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Probabilistic Matrix Factorization (PMF)

Bayesian approach to matrix factorization that models user-item preferences with probabilistic distributions, allowing to quantify and manage prediction uncertainty.

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Latent Factor Matrix

Low-rank matrix representing unobserved latent characteristics (features) of users or items, whose entries are random variables in the PMF framework.

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Posterior Distribution

Probabilistic distribution of latent factors after taking into account the observed data, representing the updated knowledge about the PMF model parameters.

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Precision Matrix

Inverse of the covariance matrix, used in the definition of Gaussian distributions (prior and likelihood) to control confidence in observations and regularization of latent factors.

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Three-Level Model

Extension of PMF where hyperparameters themselves are given a prior distribution, allowing automatic inference of optimal regularization and better handling of sparsity.

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Observation Noise

Random variability inherent to observed data (e.g., imprecise ratings), modeled by the variance of the likelihood distribution in PMF to capture uncertainty in user preferences.

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Automatic Regularization

Ability of the Bayesian PMF framework to automatically determine the optimal regularization level via inference on hyperparameters, avoiding costly manual tuning.

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Posterior Mean Prediction

Point estimate of an unobserved rating calculated as the expectation of the posterior predictive distribution, integrating over the uncertainty of latent factors for a more robust prediction.

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Variational Probabilistic Matrix Factorization

Alternative approach to MCMC sampling that approximates the posterior distribution by optimizing a lower bound on the log-likelihood, offering a speed-accuracy trade-off for large datasets.

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User-Item Interaction Matrix

Sparse matrix of observed data (e.g., ratings, clicks) that the PMF model seeks to approximate by factorizing its observed entries to predict missing entries.

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