Matrix Factorisation with Linear Filters

Ömer Deniz Akyıldız

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arXiv · 1509.02088

Matrix Factorisation with Linear Filters

Ömer Deniz Akyıldız

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Abstract

This text investigates relations between two well-known family of algorithms, matrix factorisations and recursive linear filters, by describing a probabilistic model in which approximate inference corresponds to a matrix factorisation algorithm. Using the probabilistic model, we derive a matrix factorisation algorithm as a recursive linear filter. More precisely, we derive a matrix-variate recursive linear filter in order to perform efficient inference in high dimensions. We also show that it is possible to interpret our algorithm as a nontrivial stochastic gradient algorithm. Demonstrations and comparisons on an image restoration task are given.

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Ömer Deniz Akyıldız. 2015-09-07. Matrix Factorisation with Linear Filters. https://arxiv.org/abs/1509.02088

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