### Abstract

Many unsupervised learning problems can be expressed as a form of matrix factorization, reconstructing an observed data matrix as the product of two matrices of latent variables. A standard challenge in solving these problems is determining the dimensionality of the latent matrices. Nonparametric Bayesian matrix factorization is one way of dealing with this challenge, yielding a posterior distribution over possible factorizations of unbounded dimensionality. A drawback to this approach is that posterior estimation is typically done using Gibbs sampling, which can be slow for large problems and when conjugate priors cannot be used. As an alternative, we present a particle filter for posterior estimation in nonparametric Bayesian matrix factorization models. We illustrate this approach with two matrix factorization models and show favorable performance relative to Gibbs sampling.

Original language | English (US) |
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Title of host publication | Advances in Neural Information Processing Systems 19 - Proceedings of the 2006 Conference |

Pages | 1513-1520 |

Number of pages | 8 |

State | Published - Dec 1 2007 |

Externally published | Yes |

Event | 20th Annual Conference on Neural Information Processing Systems, NIPS 2006 - Vancouver, BC, Canada Duration: Dec 4 2006 → Dec 7 2006 |

### Publication series

Name | Advances in Neural Information Processing Systems |
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ISSN (Print) | 1049-5258 |

### Other

Other | 20th Annual Conference on Neural Information Processing Systems, NIPS 2006 |
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Country | Canada |

City | Vancouver, BC |

Period | 12/4/06 → 12/7/06 |

### All Science Journal Classification (ASJC) codes

- Computer Networks and Communications
- Information Systems
- Signal Processing

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## Cite this

*Advances in Neural Information Processing Systems 19 - Proceedings of the 2006 Conference*(pp. 1513-1520). (Advances in Neural Information Processing Systems).