Stochastic Relational Models for Large-scale Dyadic Data using MCMC

Stochastic relational models provide a rich family of choices for learning and predicting dyadic data between two sets of entities. Previously empirical Bayesian inference was applied, which is however not scalable when the size of either object sets becomes tens of thousands. In this paper, we introduce a Markov chain Monte Carlo (MCMC) algorithm to scale the model to very large-scale dyadic data. Both superior scalability and predictive accuracy are demonstrated on a collaborative filtering problem, which involves tens of thousands users and a half million items.