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A Bayesian Matrix Factorization Model for Relational Data
Proceedings of the 26th Conference on Uncertainty in Artificial Intelligence, PMLR R8:555-562, 2010.
Abstract
Relational learning can be used to aug- ment one data source with other corre- lated sources of information, to improve predictive accuracy. We frame a large class of relational learning problems as ma- trix factorization problems, and propose a hierarchical Bayesian model. Train- ing our Bayesian model using random-walk Metropolis-Hastings is impractically slow, and so we develop a block Metropolis- Hastings sampler which uses the gradient and Hessian of the likelihood to dynamically tune the proposal. We demonstrate that a predic- tive model of brain response to stimuli can be improved by augmenting it with side in- formation about the stimuli.