Latent factor(LF) models are highly effective in extracting useful knowledge from High-Dimensional and Sparse(HiDS) matrices which are commonly seen in various industrial applications. An LF model usually adopts itera...Latent factor(LF) models are highly effective in extracting useful knowledge from High-Dimensional and Sparse(HiDS) matrices which are commonly seen in various industrial applications. An LF model usually adopts iterative optimizers,which may consume many iterations to achieve a local optima,resulting in considerable time cost. Hence, determining how to accelerate the training process for LF models has become a significant issue. To address this, this work proposes a randomized latent factor(RLF) model. It incorporates the principle of randomized learning techniques from neural networks into the LF analysis of HiDS matrices, thereby greatly alleviating computational burden. It also extends a standard learning process for randomized neural networks in context of LF analysis to make the resulting model represent an HiDS matrix correctly.Experimental results on three HiDS matrices from industrial applications demonstrate that compared with state-of-the-art LF models, RLF is able to achieve significantly higher computational efficiency and comparable prediction accuracy for missing data.I provides an important alternative approach to LF analysis of HiDS matrices, which is especially desired for industrial applications demanding highly efficient models.展开更多
Due to the development of E-Commerce, collaboration filtering (CF) recommendation algorithm becomes popular in recent years. It has some limitations such as cold start, data sparseness and low operation efficiency. In...Due to the development of E-Commerce, collaboration filtering (CF) recommendation algorithm becomes popular in recent years. It has some limitations such as cold start, data sparseness and low operation efficiency. In this paper, a CF recommendation algorithm is propose based on the latent factor model and improved spectral clustering (CFRALFMISC) to improve the forecasting precision. The latent factor model was firstly adopted to predict the missing score. Then, the cluster validity index was used to determine the number of clusters. Finally, the spectral clustering was improved by using the FCM algorithm to replace the K-means in the spectral clustering. The simulation results show that CFRALFMISC can effectively improve the recommendation precision compared with other algorithms.展开更多
High-dimensional and sparse(HiDS)matrices commonly arise in various industrial applications,e.g.,recommender systems(RSs),social networks,and wireless sensor networks.Since they contain rich information,how to accurat...High-dimensional and sparse(HiDS)matrices commonly arise in various industrial applications,e.g.,recommender systems(RSs),social networks,and wireless sensor networks.Since they contain rich information,how to accurately represent them is of great significance.A latent factor(LF)model is one of the most popular and successful ways to address this issue.Current LF models mostly adopt L2-norm-oriented Loss to represent an HiDS matrix,i.e.,they sum the errors between observed data and predicted ones with L2-norm.Yet L2-norm is sensitive to outlier data.Unfortunately,outlier data usually exist in such matrices.For example,an HiDS matrix from RSs commonly contains many outlier ratings due to some heedless/malicious users.To address this issue,this work proposes a smooth L1-norm-oriented latent factor(SL-LF)model.Its main idea is to adopt smooth L1-norm rather than L2-norm to form its Loss,making it have both strong robustness and high accuracy in predicting the missing data of an HiDS matrix.Experimental results on eight HiDS matrices generated by industrial applications verify that the proposed SL-LF model not only is robust to the outlier data but also has significantly higher prediction accuracy than state-of-the-art models when they are used to predict the missing data of HiDS matrices.展开更多
This paper discusses the utilization of latent variable modeling related to occupational health and safety in the mining industry.Latent variable modeling,which is a statistical model that relates observable and laten...This paper discusses the utilization of latent variable modeling related to occupational health and safety in the mining industry.Latent variable modeling,which is a statistical model that relates observable and latent variables,could be used to facilitate researchers’understandings of the underlying constructs or hypothetical factors and their magnitude of effect that constitute a complex system.This enhanced understanding,in turn,can help emphasize the important factors to improve mine safety.The most commonly used techniques include the exploratory factor analysis(EFA),the confirmatory factor analysis(CFA)and the structural equation model with latent variables(SEM).A critical comparison of the three techniques regarding mine safety is provided.Possible applications of latent variable modeling in mining engineering are explored.In this scope,relevant research papers were reviewed.They suggest that the application of such methods could prove useful in mine accident and safety research.Application of latent variables analysis in cognitive work analysis was proposed to improve the understanding of human-work relationships in mining operations.展开更多
We forecast realized volatilities by developing a time-varying heterogeneous autoregressive(HAR)latent factor model with dynamic model average(DMA)and dynamic model selection(DMS)approaches.The number of latent factor...We forecast realized volatilities by developing a time-varying heterogeneous autoregressive(HAR)latent factor model with dynamic model average(DMA)and dynamic model selection(DMS)approaches.The number of latent factors is determined using Chan and Grant's(2016)deviation information criteria.The predictors in our model include lagged daily,weekly,and monthly volatility variables,the corresponding volatility factors,and a speculation variable.In addition,the time-varying properties of the best-performing DMA(DMS)-HAR-2FX models,including size,inclusion probabilities,and coefficients,are examined.We find that the proposed DMA(DMS)-HAR-2FX model outperforms the competing models for both in-sample and out-of-sample forecasts.Furthermore,the speculation variable displays strong predictability for forecasting the realized volatility of financial futures in China.展开更多
基金supported in part by the National Natural Science Foundation of China (6177249391646114)+1 种基金Chongqing research program of technology innovation and application (cstc2017rgzn-zdyfX0020)in part by the Pioneer Hundred Talents Program of Chinese Academy of Sciences
文摘Latent factor(LF) models are highly effective in extracting useful knowledge from High-Dimensional and Sparse(HiDS) matrices which are commonly seen in various industrial applications. An LF model usually adopts iterative optimizers,which may consume many iterations to achieve a local optima,resulting in considerable time cost. Hence, determining how to accelerate the training process for LF models has become a significant issue. To address this, this work proposes a randomized latent factor(RLF) model. It incorporates the principle of randomized learning techniques from neural networks into the LF analysis of HiDS matrices, thereby greatly alleviating computational burden. It also extends a standard learning process for randomized neural networks in context of LF analysis to make the resulting model represent an HiDS matrix correctly.Experimental results on three HiDS matrices from industrial applications demonstrate that compared with state-of-the-art LF models, RLF is able to achieve significantly higher computational efficiency and comparable prediction accuracy for missing data.I provides an important alternative approach to LF analysis of HiDS matrices, which is especially desired for industrial applications demanding highly efficient models.
基金the National Natural Science Foundation of China (Grant No. 61762031)Guangxi Key Research and Development Plan (Gui Science AB17195029, Gui Science AB18126006)+3 种基金Guangxi key Laboratory Fund of Embedded Technology and Intelligent System, 2017 Innovation Project of Guangxi Graduate Education (No. YCSW2017156)2018 Innovation Project of Guangxi Graduate Education (No. YCSW2018157)Subsidies for the Project of Promoting the Ability of Young and Middleaged Scientific Research in Universities and Colleges of Guangxi (KY2016YB184)2016 Guilin Science and Technology Project (Gui Science 2016010202).
文摘Due to the development of E-Commerce, collaboration filtering (CF) recommendation algorithm becomes popular in recent years. It has some limitations such as cold start, data sparseness and low operation efficiency. In this paper, a CF recommendation algorithm is propose based on the latent factor model and improved spectral clustering (CFRALFMISC) to improve the forecasting precision. The latent factor model was firstly adopted to predict the missing score. Then, the cluster validity index was used to determine the number of clusters. Finally, the spectral clustering was improved by using the FCM algorithm to replace the K-means in the spectral clustering. The simulation results show that CFRALFMISC can effectively improve the recommendation precision compared with other algorithms.
基金supported in part by the National Natural Science Foundation of China(61702475,61772493,61902370,62002337)in part by the Natural Science Foundation of Chongqing,China(cstc2019jcyj-msxmX0578,cstc2019jcyjjqX0013)+1 种基金in part by the Chinese Academy of Sciences“Light of West China”Program,in part by the Pioneer Hundred Talents Program of Chinese Academy of Sciencesby Technology Innovation and Application Development Project of Chongqing,China(cstc2019jscx-fxydX0027)。
文摘High-dimensional and sparse(HiDS)matrices commonly arise in various industrial applications,e.g.,recommender systems(RSs),social networks,and wireless sensor networks.Since they contain rich information,how to accurately represent them is of great significance.A latent factor(LF)model is one of the most popular and successful ways to address this issue.Current LF models mostly adopt L2-norm-oriented Loss to represent an HiDS matrix,i.e.,they sum the errors between observed data and predicted ones with L2-norm.Yet L2-norm is sensitive to outlier data.Unfortunately,outlier data usually exist in such matrices.For example,an HiDS matrix from RSs commonly contains many outlier ratings due to some heedless/malicious users.To address this issue,this work proposes a smooth L1-norm-oriented latent factor(SL-LF)model.Its main idea is to adopt smooth L1-norm rather than L2-norm to form its Loss,making it have both strong robustness and high accuracy in predicting the missing data of an HiDS matrix.Experimental results on eight HiDS matrices generated by industrial applications verify that the proposed SL-LF model not only is robust to the outlier data but also has significantly higher prediction accuracy than state-of-the-art models when they are used to predict the missing data of HiDS matrices.
基金Natural Sciences and Engineering Research Council of Canada(NSERC)(ID:236482)for supporting this research
文摘This paper discusses the utilization of latent variable modeling related to occupational health and safety in the mining industry.Latent variable modeling,which is a statistical model that relates observable and latent variables,could be used to facilitate researchers’understandings of the underlying constructs or hypothetical factors and their magnitude of effect that constitute a complex system.This enhanced understanding,in turn,can help emphasize the important factors to improve mine safety.The most commonly used techniques include the exploratory factor analysis(EFA),the confirmatory factor analysis(CFA)and the structural equation model with latent variables(SEM).A critical comparison of the three techniques regarding mine safety is provided.Possible applications of latent variable modeling in mining engineering are explored.In this scope,relevant research papers were reviewed.They suggest that the application of such methods could prove useful in mine accident and safety research.Application of latent variables analysis in cognitive work analysis was proposed to improve the understanding of human-work relationships in mining operations.
基金supported by grants from the National Natural Science Foundation of China(72171088,71803049,72003205)the Ministry of Education of the People's Republic of China of Humanities and Social Sciences Youth Fundation(20YJC790142)the General Project of Social Science Planning in Guangdong Province,China(GD22CYJ12).
文摘We forecast realized volatilities by developing a time-varying heterogeneous autoregressive(HAR)latent factor model with dynamic model average(DMA)and dynamic model selection(DMS)approaches.The number of latent factors is determined using Chan and Grant's(2016)deviation information criteria.The predictors in our model include lagged daily,weekly,and monthly volatility variables,the corresponding volatility factors,and a speculation variable.In addition,the time-varying properties of the best-performing DMA(DMS)-HAR-2FX models,including size,inclusion probabilities,and coefficients,are examined.We find that the proposed DMA(DMS)-HAR-2FX model outperforms the competing models for both in-sample and out-of-sample forecasts.Furthermore,the speculation variable displays strong predictability for forecasting the realized volatility of financial futures in China.
