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离散的潜在因素模型预测大型二进数据

Predictive Discrete Latent Factor Models for Large Scale Dyadic Data
课程网址: http://videolectures.net/kdd07_agarwal_pdlfm/  
主讲教师: Deepak Agarwal
开课单位: 领英公司
开课时间: 2007-08-15
课程语种: 英语
中文简介:
我们提出了一种新的统计方法来预测存在协变量信息时的大规模二元响应变量。我们的方法同时结合了协变量的影响,并通过离散潜在因子模型估计了二元期间相互作用引起的局部结构。发现的潜在因素提供了既准确又可解释的预测模型。我们通过在广义线性模型的框架中说明我们的方法,其中包括常用的回归技术,如线性回归,逻辑回归和泊松回归作为特殊情况。我们还提供可扩展的通用的基于EM的算法,用于使用“硬”和“硬”两者进行模型拟合。和“软”集群分配。我们通过大规模模拟研究和从某些真实世界电影推荐和互联网广告应用获得的数据集分析,证明了我们的方法的一般性和有效性。
课程简介: We propose a novel statistical method to predict large scale dyadic response variables in the presence of covariate information. Our approach simultaneously incorporates the effect of covariates and estimates local structure that is induced by interactions among the dyads through a discrete latent factor model. The discovered latent factors provide a predictive model that is both accurate and interpretable. We illustrate our method by working in a framework of generalized linear models, which include commonly used regression techniques like linear regression, logistic regression and Poisson regression as special cases. We also provide scalable generalized EM-based algorithms for model fitting using both "hard" and "soft" cluster assignments. We demonstrate the generality and efficacy of our approach through large scale simulation studies and analysis of datasets obtained from certain real-world movie recommendation and internet advertising applications.
关 键 词: 二元响应变量; 协变量; 估计的局部结构; 广义线性模型
课程来源: 视频讲座网
最后编审: 2020-05-31:吴雨秋(课程编辑志愿者)
阅读次数: 67