In this article we provide a formulation of empirical bayes described by Atchade (2011) to tune the hyperparameters of priors used in bayesian set up of collaborative filter. We implement the same in MovieLens small dataset. We see that it can be used to get a good initial choice for the parameters. It can also be used to guess an initial choice for hyper-parameters in grid search procedure even for the datasets where MCMC oscillates around the true value or takes long time to converge.
We develop an empirical Bayes (EB) algorithm for the matrix completion problems. The EB algorithm is motivated from the singular value shrinkage estimator for matrix means by Efron and Morris (1972). Since the EB algorithm is essentially the EM algor
ithm applied to a simple model, it does not require heuristic parameter tuning other than tolerance. Numerical results demonstrated that the EB algorithm achieves a good trade-off between accuracy and efficiency compared to existing algorithms and that it works particularly well when the difference between the number of rows and columns is large. Application to real data also shows the practical utility of the EB algorithm.
We propose an empirical Bayes estimator based on Dirichlet process mixture model for estimating the sparse normalized mean difference, which could be directly applied to the high dimensional linear classification. In theory, we build a bridge to conn
ect the estimation error of the mean difference and the misclassification error, also provide sufficient conditions of sub-optimal classifiers and optimal classifiers. In implementation, a variational Bayes algorithm is developed to compute the posterior efficiently and could be parallelized to deal with the ultra-high dimensional case.
While current information retrieval systems are effective for known-item retrieval where the searcher provides a precise name or identifier for the item being sought, systems tend to be much less effective for cases where the searcher is unable to ex
press a precise name or identifier. We refer to this as tip of the tongue (TOT) known-item retrieval, named after the cognitive state of not being able to retrieve an item from memory. Using movie search as a case study, we explore the characteristics of questions posed by searchers in TOT states in a community question answering website. We analyze how searchers express their information needs during TOT states in the movie domain. Specifically, what information do searchers remember about the item being sought and how do they convey this information? Our results suggest that searchers use a combination of information about: (1) the content of the item sought, (2) the context in which they previously engaged with the item, and (3) previous attempts to find the item using other resources (e.g., search engines). Additionally, searchers convey information by sometimes expressing uncertainty (i.e., hedging), opinions, emotions, and by performing relative (vs. absolute) comparisons with attributes of the item. As a result of our analysis, we believe that searchers in TOT states may require specialized query understanding methods or document representations. Finally, our preliminary retrieval experiments show the impact of each information type presented in information requests on retrieval performance.
We revisit empirical Bayes in the absence of a tractable likelihood function, as is typical in scientific domains relying on computer simulations. We investigate how the empirical Bayesian can make use of neural density estimators first to use all no
ise-corrupted observations to estimate a prior or source distribution over uncorrupted samples, and then to perform single-observation posterior inference using the fitted source distribution. We propose an approach based on the direct maximization of the log-marginal likelihood of the observations, examining both biased and de-biased estimators, and comparing to variational approaches. We find that, up to symmetries, a neural empirical Bayes approach recovers ground truth source distributions. With the learned source distribution in hand, we show the applicability to likelihood-free inference and examine the quality of the resulting posterior estimates. Finally, we demonstrate the applicability of Neural Empirical Bayes on an inverse problem from collider physics.
Most bandit algorithm designs are purely theoretical. Therefore, they have strong regret guarantees, but also are often too conservative in practice. In this work, we pioneer the idea of algorithm design by minimizing the empirical Bayes regret, the
average regret over problem instances sampled from a known distribution. We focus on a tractable instance of this problem, the confidence interval and posterior width tuning, and propose an efficient algorithm for solving it. The tuning algorithm is analyzed and evaluated in multi-armed, linear, and generalized linear bandits. We report several-fold reductions in Bayes regret for state-of-the-art bandit algorithms, simply by optimizing over a small sample from a distribution.