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macks22 / pmf-and-modified-bpmf-pymc.py
Last active May 13, 2021 13:37
Probabilistic Matrix Factorization (PMF) + Modified Bayesian BMF
"""
Implementations of:
Probabilistic Matrix Factorization (PMF) [1],
Bayesian PMF (BPMF) [2],
Modified BPFM (mBPMF)
using `pymc3`. mBPMF is, to my knowledge, my own creation. It is an attempt
to circumvent the limitations of `pymc3` w/regards to the Wishart distribution: