Re: [MLlib - ALS] Merging two Models?

By the way, I created a JIRA for supporting initial model for warm start ALS here: https://issues.apache.org/jira/browse/SPARK-13856 On Fri, 11 Mar 2016 at 09:14, Nick Pentreath wrote: > Sean's old Myrrix slides contain an overview of the fold-in math: >

Re: [MLlib - ALS] Merging two Models?

Sean's old Myrrix slides contain an overview of the fold-in math: http://www.slideshare.net/srowen/big-practical-recommendations-with-alternating-least-squares/14?src=clipshare I never quite got around to actually incorporating it into my own ALS-based systems, because in the end I just

Re: [MLlib - ALS] Merging two Models?

@Colin- you're asking the $1 million dollar question that a lot of people are trying to do. This was literally the #1 most-asked question in every city on my recent world-wide meetup tour. I've been pointing people to my old Databricks co-worker's streaming-matrix-factorization project:

Re: [MLlib - ALS] Merging two Models?

While it isn't crazy, I am not sure how valid it is to build a model off of only a chunk of recent data and then merge it into another model in any direct way. They're not really sharing a basis, so you can't just average them. My experience with this aspect suggests you should try to update the

[MLlib - ALS] Merging two Models?

Hi there, I'm wondering if it's possible (or feasible) to combine the feature matrices of two MatrixFactorizationModels that share a user and product set. Specifically, one model would be the "on-going" model, and the other is one trained only on the most recent aggregation of some event data. My