Date of Original Version

4-2010

Type

Conference Proceeding

Rights Management

Copyright SIAM

Abstract or Description

Real-world relational data are seldom stationary, yet traditional collaborative filtering algorithms generally rely on this assumption. Motivated by our sales prediction problem, we propose a factor-based algorithm that is able to take time into account. By introducing additional factors for time, we formalize this problem as a tensor factorization with a special constraint on the time dimension. Further, we provide a fully Bayesian treatment to avoid tuning parameters and achieve automatic model complexity control. To learn the model we develop an e±cient sampling procedure that is capable of analyzing large-scale data sets. This new algorithm, called Bayesian Probabilistic Tensor Factorization (BPTF), is evaluated on several real-world problems including sales prediction and movie recommendation. Empirical results demonstrate the superiority of our temporal model.

DOI

10.1137/1.9781611972801.19

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Published In

Proceedings of the 2010 SIAM International Conference on Data Mining, 211-222.