Latent Feature Lasso

The latent feature model (LFM), proposed in \cite{griffiths2005infinite}, but possibly with earlier origins, is a generalization of a mixture model, where each instance is generated not from a single latent class but from a combination of \emph{latent features}. Thus, each instance has an associated latent binary feature incidence vector indicating the presence or absence of a feature. Due to its combinatorial nature, inference of LFMs is considerably intractable, and accordingly, most of the attention has focused on nonparametric LFMs, with priors such as the Indian Buffet Process (IBP) on infinite binary matrices. Recent efforts to tackle this complexity either still have computational complexity that is exponential, or sample complexity that is high-order polynomial w.r.t. the number of latent features. In this paper, we address this outstanding problem of tractable estimation of LFMs via a novel atomic-norm regularization, which gives an algorithm with polynomial run-time and sample complexity without impractical assumptions on the data distribution.