Adaptive Quantile Low-Rank Matrix Factorization

Low-rank matrix factorization (LRMF) has received much popularity owing to its successful applications in both computer vision and data mining. By assuming the noise term to come from a Gaussian, Laplace or a mixture of Gaussian distributions, significant efforts have been made on optimizing the (weighted) $L_1$ or $L_2$-norm loss between an observed matrix and its bilinear factorization. However, the type of noise distribution is generally unknown in real applications and inappropriate assumptions will inevitably deteriorate the behavior of LRMF. On the other hand, real data are often corrupted by skew rather than symmetric noise. To tackle this problem, this paper presents a novel LRMF model called AQ-LRMF by modeling noise with a mixture of asymmetric Laplace distributions. An efficient algorithm based on the expectation-maximization (EM) algorithm is also offered to estimate the parameters involved in AQ-LRMF. The AQ-LRMF model possesses the advantage that it can approximate noise well no matter whether the real noise is symmetric or skew. The core idea of AQ-LRMF lies in solving a weighted $L_1$ problem with weights being learned from data. The experiments conducted with synthetic and real datasets show that AQ-LRMF outperforms several state-of-the-art techniques. Furthermore, AQ-LRMF also has the superiority over the other algorithms that it can capture local structural information contained in real images.

Variational Bayesian Complex Network Reconstruction

Complex network reconstruction is a hot topic in many fields. A popular data-driven reconstruction framework is based on lasso. However, it is found that, in the presence of noise, it may be inefficient for lasso to determine the network topology. This paper builds a new framework to cope with this problem. The key idea is to employ a series of linear regression problems to model the relationship between network nodes, and then to use an efficient variational Bayesian method to infer the unknown coefficients. Based on the obtained information, the network is finally reconstructed by determining whether two nodes connect with each other or not. The numerical experiments conducted with both synthetic and real data demonstrate that the new method outperforms lasso with regard to both reconstruction accuracy and running speed.