Online Nonparametric Max-Margin Matrix Factorization for Collaborative Prediction

Max-margin matrix factorization (M3F) has been popularly applied to collaborative filtering for personalized recommendations. The nonparametric M3F model represents the latest progress of the M3F methods, which can auto-select the number of factors by using nonparametric techniques. However, existing non-parametric M3F methods assume a collection of user rating data can be fully obtained before training, and they are inapplicable for on-the-fly recommender systems where user rating data arrive continuously. In this paper, we present a new efficient online nonparametric 3F model for flexible recommendation. Specifically, we design an online nonparametric M3F model (OnM3F) based on the online Passive-Aggressive learning and solve the corresponding optimization problem by using the online stochastic gradient descent. Empirical studies on two large real-world data sets verify the effectiveness of the proposed method.