paper-with-me

Papers

A Constrained Matrix-Variate Gaussian Process for Transposable Data

2014-04-27 · Oluwasanmi Koyejo, Cheng Lee, Joydeep Ghosh

Transposable data represents interactions among two sets of entities, and are typically represented as a matrix containing the known interaction values. Additional side information may consist of feature vectors specific to entities corresponding to the rows and/or columns of such a matrix. Further information may also be available in the form of interactions or hierarchies among entities along the same mode (axis). We propose a novel approach for modeling transposable data with missing interactions given additional side information. The interactions are modeled as noisy observations from a latent noise free matrix generated from a matrix-variate Gaussian process. The construction of row and column covariances using side information provides a flexible mechanism for specifying a-priori knowledge of the row and column correlations in the data. Further, the use of such a prior combined with the side information enables predictions for new rows and columns not observed in the training data. In this work, we combine the matrix-variate Gaussian process model with low rank constraints. The constrained Gaussian process approach is applied to the prediction of hidden associations between genes and diseases using a small set of observed associations as well as prior covariances induced by gene-gene interaction networks and disease ontologies. The proposed approach is also applied to recommender systems data which involves predicting the item ratings of users using known associations as well as prior covariances induced by social networks. We present experimental results that highlight the performance of constrained matrix-variate Gaussian process as compared to state of the art approaches in each domain.

📄 PDF Abstract BibTeX arXiv:1404.6702

Code (0)

등록된 구현이 없습니다.

Tasks

Recommendation Systems

Methods 이 논문이 사용한 방법론

Gaussian Process Gaussian Processes are non-parametric models for approximating functions. They rely upon a measure of similarity between points (the kernel function) to predict the value for…

Similar Papers 제목 키워드 기반

Convergence Properties of Kronecker Graphical Lasso Algorithms

2012-04-03 · Theodoros Tsiligkaridis, Alfred O. Hero III, Shuheng Zhou

This paper studies iteration convergence of Kronecker graphical lasso (KGLasso) algorithms for estimating the covariance of an i.i.d. Gaussian random sample under a sparse Kronecker-product covariance model and MSE conve…

ImputationModel Selection

Accelerated Sparse Neural Training: A Provable and Efficient Method to Find N:M Transposable Masks

2021-02-16 · NeurIPS 2021 12 · Itay Hubara, Brian Chmiel, Moshe Island, Ron Banner 외

Unstructured pruning reduces the memory footprint in deep neural networks (DNNs). Recently, researchers proposed different types of structural pruning intending to reduce also the computation complexity. In this work, we…

Scalable Gaussian-process regression and variable selection using Vecchia approximations

2022-02-25 · Jian Cao, Joseph Guinness, Marc G. Genton, Matthias Katzfuss

Gaussian process (GP) regression is a flexible, nonparametric approach to regression that naturally quantifies uncertainty. In many applications, the number of responses and covariates are both large, and a goal is to se…

regressionVariable Selection

TSENOR: Highly-Efficient Algorithm for Finding Transposable N:M Sparse Masks

2025-05-29 · Xiang Meng, Mehdi Makni, Rahul Mazumder

Network pruning reduces the computational requirements of large neural networks, with N:M sparsity -- retaining only N out of every M consecutive weights -- offering a compelling balance between compressed model quality …

GPUNetwork Pruning

Multivariate Gaussian and Student$-t$ Process Regression for Multi-output Prediction

2017-03-13 · Zexun Chen, Bo wang, Alexander N. Gorban

Gaussian process model for vector-valued function has been shown to be useful for multi-output prediction. The existing method for this model is to re-formulate the matrix-variate Gaussian distribution as a multivariate …

GPRPredictionregression