Abstract-Matrix lower rank approximations such as nonnegative matrix factorization (NMF) have been successfully used to solve many data mining tasks. In this paper, we propose a new matrix lower rank approximation called Bounded Matrix Low Rank Approximation (BMA) which imposes a lower and an upper bound on every element of a lower rank matrix that best approximates a given matrix with missing elements. This new approximation models many real world problems, such as recommender systems, and performs better than other methods, such as singular value decompositions (SVD) or NMF. We present an efficient algorithm to solve BMA based on coordinate descent method. BMA is different from NMF as it imposes bounds on the approximation itself rather than on each of the low rank factors. We show that our algorithm is scalable for large matrices with missing elements on multi core systems with low memory. We present substantial experimental results illustrating that the proposed method outperforms the state of the art algorithms for recommender systems such as Stochastic Gradient Descent, Alternating Least Squares with regularization, SVD++, Bias-SVD on real world data sets such as Jester, Movielens, Book crossing, Online dating and Netflix.Keywords-low rank approximation, recommender systems, bound constraints, matrix factorization, block coordinate descent method, scalable algorithm, block
I. MOTIVATIONIn a matrix low rank approximation, given a matrix R ∈ R n×m , and a lower rank k < rank(R), we find two matrices P ∈ R n×k and Q ∈ R k×m such that R is well approximated by PQ, i.e., R ≈ PQ. Low rank approximations vary depending on the constraints imposed on the factors as well as the measure for the difference between R and PQ. Low rank approximation draws huge interest in the data mining and machine learning community, for it's ability to address many foundational challenges in this area. A few prominent techniques of machine learning that use low rank approximation are principal component analysis, factor analysis, latent semantic analysis, non-negative matrix factorization, etc.One of the most important low rank approximation is based on singular value decompositions (SVD) [9]. Low rank approximation using SVD has many applications. For example, an image can be compressed by taking the low row rank approximation of its matrix representation using SVD. Similarly, in text mining -latent semantic indexing, is for document retrieval/dimensionality reduction of a termdocument matrix using SVD [6]. The other applications include event detection in streaming data, visualization of document corpus etc.Over the last decade, NMF has emerged as another important low rank approximation technique, where the low-rank factor matrices are constrained to have only non-negative elements. It has received enormous attention and has been successfully applied to a broad range of important problems in areas including text mining, computer vision, community detection in social networks, visualization, bioinformatics etc [18] [11].In this pape...