Scalable Bayesian Non-linear Matrix Completion

Scalable Bayesian Non-linear Matrix Completion

Xiangju Qin, Paul Blomstedt, Samuel Kaski

Proceedings of the Twenty-Eighth International Joint Conference on Artificial Intelligence
Main track. Pages 3275-3281. https://doi.org/10.24963/ijcai.2019/454

Matrix completion aims to predict missing elements in a partially observed data matrix which in typical applications, such as collaborative filtering, is large and extremely sparsely observed. A standard solution is matrix factorization, which predicts unobserved entries as linear combinations of latent variables. We generalize to non-linear combinations in massive-scale matrices. Bayesian approaches have been proven beneficial in linear matrix completion, but not applied in the more general non-linear case, due to limited scalability. We introduce a Bayesian non-linear matrix completion algorithm, which is based on a recent Bayesian formulation of Gaussian process latent variable models. To solve the challenges regarding scalability and computation, we propose a data-parallel distributed computational approach with a restricted communication scheme. We evaluate our method on challenging out-of-matrix prediction tasks using both simulated and real-world data.
Keywords:
Machine Learning: Probabilistic Machine Learning
Machine Learning: Recommender Systems
Machine Learning Applications: Big data ; Scalability