4,863 research outputs found
Robust Structured Low-Rank Approximation on the Grassmannian
Over the past years Robust PCA has been established as a standard tool for
reliable low-rank approximation of matrices in the presence of outliers.
Recently, the Robust PCA approach via nuclear norm minimization has been
extended to matrices with linear structures which appear in applications such
as system identification and data series analysis. At the same time it has been
shown how to control the rank of a structured approximation via matrix
factorization approaches. The drawbacks of these methods either lie in the lack
of robustness against outliers or in their static nature of repeated
batch-processing. We present a Robust Structured Low-Rank Approximation method
on the Grassmannian that on the one hand allows for fast re-initialization in
an online setting due to subspace identification with manifolds, and that is
robust against outliers due to a smooth approximation of the -norm cost
function on the other hand. The method is evaluated in online time series
forecasting tasks on simulated and real-world data
Distributed Bayesian Probabilistic Matrix Factorization
Matrix factorization is a common machine learning technique for recommender
systems. Despite its high prediction accuracy, the Bayesian Probabilistic
Matrix Factorization algorithm (BPMF) has not been widely used on large scale
data because of its high computational cost. In this paper we propose a
distributed high-performance parallel implementation of BPMF on shared memory
and distributed architectures. We show by using efficient load balancing using
work stealing on a single node, and by using asynchronous communication in the
distributed version we beat state of the art implementations
- …