Large-Scale Distributed Bayesian Matrix Factorization using Stochastic Gradient MCMC
Large-Scale Distributed Bayesian Matrix Factorization using Stochastic Gradient MCMC
Despite having various attractive qualities such as high prediction accuracy and the ability to quantify uncertainty and avoid over-fitting, Bayesian Matrix Factorization has not been widely adopted because of the prohibitive cost of inference. In this paper, we propose a scalable distributed Bayesian matrix factorization algorithm using stochastic gradient MCMC. …