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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