Probabilistic and Bayesian nonparametric approaches for recommender systems and networks

Adrien Todeschini 1
1 CQFD - Quality control and dynamic reliability
IMB - Institut de Mathématiques de Bordeaux, Inria Bordeaux - Sud-Ouest
Abstract : We propose two novel approaches for recommender systems and networks. In the first part, we first give an overview of recommender systems and concentrate on the low-rank approaches for matrix completion. Building on a probabilistic approach, we propose novel penalty functions on the singular values of the low-rank matrix. By exploiting a mixture model representation of this penalty, we show that a suitably chosen set of latent variables enables to derive an expectation-maximization algorithm to obtain a maximum a posteriori estimate of the completed low-rank matrix. The resulting algorithm is an iterative soft-thresholded algorithm which iteratively adapts the shrinkage coefficients associated to the singular values. The algorithm is simple to implement and can scale to large matrices. We provide numerical comparisons between our approach and recent alternatives showing the interest of the proposed approach for low-rank matrix completion. In the second part, we first introduce some background on Bayesian nonparametrics and in particular on completely random measures (CRMs) and their multivariate extension, the compound CRMs. We then propose a novel statistical model for sparse networks with overlapping community structure. The model is based on representing the graph as an exchangeable point process, and naturally generalizes existing probabilistic models with overlapping block-structure to the sparse regime. Our construction builds on vectors of CRMs, and has interpretable parameters, each node being assigned a vector representing its level of affiliation to some latent communities. We develop methods for simulating this class of random graphs, as well as to perform posterior inference. We show that the proposed approach can recover interpretable structure from two real-world networks and can handle graphs with thousands of nodes and tens of thousands of edges.
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Submitted on : Thursday, September 14, 2017 - 3:10:57 PM
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  • HAL Id : tel-01583045, version 1



Adrien Todeschini. Probabilistic and Bayesian nonparametric approaches for recommender systems and networks. Computation [stat.CO]. Université de Bordeaux, 2016. English. ⟨NNT : 2016BORD0237⟩. ⟨tel-01583045⟩



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