A high-performance implementation of bayesian matrix factorization with limited communication

Tom Vander Aa*, Xiangju Qin, Paul Blomstedt, Roel Wuyts, Wilfried Verachtert, Samuel Kaski

*Corresponding author for this work

Research output: Chapter in Book/Report/Conference proceedingConference contributionScientificpeer-review

Abstract

Matrix factorization is a very common machine learning technique in recommender systems. Bayesian Matrix Factorization (BMF) algorithms would be attractive because of their ability to quantify uncertainty in their predictions and avoid over-fitting, combined with high prediction accuracy. However, they have not been widely used on large-scale data because of their prohibitive computational cost. In recent work, efforts have been made to reduce the cost, both by improving the scalability of the BMF algorithm as well as its implementation, but so far mainly separately. In this paper we show that the state-of-the-art of both approaches to scalability can be combined. We combine the recent highly-scalable Posterior Propagation algorithm for BMF, which parallelizes computation of blocks of the matrix, with a distributed BMF implementation that users asynchronous communication within each block. We show that the combination of the two methods gives substantial improvements in the scalability of BMF on web-scale datasets, when the goal is to reduce the wall-clock time.

Original languageEnglish
Title of host publicationComputational Science – ICCS 2020 - 20th International Conference, Proceedings
EditorsValeria V. Krzhizhanovskaya, Gábor Závodszky, Michael H. Lees, Peter M.A. Sloot, Peter M.A. Sloot, Peter M.A. Sloot, Jack J. Dongarra, Sérgio Brissos, João Teixeira
Pages3-16
Number of pages14
DOIs
Publication statusPublished - 1 Jan 2020
MoE publication typeA4 Article in a conference publication
EventInternational Conference on Computational Science - Amsterdam, Netherlands
Duration: 3 Jun 20205 Jun 2020
Conference number: 20

Publication series

NameLecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics)
Volume12142 LNCS
ISSN (Print)0302-9743
ISSN (Electronic)1611-3349

Conference

ConferenceInternational Conference on Computational Science
Abbreviated titleICCS
CountryNetherlands
CityAmsterdam
Period03/06/202005/06/2020

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