Factorization of Sparse Counts Matrices Through Poisson
Likelihood
Description
Creates a non-negative low-rank approximate factorization of a sparse counts matrix by maximizing Poisson
likelihood with L1/L2 regularization (e.g. for implicit-feedback recommender systems or bag-of-words-based topic modeling)
(Cortes, (2018) ), which usually leads to very sparse user and item factors (over 90% zero-valued).
Similar to hierarchical Poisson factorization (HPF), but follows an optimization-based approach with regularization
instead of a hierarchical prior, and is fit through gradient-based methods instead of variational inference.