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Large scale tensor regression using kernels and variational inference

delete2021-11-09
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OA
AI
R
Robert Hu *
G
Geoff K. Nicholls
D
Dino Sejdinović
DOI:10.1007/s10994-021-06067-7delete
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Abstract

Abstract

En 中文
We outline an inherent flaw of tensor factorization models when latent factors are expressed as a function of side information and propose a novel method to mitigate this. We coin our methodology kernel fried tensor (KFT) and present it as a large-scale prediction and forecasting tool for high dimensional data. Our results show superior performance against LightGBM and Field aware factorization machines (FFM), two algorithms with proven track records, widely used in large-scale prediction. We also develop a variational inference framework for KFT which enables associating the predictions and forecasts with calibrated uncertainty estimates on several datasets.
Keywords:
Large scale prediction
Tensor
RKHS
Kernel methods
Variational inference
Bayesian
Uncertainty quantification

Journal

Machine Learning cover
Machine Learning
IF:
2.9
Papers:
2.7K
Citations:
3.4W

Organization

U
university of oxford
Scholars:
9.8W
Papers: 8.6W
Citations: 137
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