Coupled graph tensor factorization

Factorization of a single matrix or tensor has been used widely to reveal interpretable factors or predict missing data. However, in many cases side information may be available, such as social network activities and user demographic data together with Netflix data. In these situations, coupled matrix tensor factorization (CMTF) can be employed to account for additional sources of information. When the side information comes in the form of item-correlation matrices of certain modes, existing CMTF algorithms do not apply. Instead, a novel approach to model the correlation matrices is proposed here, using symmetric nonnegative matrix factorization. The multiple sources of information are fused by fitting outer-product models for the tensor and the correlation matrices in a coupled manner. The proposed model has the potential to overcome practical challenges, such as missing slabs from the tensor and/or missing rows/columns from the correlation matrices.