Temporal Regularized Matrix Factorization for High-dimensional Time Series Prediction.
Hsiang-Fu YuNikhil RaoInderjit S. DhillonPublished in: NIPS (2016)
Keyphrases
- matrix factorization
- high dimensional
- collaborative filtering
- low rank
- missing data
- recommender systems
- multivariate time series
- negative matrix factorization
- factorization methods
- factor analysis
- nonnegative matrix factorization
- data sparsity
- low dimensional
- nearest neighbor
- item recommendation
- variational bayesian
- high dimensionality
- dimensionality reduction
- tensor factorization
- data matrix
- probabilistic matrix factorization
- factor matrices
- high dimensional data
- implicit feedback
- least squares
- image restoration
- latent factors
- sparsity constraints
- data points
- feature space
- data representation
- personalized ranking