Gamma-Poisson Dynamic Matrix Factorization Embedded with Metadata Influence

A conjugate Gamma-Poisson model for Dynamic Matrix Factorization incorporated with metadata influence (mGDMF for short) is proposed to effectively and efficiently model massive, sparse and dynamic data in recommendations. Modeling recommendation problems with a massive number of ratings and very sparse or even no ratings on some users/items in a dynamic setting is very demanding and poses critical challenges to well-studied matrix factorization models due to the large-scale, sparse and dynamic nature of the data. Our proposed mGDMF tackles these challenges by introducing three strategies: (1) constructing a stable Gamma-Markov chain model that smoothly drifts over time by combining both static and dynamic latent features of data; (2) incorporating the user/item metadata into the model to tackle sparse ratings; and (3) undertaking stochastic variational inference to efficiently handle massive data. mGDMF is conjugate, dynamic and scalable. Experiments show that mGDMF significantly (both effectively and efficiently) outperforms the state-of-the-art static and dynamic models on large, sparse and dynamic data.