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Principled Regularization for Probabilistic Matrix Factorization

Principled Regularization for Probabilistic Matrix Factorization. Robert Bell, Suhrid Balakrishnan AT&T Labs-Research Duke Workshop on Sensing and Analysis of High-Dimensional Data July 26-28, 2011. Probabilistic Matrix Factorization (PMF). Approximate a large n -by- m matrix R by

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Principled Regularization for Probabilistic Matrix Factorization