Supervised Quantile Normalization for Matrix Factorization

Jul 12, 2020

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Low rank matrix factorization is a fundamental building block in machine learning, used for instance to summarize gene expression profile data or word-document counts. To be robust to outliers and differences in scale across features, a matrix factorization step is usually preceded by ad-hoc feature normalization steps, such as tf-idf scaling or data whitening. We propose in this work to learn these normalization operators jointly with the factorization itself. More precisely, given a d× n matrix X of d features measured on n individuals, we propose to learn the parameters of quantile normalization operators that can operate row-wise on the values of X and/or of its factorization UV to improve the quality of the low-rank representation of X itself. This optimization is facilitated by the introduction of differentiable quantile normalization operators derived using regularized optimal transport algorithms.

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The International Conference on Machine Learning (ICML) is the premier gathering of professionals dedicated to the advancement of the branch of artificial intelligence known as machine learning. ICML is globally renowned for presenting and publishing cutting-edge research on all aspects of machine learning used in closely related areas like artificial intelligence, statistics and data science, as well as important application areas such as machine vision, computational biology, speech recognition, and robotics. ICML is one of the fastest growing artificial intelligence conferences in the world. Participants at ICML span a wide range of backgrounds, from academic and industrial researchers, to entrepreneurs and engineers, to graduate students and postdocs.

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