On Application of Block Kaczmarz Methods in Matrix Factorization

From MaRDI portal
Publication:6351832

arXiv2010.10635MaRDI QIDQ6351832

Jamie Haddock, Edwin Chau

Publication date: 20 October 2020

Abstract: Matrix factorization techniques compute low-rank product approximations of high dimensional data matrices and as a result, are often employed in recommender systems and collaborative filtering applications. However, many algorithms for this task utilize an exact least-squares solver whose computation is time consuming and memory-expensive. In this paper we discuss and test a block Kaczmarz solver that replaces the least-squares subroutine in the common alternating scheme for matrix factorization. This variant trades a small increase in factorization error for significantly faster algorithmic performance. In doing so we find block sizes that produce a solution comparable to that of the least-squares solver for only a fraction of the runtime and working memory requirement.




Has companion code repository: https://github.com/chaue/mf-algorithms








This page was built for publication: On Application of Block Kaczmarz Methods in Matrix Factorization

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6351832)