General Latent Feature Models for Heterogeneous Datasets (1706.03779v2)

Abstract: Latent feature modeling allows capturing the latent structure responsible for generating the observed properties of a set of objects. It is often used to make predictions either for new values of interest or missing information in the original data, as well as to perform data exploratory analysis. However, although there is an extensive literature on latent feature models for homogeneous datasets, where all the attributes that describe each object are of the same (continuous or discrete) nature, there is a lack of work on latent feature modeling for heterogeneous databases. In this paper, we introduce a general Bayesian nonparametric latent feature model suitable for heterogeneous datasets, where the attributes describing each object can be either discrete, continuous or mixed variables. The proposed model presents several important properties. First, it accounts for heterogeneous data while keeping the properties of conjugate models, which allow us to infer the model in linear time with respect to the number of objects and attributes. Second, its Bayesian nonparametric nature allows us to automatically infer the model complexity from the data, i.e., the number of features necessary to capture the latent structure in the data. Third, the latent features in the model are binary-valued variables, easing the interpretability of the obtained latent features in data exploratory analysis. We show the flexibility of the proposed model by solving both prediction and data analysis tasks on several real-world datasets. Moreover, a software package of the GLFM is publicly available for other researcher to use and improve it.