Large-Scale Bayesian Probabilistic Matrix Factorization with Memo-Free Distributed Variational Inference

摘要

Bayesian Probabilistic Matrix Factorization (BPMF) is a powerful model in many dyadic data prediction problems. especially the applications of Recommender system. However, its poor scalability has limited its wide applications on massive data. Based on the conditional independence property of observed entries in BPMF model, we propose a novel distributed memo-free variational inference method for large-scale matrix factorization problems. Compared with the state-of-the-art methods, the proposed method is favored for several attractive properties. Specifically, it does not require tuning of learning rate carefully, shuffling the training set at each iteration, or storing massive redundant variables, and can introduce new agents into the computations on the fly. We conduct extensive experiments on both synthetic and real-world datasets. The experimental results show that our method can converge significantly faster with better prediction performance than alternative algorithms.