from a polytope, using determinant maximization for identifiability.
result Identifiability condition for polytopes with specific symmetry restrictions.
spex-LVM infers interpretable latent factors from biomedical data.
problem Inability to learn sparse and interpretable hidden states.
method Factorial latent variable model with sparse priors and domain-relevant annotations.
result Robustly identifies relevant structure in RNA-seq datasets.