A non-parametric conditional factor regression model for multi-dimensional input and response
Ava Bargi, Richard Yi Da Xu, Zoubin Ghahramani, Massimo Piccardi · Cambridge University Engineering Department Publications Database · 2014
In this paper, we propose a non-parametric conditional factor regression (NCFR) model for domains with high-dimensional input and response. NCFR enhances linear regression in two ways: a) introducing low-dimensional latent factors lead-ing to dimensionality reduction and b) integrating an Indian Buffet Process as a prior for the latent factors to derive unlimited sparse dimensions. Experimental results comparing NCRF to several alternatives give evidence to remarkable pre-diction performance. 1