Bamdev just sent me the following:
I also wish to share our recent technical report on "a Riemannian gossip approach to decentralized matrix completion". I hope, this connects well to your interest in collecting algorithms for matrix completion/factorization.
The paper is at https://arxiv.org/abs/1605.
06968. The codes are available at https://bamdevmishra.com/ codes/gossipmc/.
Thanks Bamdev .
A Riemannian gossip approach to decentralized matrix completion by Bamdev Mishra, Hiroyuki Kasai, Atul Saroop
In this paper, we propose novel gossip algorithms for the low-rank decentralized matrix completion problem. The proposed approach is on the Riemannian Grassmann manifold that allows local matrix completion by different agents while achieving asymptotic consensus on the global low-rank factors. The resulting approach is scalable and parallelizable. Our numerical experiments show the good performance of the proposed algorithms on various benchmarks.
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