Probabilistic Matrix Factorization for Recommender Systems

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Learn about Probabilistic Matrix Factorization (PMF), a powerful technique in recommender systems, that uses user and item feature vectors to predict ratings. Discover how PMF maximizes log-posterior over user and item features and minimizes objective functions for accurate recommendations.

  • Recommender Systems
  • Matrix Factorization
  • PMF
  • Probabilistic Modeling
  • User Ratings

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Presentation Transcript


  1. Recommender Recommender Systems Systems Name: Liu Yang Office: SHB802 Email: yangliu476730@yahoo.com

  2. Example Example Probabilistic Matrix Factorization is the winner of Netflix Challenge based on Netflix Matrix. WTF: Who to Follow NETFLIX Rating

  3. Notations Notations- -Probabilistic Probabilistic Matrix Matrix Factorization Factorization Suppose we have M items, N users and integer rating values from 1 to D. Let ijth entry of X, , be the rating of user i for item j . is latent user feature matrix, denote the latent feature vector for user i . is latent item feature matrix, denote the latent feature vector for item j . 3

  4. Matrix Factorization: the Non Matrix Factorization: the Non- -probabilistic View View Goal: To predict the rating given by user i to item j, probabilistic Vkj Intuition The item feature vector can be viewed as the input. The user feature vector can be viewed as the input. The predicted rating is the output. Unlike in linear regression, where inputs are given and weights are learned, we learn both the weights and the input by minimizing squared error. The model is symmetric in items and users. 4

  5. Probabilistic Matrix Factorization Probabilistic Matrix Factorization PMF is a simple probabilistic linear model with Gaussian observation noise. Given the feature vectors for the user and the item, the distribution of the corresponding rating is: The user and item feature vectors adopt zero-mean spherical Gaussian priors: 5

  6. Probabilistic Matrix Factorization Probabilistic Matrix Factorization Maximum A Posterior (MAP): Maximize the log- posterior over user and item features with fixed hyper-parameters. MAP is equivalent to minimizing the following objective function: PMF objective function 6

  7. Probabilistic Probabilistic Matrix PMF objective function Matrix Factorization Factorization and is indicator of whether user i rated item j First term is the sum-of-squared- error. Second and third term are quadratic regularization term to avoid over-fitting problem. 7

  8. THANK YOU

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