Julia 1.0 Programming Complete Reference Guide

Matrix Factorization

The idea behind MF is that, if we're starting with a large sparse matrix like the one used to represent user x profile ratings, then we can represent it as the product of multiple smaller and denser matrices. The challenge is to find these smaller matrices so that their product is as close to our original matrix as possible. Once we have these, we can fill in the blanks in the original matrix so that the predicted values will be consistent with the existing ratings in the matrix:

Our user x books rating matrix can be represented as the product between smaller and denser users and books matrices.

To perform the matrix factorization, ...