Francis Bach — Page 17

arXiv2007

Consistency of trace norm minimization

Regularization by the sum of singular values, also referred to as the trace norm, is a popular technique for estimating low rank rectangular matrices. In this paper, we extend some of the consistency results of the Lasso to provide necessary and sufficient conditions for rank consistency of trace norm minimization with the square loss. We also provide an adaptive version that is rank consistent even when the necessary condition for the non adaptive version is not fulfilled.

cs.LG↗

arXiv2006

Low-rank matrix factorization with attributes

We develop a new collaborative filtering (CF) method that combines both previously known users' preferences, i.e. standard CF, as well as product/user attributes, i.e. classical function approximation, to predict a given user's interest in a particular product. Our method is a generalized low rank matrix completion problem, where we learn a function whose inputs are pairs of vectors -- the standard low rank matrix completion problem being a special case where the inputs to the function are the row and column indices of the matrix. We solve this generalized matrix completion problem using tensor product kernels for which we also formally generalize standard kernel properties. Benchmark experiments on movie ratings show the advantages of our generalized matrix completion method over the standard matrix completion one with no information about movies or people, as well as over standard multi-task or single task learning methods.

cs.LG↗