Distributed Matrix Factorization using Asynchrounous Communication

Using the matrix factorization technique in machine learning is very common mainly in areas like recommender systems. Despite its high prediction accuracy and its ability to avoid over-fitting of the data, the Bayesian Probabilistic Matrix Factorization algorithm (BPMF) has not been widely used on large scale data because of the prohibitive cost. In this paper, we propose a distributed high-performance parallel implementation of the BPMF using Gibbs sampling on shared and distributed architectures. We show by using efficient load balancing using work stealing on a single node, and by using asynchronous communication in the distributed version we beat state of the art implementations.