A fast parallel SGD for matrix factorization in shared memory systems

  • Authors:
  • Yong Zhuang;Wei-Sheng Chin;Yu-Chin Juan;Chih-Jen Lin

  • Affiliations:
  • National Taiwan University, Taipei, Taiwan Roc;National Taiwan University, Taipei, Taiwan Roc;National Taiwan University, Taipei, Taiwan Roc;National Taiwan University, Taipei, Taiwan Roc

  • Venue:
  • Proceedings of the 7th ACM conference on Recommender systems
  • Year:
  • 2013

Quantified Score

Hi-index 0.00

Visualization

Abstract

Matrix factorization is known to be an effective method for recommender systems that are given only the ratings from users to items. Currently, stochastic gradient descent (SGD) is one of the most popular algorithms for matrix factorization. However, as a sequential approach, SGD is difficult to be parallelized for handling web-scale problems. In this paper, we develop a fast parallel SGD method, FPSGD, for shared memory systems. By dramatically reducing the cache-miss rate and carefully addressing the load balance of threads, FPSGD is more efficient than state-of-the-art parallel algorithms for matrix factorization.