An ADRC-Incorporated Stochastic Gradient Descent Algorithm for Latent
Factor Analysis
- URL: http://arxiv.org/abs/2401.07012v1
- Date: Sat, 13 Jan 2024 08:38:54 GMT
- Title: An ADRC-Incorporated Stochastic Gradient Descent Algorithm for Latent
Factor Analysis
- Authors: Jinli Li and Ye Yuan
- Abstract summary: A gradient descent (SGD)-based latent factor analysis (LFA) model is remarkably effective in extracting valuable information from an HDI matrix.
A standard SGD algorithm only considers the current learning error to compute the gradient without considering the historical and future state of the learning error.
This paper innovatively proposes an ADRC-incorporated SGD (ADS) algorithm by refining the instance learning error by considering the historical and future state.
- Score: 6.843073158719234
- License: http://arxiv.org/licenses/nonexclusive-distrib/1.0/
- Abstract: High-dimensional and incomplete (HDI) matrix contains many complex
interactions between numerous nodes. A stochastic gradient descent (SGD)-based
latent factor analysis (LFA) model is remarkably effective in extracting
valuable information from an HDI matrix. However, such a model commonly
encounters the problem of slow convergence because a standard SGD algorithm
only considers the current learning error to compute the stochastic gradient
without considering the historical and future state of the learning error. To
address this critical issue, this paper innovatively proposes an
ADRC-incorporated SGD (ADS) algorithm by refining the instance learning error
by considering the historical and future state by following the principle of an
ADRC controller. With it, an ADS-based LFA model is further achieved for fast
and accurate latent factor analysis on an HDI matrix. Empirical studies on two
HDI datasets demonstrate that the proposed model outperforms the
state-of-the-art LFA models in terms of computational efficiency and accuracy
for predicting the missing data of an HDI matrix.
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