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Matrix Factorization for Evolution Data
Umeå University, Faculty of Science and Technology, Department of Computing Science.
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2014 (English)In: Mathematical problems in engineering (Print), ISSN 1024-123X, E-ISSN 1563-5147, 525398- p.Article in journal (Refereed) Published
Abstract [en]

We study a matrix factorization problem, that is, to find two factor matrices U and V such that R approximate to U-T x V, where R is a matrix composed of the values of the objects O-1, O-2, ... , O-n at consecutive time points T-1, T-2, ... , T-t. We first present MAFED, a constrained optimization model for this problem, which straightforwardly performs factorization on R. Then based on the interplay of the data in U,V, and R, a probabilistic graphical model using the same optimization objects is constructed, in which structural dependencies of the data in these matrices are revealed. Finally, we present a fitting algorithm to solve the proposed MAFED model, which produces the desired factorization. Empirical studies on real-world datasets demonstrate that our approach outperforms the state-of-the-art comparison algorithms.

Place, publisher, year, edition, pages
2014. 525398- p.
National Category
Other Computer and Information Science
URN: urn:nbn:se:umu:diva-91163DOI: 10.1155/2014/525398ISI: 000337429800001OAI: diva2:734325
Available from: 2014-07-16 Created: 2014-07-15 Last updated: 2014-07-16Bibliographically approved

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Li, Wubin
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