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| Content Provider | IEEE Xplore Digital Library |
|---|---|
| Author | Hsiang-Fu Yu Cho-Jui Hsieh Si Si Dhillon, I. |
| Copyright Year | 2012 |
| Abstract | Matrix factorization, when the matrix has missing values, has become one of the leading techniques for recommender systems. To handle web-scale datasets with millions of users and billions of ratings, scalability becomes an important issue. Alternating Least Squares (ALS) and Stochastic Gradient Descent (SGD) are two popular approaches to compute matrix factorization. There has been a recent flurry of activity to parallelize these algorithms. However, due to the cubic time complexity in the target rank, ALS is not scalable to large-scale datasets. On the other hand, SGD conducts efficient updates but usually suffers from slow convergence that is sensitive to the parameters. Coordinate descent, a classical optimization approach, has been used for many other large-scale problems, but its application to matrix factorization for recommender systems has not been explored thoroughly. In this paper, we show that coordinate descent based methods have a more efficient update rule compared to ALS, and are faster and have more stable convergence than SGD. We study different update sequences and propose the CCD++ algorithm, which updatesrank-one factors one by one. In addition, CCD++ can be easily parallelized on both multi-core and distributed systems. We empirically show that CCD++ is much faster than ALS and SGD in both settings. As an example, on a synthetic dataset with 2 billion ratings, CCD++ is 4 times faster than both SGD and ALS using a distributed system with 20 machines. |
| Starting Page | 765 |
| Ending Page | 774 |
| File Size | 750699 |
| Page Count | 10 |
| File Format | |
| ISBN | 9781467346498 |
| ISSN | 15504786 |
| DOI | 10.1109/ICDM.2012.168 |
| Language | English |
| Publisher | Institute of Electrical and Electronics Engineers, Inc. (IEEE) |
| Publisher Date | 2012-12-10 |
| Publisher Place | Belgium |
| Access Restriction | Subscribed |
| Rights Holder | Institute of Electrical and Electronics Engineers, Inc. (IEEE) |
| Subject Keyword | Charge coupled devices Time complexity Recommender systems Convergence Least squares approximation Acceleration Parallelization Matrix factorization Low rank approximation |
| Content Type | Text |
| Resource Type | Article |
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