CMI Seminar

Tuesday February 24, 2015 4:00 PM

Generalized Low Rank Models

Speaker: Madeleine Udell, Computational & Mathematical Engineering, Stanford University
Location: Annenberg 213

Principal components analysis (PCA) is a well-known technique for approximating a data set represented by a low rank matrix. Here, we extend the idea of PCA to handle arbitrary data sets consisting of numerical, Boolean, categorical, ordinal, and other data types. This framework encompasses many well known techniques in data analysis, such as nonnegative matrix factorization, matrix completion, sparse and robust PCA, k-means, k-SVD, and maximum margin matrix factorization. The method handles heterogeneous data sets, and leads to coherent schemes for compressing, denoising, and imputing missing entries across all data types simultaneously. It also admits a number of interesting interpretations of the low rank factors, which allow clustering of examples or of features.     

We propose several parallel algorithms for fitting generalized low rank models, and describe implementations and numerical results.

Series Center for the Mathematics of Information Seminar Series

Contact: Linda Taddeo at 626-395-6704 ltaddeo@caltech.edu
For more information visit: http://www.cmi.caltech.edu/events.shtml