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Generalized2 Linear2 models

Published: 01 January 2002 Publication History

Abstract

We introduce the Generalized2 Linear2 Model, a statistical estimator which combines features of nonlinear regression and factor analysis. A (GL)2M approximately decomposes a rectangular matrix X into a simpler representation f(g(A)h(B)). Here A and B are low-rank matrices, while f, g, and h arc link functions. (GL)2Ms include many useful models as special cases, including principal components analysis, exponential-family PCA, the infomax formulation of independent components analysis, linear regression, and generalized linear models. They also include new and interesting special cases, one of which we describe below. We also present an iterative procedure which optimizes the parameters of a (GL)2M. This procedure reduces to well-known algorithms for some of the special cases listed above; for other special cases, it is new.

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Cited By

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  • (2008)A unified view of matrix factorization modelsProceedings of the 2008th European Conference on Machine Learning and Knowledge Discovery in Databases - Volume Part II10.5555/3121525.3121550(358-373)Online publication date: 15-Sep-2008
  • (2003)Weighted low-rank approximationsProceedings of the Twentieth International Conference on International Conference on Machine Learning10.5555/3041838.3041929(720-727)Online publication date: 21-Aug-2003

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Published In

cover image Guide Proceedings
NIPS'02: Proceedings of the 16th International Conference on Neural Information Processing Systems
January 2002
1674 pages

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MIT Press

Cambridge, MA, United States

Publication History

Published: 01 January 2002

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  • (2008)A unified view of matrix factorization modelsProceedings of the 2008th European Conference on Machine Learning and Knowledge Discovery in Databases - Volume Part II10.5555/3121525.3121550(358-373)Online publication date: 15-Sep-2008
  • (2003)Weighted low-rank approximationsProceedings of the Twentieth International Conference on International Conference on Machine Learning10.5555/3041838.3041929(720-727)Online publication date: 21-Aug-2003

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