Interpretable Matrix Completion
Powerful recommender system that gives detailed explanations for each suggestion
State-of-the-art recommender systems are black boxes
A main disadvantage of this approach is that it assumes users and items are described by some unseen "latent factors", despite the fact that specific attributes of users and items are known. As a result, the system does not use any side information even when it is valuable. Furthermore, when the system makes a recommendation, it provides very little explanation.
User | Movie 1 | Movie 2 | Movie 3 |
---|---|---|---|
A | 1 | 5 | ? |
B | ? | ? | 4 |
C | 2 | ? | ? |
D | ? | ? | 5 |
Example matrix completion problem for recommender systems
Interpretable Matrix Completion offers simple explanation while achieving higher accuracy
Because Interpretable Matrix Completions solves the problem exactly, in addition to being interpretable, it also achieves superior performance compared to classical matrix completion algorithms. In large scale experiments, it achieves lower mean absolute percentage error (MAPE) compared to a state-of-the-art method, SoftImpute.
Interpretable Matrix Completion achieves lower error than SoftImpute as the number of items increases
Extremely fast and scalable
In particular, the stochastic version of the algorithm scales to solving massive datasets with millions of users and millions of items in under an hour.
Comparison of computation time showing both exact and stochastic versions of Interpretable Matrix Completion are significantly faster than SoftImpute.
Extension to multiple slices of noisy data to further boost performance
An extension of our Interpretable Matrix Completion algorithm allows it to incorporate these additional slices of data. Addressing this limitation allows us to gain more insights and make more holistic recommendations.
Completion problem with multiple slices
Related publications
Interpretable Matrix Completion: A Discrete Optimization Approach
Dimitris Bertsimas and Michael Li
Preprint available on arXiv
The original publication by the co-founders pioneering Interpretable Matrix Completion. The paper uses mixed-integer optimization to formulate the problem of creating an interpretable factorization of a matrix with side information, leading to simple and intuitive recommendation systems.
Fast Exact Matrix Completion: A Unified Optimization Framework for Matrix Completion
Dimitris Bertsimas and Michael Li
Journal of Machine Learning Research, 2020
An extension of Interpretable Matrix Completion to develop a fast and scalable stochastic algorithm for solving the matrix completion problem both with and without side information.