A Stochastic Sub-gradient Method for Low Rank Matrix Completion of Collaborative Recommendation

A Stochastic Sub-gradient Method for Low Rank Matrix Completion of Collaborative Recommendation
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协同推荐低秩矩阵补全的随机次梯度法

DOI:
10.23940/ijpe.17.05.p9.643656
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发表时间:
2017-09
影响因子:
--
通讯作者:
Hong Wang
Hong Wang
中科院分区:
--
文献类型:
--
作者:
WeihuaYuan;Hong Wang

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本文主要研究大型矩阵的核范数正则化矩阵完备化模型,并提出了一种新的模型--低秩矩阵完备化的随机次梯度方法(SS-LRMC)。针对传统SVT算法在迭代过程中采用一个固定阈值来收缩所有奇异值,以及在面对大矩阵时计算量巨大的问题,定义了一种自适应奇异值阈值算子,并提出了一种适用于协同过滤用户-项目评分矩阵的矩阵完备化模型。在迭代过程中,我们结合联合收割机随机次梯度下降技术与自适应奇异值阈值算子,以获得低秩的中间解。实验结果表明,该模型和算法的性能优于几种最先进的矩阵补全算法,将其应用于协同过滤推荐中,可以有效解决用户-项目评分矩阵的稀疏问题,显著提高推荐准确率。
In this paper, we focus on nuclear norm regularized matrix completion model in large matrices, and propose a new model named stochastic sub-gradient method for low rank matrix completion (SS-LRMC). To the problem of traditional SVT algorithm that would use one fixed threshold to shrink all the singular values during iterations, and the enormous computation burden when faced with large matrices, we define an adaptive singular value thresholding operator, and put forward a kind of matrix completion model applicable for user-item rating matrix of collaborative filtering. During iterations, we combine stochastic sub-gradient descent techniques with the adaptive singular value thresholding operator to obtain low rank intermediate solutions. Empirical results confirm that our proposed model and algorithm outperform several state-of-the-art matrix completion algorithms and the application to collaborative filtering recommendation can effectively solve the sparse problem of the user-item rating matrix and can significantly improve recommendation accuracy.
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