Hyper-Parameter-Free Latent Factor Analysis via Adaptive Moment Estimation-Incorporated Particle Swarm Optimization

Abstract

A latent factor analysis (LFA) model can efficiently address a high-dimensional and sparse (HiDS) matrix with a stochastic gradient descent (SGD) algorithm. However, an SGD-based LFA model's performance depends heavily on its hyper-parameters. The popular method is based on grid-search, which fails because of expensive computation and time-consuming. Aiming at implementing a hyper-parameter-free LFA model, this study proposes an adaptive moment estimation-incorporated particle swarm optimization (Adam-PSO) algorithm that efficiently addresses the premature issues in a PSO algorithm. With achieved the hyper-parameter adaptation in an SGD-based LFA model, an Adam-PSO-based LFA (APL) model possessing hyper-parameter-free training is further implemented. Empirical studies on four HiDS matrices indicate that compared with state-of-the-art models with hyper-parameter adaptation settings, an APL model achieves the most efficient hyper-parameter-free training and highly competitive prediction accuracy for missing data of an HiDS matrix. Hence, it fits the need of real applications with high scalability and efficiency.