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• W2148970008 abstract "Variational Bayesian matrix factorization (VBMF) efficiently approximates the posterior distribution of factorized matrices by assuming matrix-wise independence of the two factors. A recent study on fully-observed VBMF showed that, under a stronger assumption that the two factorized matrices are column-wise independent, the global optimal solution can be analytically computed. However, it was not clear how restrictive the column-wise independence assumption is. In this paper, we prove that the global solution under matrix-wise independence is actually column-wise independent, implying that the column-wise independence assumption is harmless. A practical consequence of our theoretical finding is that the global solution under matrix-wise independence (which is a standard setup) can be obtained analytically in a computationally very efficient way without any iterative algorithms. We experimentally illustrate advantages of using our analytic solution in probabilistic principal component analysis." @default.
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• W2148970008 date "2011-12-12" @default.
• W2148970008 modified "2023-10-18" @default.
• W2148970008 title "Global Solution of Fully-Observed Variational Bayesian Matrix Factorization is Column-Wise Independent" @default.
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