Fast and Robust Parallel SGD Matrix Factorization
Jinoh Oh, Wook-Shin Han, Hwanjo Yu, Xiaoqian Jiang · 2015
Matrix factorization is one of the fundamental techniques for analyzing latent relationship between two entities. Especially, it is used for recommendation for its high accuracy. Efficient parallel SGD matrix factorization algorithms have been developed for large matrices to speed up the convergence of factorization. However, most of them are designed for a shared-memory environment thus fail to factorize a large matrix that is too big to fit in memory, and their performances are also unreliable when the matrix is skewed.