Abstract
A recommender system (RS) relying on latent factor analysis usually adopts stochastic gradient descent (SGD) as its learning algorithm. However, owing to its serial mechanism, an SGD algorithm suffers from low efficiency and scalability when handling large-scale industrial problems. Aiming at addressing this issue, this study proposes a momentum-incorporated parallel stochastic gradient descent (MPSGD) algorithm, whose main idea is two-fold: a) implementing parallelization via a novel datasplitting strategy, and b) accelerating convergence rate by integrating momentum effects into its training process. With it, an MPSGD-based latent factor (MLF) model is achieved, which is capable of performing efficient and high-quality recommendations. Experimental results on four high-dimensional and sparse matrices generated by industrial RS indicate that owing to an MPSGD algorithm, an MLF model outperforms the existing state-of-the-art ones in both computational efficiency and scalability.