Matrix factorization with interval-valued data

Mao Lin Li, Francesco Di Mauro, K. Selcuk Candan, Maria Luisa Sapino

Research output: Chapter in Book/Report/Conference proceedingConference contribution

Abstract

With many applications relying on multi-dimensional datasets for decision making, matrix factorization (or decomposition) is becoming the basis for many knowledge discovery and machine learning tasks, from clustering, trend detection, anomaly detection, to correlation analysis. Unfortunately, a major shortcoming of matrix analysis operations is that, despite their effectiveness when the data is scalar, these operations become difficult to apply in the presence of non-scalar data, as they are not designed for data that include non-scalar observations, such as intervals. In this paper, we propose matrix decomposition techniques that consider the existence of interval-valued data. We show that naive ways to deal with such imperfect data may introduce errors in analysis and present factorization techniques that are especially effective when the amount of imprecise information is large.

Original languageEnglish (US)
Title of host publicationProceedings - 2020 IEEE 36th International Conference on Data Engineering, ICDE 2020
PublisherIEEE Computer Society
Pages2042-2043
Number of pages2
ISBN (Electronic)9781728129037
DOIs
StatePublished - Apr 2020
Event36th IEEE International Conference on Data Engineering, ICDE 2020 - Dallas, United States
Duration: Apr 20 2020Apr 24 2020

Publication series

NameProceedings - International Conference on Data Engineering
Volume2020-April
ISSN (Print)1084-4627

Conference

Conference36th IEEE International Conference on Data Engineering, ICDE 2020
Country/TerritoryUnited States
CityDallas
Period4/20/204/24/20

ASJC Scopus subject areas

  • Software
  • Signal Processing
  • Information Systems

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