Matrix Factorization Based Collaborative Filtering With Resilient Stochastic Gradient Descent

One of the leading approaches to collaborative filtering is to use matrix factorization to discover a set of latent factors that explain the pattern of preferences. In this paper, we apply a resilient stochastic gradient descent approach that uses only the sign of the gradient, similar to the R-Prop algorithm in neural network training, to matrix factorization for collaborative filtering. We evaluate the performance of our approach on the MovieLens 1M dataset, and find that test set accuracy markedly improves compared to standard gradient descent. As a follow-up experiment, we apply clustering to the learned item-factor matrix in factor space, and attempt to manually characterize each cluster of movies.