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Bayesian multi-tensor factorization methods, with side information

License: Other

Julia 100.00%

bayesiandatafusion.jl's Introduction

BayesianDataFusion

Build Status

Implementation of data fusion methods in Julia, specifically Macau, BPMF (Bayesian Probabilistic Matrix Factorization). Supported features:

  • Factorization of matrices (without or with side information)
  • Factorization of tensors (without or with side information)
  • Co-factorization of multiple matrices and tensors (any side information is possible)
  • Side information inside relation
  • Parallelization (multi-core and multi-node)

BayesianDataFusion uses Gibbs sampling to learn the latent vectors and link matrices. In addition to predictions Gibbs sampling also provides estimates of standard deviation and possible other metrics (that can be computed from samples).

Installation

Pkg.clone("https://github.com/jaak-s/BayesianDataFusion.jl.git")

Examples and documentation

For examples, please see documentation.

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