Title
Closed-form Marginal Likelihood in Gamma-Poisson Matrix Factorization.
Abstract
We present novel understandings of the Gamma-Poisson (GaP) model, a probabilistic matrix factorization model for count data. We show that GaP can be rewritten free of the score/activation matrix. This gives us new insights about the estimation of the topic/dictionary matrix by maximum marginal likelihood estimation. In particular, this explains the robustness of this estimator to over-specified values of the factorization rank, especially its ability to automatically prune irrelevant dictionary columns, as empirically observed in previous work. The marginalization of the activation matrix leads in turn to a new Monte Carlo Expectation-Maximization algorithm with favorable properties.
Year
Venue
Field
2018
ICML
Applied mathematics,Pattern recognition,Computer science,Matrix decomposition,Marginal likelihood,Artificial intelligence,Poisson distribution
DocType
Citations 
PageRank 
Conference
0
0.34
References 
Authors
0
3
Name
Order
Citations
PageRank
Louis Filstroff111.72
Alberto Lumbreras200.34
Cédric Févotte32380149.37