Andreas Alfons

Aurore Archimbaud, Andreas Alfons, Ines Wilms

Recommender systems are essential tools in the digital landscape for connecting users with content that more closely aligns with their preferences. Matrix completion is a widely used statistical framework for such systems, aiming to predict a user's preferences for items they have not yet rated by leveraging the observed ratings in a partially filled user-item rating matrix. Realistic applications of matrix completion in recommender systems must address several challenges that are too often neglected: (i) the discrete nature of rating-scale data, (ii) the presence of malicious users who manipulate the system to their advantage through the creation of fake profiles, and (iii) missing-not-at-random patterns, where users are more likely to rate items they expect to enjoy. Our goal in this paper is twofold. First, we propose a novel matrix completion method, robust discrete matrix completion (RDMC), designed specifically to handle the discrete nature of sparse rating-scale data and to remain reliable in the presence of adversarial manipulation. We evaluate RDMC through carefully designed experiments and realistic case studies. Our work therefore, secondly, offers a statistically-sound blueprint for future studies on how to evaluate matrix completion methods for recommender systems under realistic scenarios.

D. J. W. Touw, A. Alfons, P. J. F. Groenen et al.

Graphical models serve as effective tools for visualizing conditional dependencies between variables. However, as the number of variables grows, interpretation becomes increasingly difficult, and estimation uncertainty increases due to the large number of parameters relative to the number of observations. To address these challenges, we introduce the Clusterpath estimator of the Gaussian Graphical Model (CGGM) that encourages variable clustering in the graphical model in a data-driven way. Through the use of an aggregation penalty, we group variables together, which in turn results in a block-structured precision matrix whose block structure remains preserved in the covariance matrix. The CGGM estimator is formulated as the solution to a convex optimization problem, making it easy to incorporate other popular penalization schemes which we illustrate through the combination of an aggregation and sparsity penalty. We present a computationally efficient implementation of the CGGM estimator by using a cyclic block coordinate descent algorithm. In simulations, we show that CGGM not only matches, but oftentimes outperforms other state-of-the-art methods for variable clustering in graphical models. We also demonstrate CGGM's practical advantages and versatility on a diverse collection of empirical applications.