Abstract

Low-rank matrix approximation has been widely adopted in machine learning applications with sparse data, such as recommender systems. However, the sparsity of the data, incomplete and noisy, introduces challenges to the algorithm stability – small changes in the training data may significantly change the models. As a result, existing low-rank matrix approximation solutions yield low generalization performance, exhibiting high error variance on the training dataset, and minimizing the training error may not guarantee error reduction on the testing dataset. In this paper, we investigate the algorithm stability problem of low-rank matrix approximations. We present a new algorithm design framework, which (1) introduces new optimization objectives to guide stable matrix approximation algorithm design, and (2) solves the optimization problem to obtain stable low-rank approximation solutions with good generalization performance. Experimental results on real-world datasets demonstrate that the proposed work can achieve better prediction accuracy compared with both state-ofthe-art low-rank matrix approximation methods and ensemble methods in recommendation task.