i meant, reduce to a task that uses mathematical SVD On Mon, Nov 28, 2011 at 5:04 PM, Dmitriy Lyubimov <[email protected]> wrote:
> Picking this old thread a little bit... > > I was wondering: is there a way to reduce task of ALS with regularization > (or even ALS-WR) to a mathematical definition of reduced rank SVD? > > If somehow i could work in a regularization under the SSVD hood, that > would solve most of iterative ills i think... But since i haven't seen math > around for it, i assume it is not very practical or even possible? > > Thanks. > -d > > > On Thu, Nov 17, 2011 at 12:38 PM, Sebastian Schelter <[email protected]>wrote: > >> I think Dmitriys description of the SGD and ALS-WR approach hits the >> nail on the head. >> >> However there is a third way to factorize the rating matrix which we >> haven't talked about yet. It's described in Yehuda Koren's >> "Collaborative Filtering for Implicit Feedback Datasets" >> http://research.yahoo.com/pub/2433 and I recently added it to >> ParallelALSFactorizationJob. >> >> This approach works on implicit feedback data (like the number of >> times a user watched a television series) and all unobserved >> interactions are by definition 0. Using a standard SVD would result in >> the problems Dmitriy described. >> >> But the paper introduces a very interesting approach: the user-item >> matrix holds 0s and 1s only (0 in a cell if there have been no >> interactions, 1 if there have been 1 or more interactions). This >> matrix is decomposed into two other matrices X and Y (user and item >> features) by minimizing the (regularized) squared error over all >> observations (which is the same as in ALS-WR). However the error is >> weighted by a confidence value that is very low if the user never >> interacted with the item (because he simply might not be aware that >> this item exists) and very high if the user interacted very often with >> the item (a good indication of preference). That should help to avoid >> the problems that Dmitriy described. >> >> --sebastian >> >> >> 2011/11/17 Dmitriy Lyubimov <[email protected]>: >> > On Thu, Nov 17, 2011 at 11:30 AM, Dmitriy Lyubimov <[email protected]> >> wrote: >> >> I will finish adding an option with Cholesky decomposition route to >> >> SSVD some time early in Q1 2012. >> >> >> > >> > PPS i already put some jobs in (they are in the trunk) for Cholesky >> > route. I thought it would be an easy mod but then i saw that it would >> > require a little bit more modifications to also support power >> > iterations the same way they are supported today (and also i still >> > kind of couldn't quite finish my thought process on what it would take >> > to modify U-job to produce U without Q in his case, it seems this >> > route will require a 100% special handling and i wouldn't be able to >> > reuse any of current U job for this option. >> > >> > For these reasons, i decided to wait until i figure all of the >> > remaining issues architecturally before i proceed. And that would >> > better be a one longer chunk of time rather than several little >> > chunks, which makes it dependent more on my schedule to figure where >> > that chunk might be. >> > >> > >
