Uma estratégia para predição da taxa de aprendizagem do gradiente descendente para aceleração da fatoração de matrizes.

Abstract

Suggesting the most suitable products to different types of consumers is not a trivial task, despite being a key factor for increasing their satisfaction and loyalty. Due to this fact, recommender systems have be come an important tool for many applications, such as e-commerce, personalized websites and social networks. Recently, Matrix Factorization has become the most successful technique to implement recommendation systems. The parameters of this model are typically learned by means of numerical methods, like the gradient descent. The performance of the gradient descent is directly related to the configuration of the learning rate, which is typically set to small values, in order to do not miss a local minimum. As a consequence, the algorithm may take several iterations to converge. Ideally, one wants to find a learning rate that will lead to a local minimum in the early iterations, but this is very difficult to achieve given the high complexity of search space. Starting with an exploratory study on several recommendation systems datasets, we observed that there is an over all linear relationship between the learnin grate and the number of iterations needed until convergence. From this, we propose to use simple linear regression models to predict, for a unknown dataset, a good value for an initial learning rate. The idea is to estimate a learning rate that drives the gradient descent as close as possible to a local minimum in the first iteration. We evaluate our technique on 8 real-world recommender datasets and compared it with the standard Matrix Factorization learning algorithm, which uses a fixed value for the learning rate over all iterations, and techniques fromt he literature that adapt the learning rate. We show that we can reduce the number of iterations until at 40% compared to the standard approach.