Distributed matrix completion and robust factorization

MaRDI QIDQ5502138zbMATHFDO

Authors Lester Mackey, Ameet Talwalkar, Michael Jordan

Publication date 17 August 2015

Full work available at URL https://arxiv.org/abs/1107.0789

zbMATH Keywords

matrix factorizationmatrix completionrandomized algorithmsdistributed algorithmscollaborative filteringparallel algorithmsdivide-and-conquervideo surveillancerobust matrix factorization

Mathematics Subject Classification ID

Learning and adaptive systems in artificial intelligence (68T05) Factorization of matrices (15A23) Randomized algorithms (68W20) Parallel algorithms in computer science (68W10) Distributed algorithms (68W15)

Abstract: If learning methods are to scale to the massive sizes of modern datasets, it is essential for the field of machine learning to embrace parallel and distributed computing. Inspired by the recent development of matrix factorization methods with rich theory but poor computational complexity and by the relative ease of mapping matrices onto distributed architectures, we introduce a scalable divide-and-conquer framework for noisy matrix factorization. We present a thorough theoretical analysis of this framework in which we characterize the statistical errors introduced by the "divide" step and control their magnitude in the "conquer" step, so that the overall algorithm enjoys high-probability estimation guarantees comparable to those of its base algorithm. We also present experiments in collaborative filtering and video background modeling that demonstrate the near-linear to superlinear speed-ups attainable with this approach.

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Cited in

(19)

• scientific article; zbMATH DE number 7164697 (Why is no real title available?)
• Decomposition into low-rank plus additive matrices for background/foreground separation: a review for a comparative evaluation with a large-scale dataset
• Meta Clustering for Collaborative Learning
• A distributed and integrated method of moments for high-dimensional correlated data analysis
• A MOM-based ensemble method for robustness, subsampling and hyperparameter tuning
• LIBMF: a library for parallel matrix factorization in shared-memory systems
• Robust PCA by manifold optimization
• Distributed Orthogonal Factorization: Givens and Householder Algorithms
• A distributed Frank-Wolfe framework for learning low-rank matrices with the trace norm
• Partitioned Approach for High-dimensional Confidence Intervals with Large Split Sizes
• Communication-efficient distributed statistical inference
• scientific article; zbMATH DE number 7307470 (Why is no real title available?)
• Distributed Bayesian matrix factorization with limited communication
• Distributed Robust Subspace Recovery
• Decentralized Gradient-Quantization Based Matrix Factorization for Fast Privacy-Preserving Point-of-Interest Recommendation
• Communication-efficient distributed \(M\)-estimation with missing data
• CEDAR: Communication Efficient Distributed Analysis for Regressions
• Parallelizing spectrally regularized kernel algorithms
• scientific article; zbMATH DE number 7626717 (Why is no real title available?)

Describes a project that uses

Uses Software

• Jellyfish
• HOGWILD

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