Fast Incremental Matrix Factorization for Recommendation with Positive-Only Feedback

Traditional Collaborative Filtering algorithms for recommendation are designed for stationary data. Likewise, conventional evaluation methodologies are only applicable in offline experiments, where data and models are static. However, in real world systems, user feedback is continuously being generated, at unpredictable rates. One way to deal with this data stream is to perform online model updates as new data points become available. This requires algorithms able to process data at least as fast as it is generated. One other issue is how to evaluate algorithms in such a streaming data environment. In this paper we introduce a simple but fast incremental Matrix Factorization algorithm for positive-only feedback. We also contribute with a prequential evaluation protocol for recommender systems, suitable for streaming data environments. Using this evaluation methodology, we compare our algorithm with other state-of-the-art proposals. Our experiments reveal that despite its simplicity, our algorithm has competitive accuracy, while being significantly faster.