Covariate-moderated Empirical Bayes Matrix Factorization

Fuente: arXiv
Saved in:
Bibliographic Details
Main Authors: Denault, William R. P., Tayeb, Karl, Carbonetto, Peter, Willwerscheid, Jason, Stephens, Matthew
Format: Preprint
Published: 2025
Subjects:
Online Access:
Tags: Add Tag
No Tags, Be the first to tag this record!
_version_ 1866915570809569280
author Denault, William R. P.
Tayeb, Karl
Carbonetto, Peter
Willwerscheid, Jason
Stephens, Matthew
author_facet Denault, William R. P.
Tayeb, Karl
Carbonetto, Peter
Willwerscheid, Jason
Stephens, Matthew
contents Matrix factorization is a fundamental method in statistics and machine learning for inferring and summarizing structure in multivariate data. Modern data sets often come with "side information" of various forms (images, text, graphs) that can be leveraged to improve estimation of the underlying structure. However, existing methods that leverage side information are limited in the types of data they can incorporate, and they assume specific parametric models. Here, we introduce a novel method for this problem, covariate-moderated empirical Bayes matrix factorization (cEBMF). cEBMF is a modular framework that accepts any type of side information that is processable by a probabilistic model or a neural network. The cEBMF framework can accommodate different assumptions and constraints on the factors through the use of different priors, and it adapts these priors to the data. We demonstrate the benefits of cEBMF in simulations and in analyses of spatial transcriptomics and collaborative filtering data. A PyTorch-based implementation of cEBMF with flexible priors is available at https://github.com/william-denault/cebmf_torch.
format Preprint
id arxiv_https___arxiv_org_abs_2505_11639
institution arXiv
publishDate 2025
record_format arxiv
spellingShingle Covariate-moderated Empirical Bayes Matrix Factorization
Denault, William R. P.
Tayeb, Karl
Carbonetto, Peter
Willwerscheid, Jason
Stephens, Matthew
Methodology
Matrix factorization is a fundamental method in statistics and machine learning for inferring and summarizing structure in multivariate data. Modern data sets often come with "side information" of various forms (images, text, graphs) that can be leveraged to improve estimation of the underlying structure. However, existing methods that leverage side information are limited in the types of data they can incorporate, and they assume specific parametric models. Here, we introduce a novel method for this problem, covariate-moderated empirical Bayes matrix factorization (cEBMF). cEBMF is a modular framework that accepts any type of side information that is processable by a probabilistic model or a neural network. The cEBMF framework can accommodate different assumptions and constraints on the factors through the use of different priors, and it adapts these priors to the data. We demonstrate the benefits of cEBMF in simulations and in analyses of spatial transcriptomics and collaborative filtering data. A PyTorch-based implementation of cEBMF with flexible priors is available at https://github.com/william-denault/cebmf_torch.
title Covariate-moderated Empirical Bayes Matrix Factorization
topic Methodology
url https://arxiv.org/abs/2505.11639