MSGD: A Novel Matrix Factorization Approach for Large-Scale Collaborative Filtering Recommender Systems on GPUs

Abstract

Real-time accurate recommendation of large-scale recommender systems is a challenging task. Matrix factorization (MF), as one of the most accurate and scalable techniques to predict missing ratings, has become popular in the collaborative filtering (CF) community. Currently, stochastic gradient descent (SGD) is one of the most famous approaches for MF. However, it is non-trivial to parallelize SGD for large-scale CF MF problems due to the dependence on the user and item pair, which can cause parallelization over-writing. To remove the dependence on the user and item pair, we propose a multi-stream SGD (MSGD) approach, for which the update process is theoretically convergent. On that basis, we propose a Compute Unified Device Architecture (CUDA) parallelization MSGD (CUMSGD) approach. CUMSGD can obtain high parallelism and scalability on Graphic Processing Units (GPUs). On Tesla K20m and K40c GPUs, the experimental results show that CUMSGD outperforms prior works that accelerated MF on shared memory systems, e.g., DSGD, FPSGD, Hogwild!, and CCD++. For large-scale CF problems, we propose multiple GPUs (multi-GPU) CUMSGD (MCUMSGD). The experimental results show that MCUMSGD can improve MSGD performance further. With a K20m GPU card, CUMSGD can be 5-10 times as fast compared with the state-of-the-art approaches on shared memory platform.