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Finite mixture of factorization machines

Mini Dissertation (MSc (Advanced Data Analytics))--University of Pretoria, 2024.

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Other Authors: Kanfer, F.H.J. (Frans)
Format: Thesis
Language:en_US
Published: University of Pretoria 2025
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access_status_str Open Access
author2 Kanfer, F.H.J. (Frans)
author_browse Kanfer, F.H.J. (Frans)
author_facet Kanfer, F.H.J. (Frans)
collection Thesis
dc_rights_str_mv © 2023 University of Pretoria. All rights reserved. The copyright in this work vests in the University of Pretoria. No part of this work may be reproduced or transmitted in any form or by any means, without the prior written permission of the University of Pretoria.
description Mini Dissertation (MSc (Advanced Data Analytics))--University of Pretoria, 2024.
format Thesis
id oai:repository.up.ac.za:2263/100084
institution University of Pretoria (South Africa)
language en_US
last_indexed 2026-06-10T12:38:10.802Z
license_str Other — see source repository
provenance_str_mv Harvested via OAI-PMH from UPSpace — University of Pretoria Institutional Repository
publishDate 2025
publishDateRange 2025
publishDateSort 2025
publisher University of Pretoria
publisherStr University of Pretoria
record_format dspace
source_str UPSpace — University of Pretoria Institutional Repository
spelling oai:repository.up.ac.za:2263/100084 Finite mixture of factorization machines Kanfer, F.H.J. (Frans) dian.degenaar@gmail.com Degenaar, Dian UCTD Sustainable Development Goals (SDGs) Mixture models Factorization machines Sparsity Finite mixture of factorization machines Mini Dissertation (MSc (Advanced Data Analytics))--University of Pretoria, 2024. This mini-dissertation will introduce a novel mixture model of factorization machines. Factorization machines (FM) are a supervised learning class capable of learning pairwise interactions between response variables which can also be extended to interactions in higher dimensions. They are based on matrix factorization techniques attributing to their success in prediction tasks. The FM factorizes interaction terms, obtaining prediction accuracy on par with multiple linear regression (MLR). The FM also achieves this using less variables, and the model performance exceeds MLR under sparsity. Finite Gaussian mixture models (FGMM) are adept at modeling non-homogeneous populations and detecting subgroups; however, they are constructed as a combination of multiple Gaussian linear regression components. The novel model will be constructed using a combination of multiple Gaussian factorization machines to exploit the advantages of FMs when it comes to pairwise interaction terms and sparsity. The model will be estimated in an expectation-maximization (EM) algorithm setting using a coordinate descent (CD) method to estimate the FM model equation. Compared to FGMM in a sparse data setting, the novel model achieves a better fit to the data using fewer parameters and a shorter computation time. Statistics MSc (Advanced Data Analytics) Restricted Faculty of Natural and Agricultural Sciences None 2025-01-15T11:49:55Z 2025-01-15T11:49:55Z 2025-04 2024-12-13 Mini Dissertation * A2025 http://hdl.handle.net/2263/100084 https://doi.org/10.1145/2827872 en_US © 2023 University of Pretoria. All rights reserved. The copyright in this work vests in the University of Pretoria. No part of this work may be reproduced or transmitted in any form or by any means, without the prior written permission of the University of Pretoria. application/pdf University of Pretoria
spellingShingle UCTD
Sustainable Development Goals (SDGs)
Mixture models
Factorization machines
Sparsity
Finite mixture of factorization machines
Finite mixture of factorization machines
title Finite mixture of factorization machines
title_full Finite mixture of factorization machines
title_fullStr Finite mixture of factorization machines
title_full_unstemmed Finite mixture of factorization machines
title_short Finite mixture of factorization machines
title_sort finite mixture of factorization machines
topic UCTD
Sustainable Development Goals (SDGs)
Mixture models
Factorization machines
Sparsity
Finite mixture of factorization machines
url http://hdl.handle.net/2263/100084
https://doi.org/10.1145/2827872