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Posted to issues@spark.apache.org by "Nathaniel Wendt (JIRA)" <ji...@apache.org> on 2017/11/27 19:02:00 UTC

[jira] [Created] (SPARK-22619) Implement the CG method for ALS

Nathaniel Wendt created SPARK-22619:
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             Summary: Implement the CG method for ALS
                 Key: SPARK-22619
                 URL: https://issues.apache.org/jira/browse/SPARK-22619
             Project: Spark
          Issue Type: Improvement
          Components: ML
    Affects Versions: 2.2.0
            Reporter: Nathaniel Wendt


The conjugate gradient method has been shown to be very efficient at solving the least squares error problem in matrix factorization: http://www.benfrederickson.com/fast-implicit-matrix-factorization/.  Implementing this in Spark could mean a significant speedup in ALS solving as the order of growth is smaller than the default solver (Cholesky).  This has the potential to improve the training phase of collaborative filtering significantly.



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