Bounded matrix low rank approximation

Ramakrishnan Kannan, Mariya Ishteva, Barry Drake, Haesun Park

Research output: Chapter in Book/Report/Conference proceedingChapterpeer-review

4 Scopus citations

Abstract

Lowrank approximation is the problem of finding twomatrices P ∈ Rm×k and Q ∈ Rk×n for input matrix R ∈ Rm×n, such that R ≈ PQ. It is common in recommender systems rating matrix, where the input matrix R is bounded in the closed interval [rmin, rmax] such as [1, 5]. In this chapter, we propose a new improved scalable low rank approximation algorithm for such bounded matrices called bounded matrix low rank approximation (BMA) that bounds every element of the approximation PQ. We also present an alternate formulation to bound existing recommender systems algorithms called BALS and discuss its convergence. Our experiments on real-world datasets illustrate that the proposed method BMA outperforms the stateof-the-art algorithms for recommender system such as stochastic gradient descent, alternating least squares with regularization, SVD++ and bias-SVD on real-world datasets such as Jester, Movielens, Book crossing, Online dating, and Netflix.

Original languageEnglish
Title of host publicationNon-negative Matrix Factorization Techniques
Subtitle of host publicationAdvances in Theory and Applications
PublisherSpringer Berlin Heidelberg
Pages89-118
Number of pages30
ISBN (Electronic)9783662483312
ISBN (Print)9783662483305
DOIs
StatePublished - Sep 25 2015
Externally publishedYes

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