An oracle inequality for quasi-Bayesian nonnegative matrix factorization

被引：9
作者：
Alquier P. [1 ]
Guedj B. [2 ]
机构：
[1] CREST, ENSAE, Univ. Paris Saclay, Paris
[2] Modal Project-Team, Inria Lille – Nord Europe Research Center, Paris
来源：
Mathematical Methods of Statistics | 2017年 / 26卷 / 1期
关键词：
nonnegative matrix factorization; oracle inequality; PAC-Bayesian bounds;
D O I：
10.3103/S1066530717010045
中图分类号：
学科分类号：
摘要：
The aim of this paper is to provide some theoretical understanding of quasi-Bayesian aggregation methods of nonnegative matrix factorization. We derive an oracle inequality for an aggregated estimator. This result holds for a very general class of prior distributions and shows how the prior affects the rate of convergence. © 2017, Allerton Press, Inc.
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收藏
页码：55 / 67
页数：12
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