Title
Exponential family tensor factorization: an online extension and applications.
Abstract
In this paper, we propose a new probabilistic model of heterogeneously attributed multi-dimensional arrays. The model can manage heterogeneity by employing individual exponential family distributions for each attribute of the tensor array. Entries of the tensor are connected by latent variables and share information across the different attributes through the latent variables. The assumption of heterogeneity makes a Bayesian inference intractable, and we cast the EM algorithm approximated by the Laplace method and Gaussian process. We also extended the proposal algorithm for online learning. We apply our method to missing-values prediction and anomaly detection problems and show that our method outperforms conventional approaches that do not consider heterogeneity.
Year
DOI
Venue
2011
10.1007/s10115-012-0517-6
Knowl. Inf. Syst.
Keywords
Field
DocType
Bayesian probabilistic model, Tensor factorization, Online learning, Data fusion, Multi-sensor analysis, Anomaly detection
Bayesian inference,Tensor,Computer science,Expectation–maximization algorithm,Laplace's method,Exponential family,Latent variable,Gaussian process,Statistical model,Artificial intelligence,Machine learning
Journal
Volume
Issue
ISSN
33
1
0219-3116
Citations 
PageRank 
References 
4
0.41
28
Authors
8
Name
Order
Citations
PageRank
Hayashi, Kohei115915.31
Takashi Takenouchi218219.44
Tomohiro Shibata325649.49
Yuki Kamiya4102.98
Daishi Kato55310.43
Kazuo Kunieda6418.95
Keiji Yamada713030.97
K. Ikeda824155.17