Title
Distributed matrix completion and robust factorization.
Abstract
If learning methods are to scale to the massive sizes of modern data sets, 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.
Year
DOI
Venue
2015
10.5555/2789272.2831142
JOURNAL OF MACHINE LEARNING RESEARCH
Keywords
DocType
Volume
collaborative filtering,divide-and-conquer,matrix completion,matrix factorization,parallel and distributed algorithms,randomized algorithms,robust matrix factorization,video surveillance
Journal
16
Issue
ISSN
Citations 
1
1532-4435
16
PageRank 
References 
Authors
0.79
30
3
Name
Order
Citations
PageRank
Lester W. Mackey1735.52
Talwalkar, Ameet2139466.51
Michael I. Jordan3312203640.80