Class meeting for 10-605 SGD for MF

This is one of the class meetings on the schedule for the course Machine Learning with Large Datasets 10-605 in Fall_2016.

Slides

• Matrix Factorization via SGD - Powerpoint
• Matrix Factorization via SGD - PDF

Quiz

• Quiz for today

Papers Discussed

• Large-Scale Matrix Factorization with Distributed Stochastic Gradient Descent, Gemulla et al, KDD 2011.

Things to Remember

• Definition of matrix factorization
• Common applications of matrix factorization, and how they map into the MF problem
• Loss functions for matrix factorization that are appropriate for collaborative filtering
• Algorithm and updates for SGD implementation of matrix factorization
• dSGD algorithm - what is done in parallel and what is done sequentially
• Definitions: stratum, interchangable steps, diagonal