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An adaptive latent factor model via particle swarm optimization for high-dimensional and sparse matrices
Chen, Sili1,2; Yuan, Ye2; Wang, Jin1
2019
摘要Latent factor (LF) models are greatly efficient in extracting valuable knowledge from High-Dimensional and Sparse (HiDS) matrices which are commonly seen in many industrial applications. Stochastic gradient descent (SGD) is an efficient scheme to build an LF model, yet its convergence rate depends vastly on the learning rate which should be tuned with care. Therefore, automatic selection of an optimal learning rate for an SGD-based LF model is a significant issue. To address it, this study incorporates the principle of particle swarm optimization (PSO) into an SGD-based LF model for searching an optimal learning rate automatically. With it, we further propose an adaptive Latent Factor (ALF) model. Empirical studies on two HiDS matrices from industrial applications indicate that an ALF model obviously outperforms an LF model in terms of convergence rate, and maintains competitive prediction accuracy for missing data. © 2019 IEEE.
语种英语
DOI10.1109/SMC.2019.8914673
会议(录)名称2019 IEEE International Conference on Systems, Man and Cybernetics, SMC 2019
页码1738-1743
收录类别SCI
会议地点Bari, Italy
会议日期October 6, 2019 - October 9, 2019