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Predictive Discrete Latent Factor Models for Large Scale Dyadic Data

Predictive Discrete Latent Factor Models for Large Scale Dyadic Data

This video was recorded at 13th ACM SIGKDD International Conference on Knowledge Discovery and Data Mining (KDD), San Jose 2007. We propose a novel statistical method to predict large scale dyadic response variables in the presence of covariate information. Our approach simultaneously incorporates the effect of covariates and estimates local structure that is induced by interactions among the dyads through a discrete latent factor model. The discovered latent factors provide a predictive model that is both accurate and interpretable. We illustrate our method by working in a framework of generalized linear models, which include commonly used regression techniques like linear regression, logistic regression and Poisson regression as special cases. We also provide scalable generalized EM-based... Show More

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