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Accelerating SGD for Highly Ill-Conditioned Huge-Scale Online Matrix Completion

NeurIPS 2022 · Learning theory and algorithms › Matrix and tensor methods · approach: Nonconvex low-rank and sparse optimization · 2 citations (OpenAlex)

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Measured effects reported in the paper

What was changedWhereMeasuredEffect
Precondition SGD updates with (XᵀX)⁻¹SGD for symmetric matrix completion · RMSE loss, local convergenceiterations to ε-accuracy: O(κ⁴·dr log(d/ε)) -> O(dr log(d/ε))Helped
Precondition SGD updates with (XᵀX)⁻¹SGD for item-item collaborative filtering · MovieLens25M, BPR losstraining samples to reach NP-Maximum AUC: 46% -> 11%Helped
Precondition SGD updates with (XᵀX)⁻¹SGD for item-item collaborative filtering · MovieLens25M, BPR losstraining samples to reach 0.9 AUC: 81% -> 16%Helped
Precondition SGD updates with (XᵀX)⁻¹SGD for matrix completion · Synthetic RMSE, ill-conditioned ground truth (κ(M) = 10⁴)convergence rateHelped
Precondition SGD updates with (XᵀX)⁻¹SGD for Euclidean distance matrix completion · EDM completion with outlier pointsconvergence rateHelped
Precondition SGD updates with (XᵀX)⁻¹SGD for matrix completion · Noisy RMSE and pointwise cross-entropy experimentsconvergence toward noise floorHelped

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