Overview of Matrix Factorisation Techniques using Python

Low-rank approximations of data matrices have become an important tool in Machine Learning in the field of bio-informatics, computer vision, text processing, recommender systems, and others. They allow for embedding high dimensional data in lower dimensional spaces which mitigate effects due to noise, uncover latent relations, or facilitate further processing. In general, MF is a process to find two factor matrices, P R, k m and Q R, k n, to describe a given m-by-n training matrix R in which some entries may be missing. MF can be found in many applications, but we only use collaborative filtering in recommender systems as examples. It is based on the assumption that the entries of R are the historical users' preferences for merchandises, and the task on hand is to predict unobserved user behavior (i.e., missing entries in R) to make a suitable recommendation. In this blog, I discuss about different types of matrix factorization techniques for real-time recommendation engines and their corresponding Python libraries.