Collaborative filtering with interlaced generalized linear models

Collaborative filtering (CF) is a data analysis task appearing in many challenging applications, in particular data mining in Internet and e-commerce. CF can often be formulated as identifying patterns in a large and mostly empty rating matrix. In this paper, we focus on predicting unobserved ratings. This task is often a part of a recommendation procedure. We propose a new CF approach called interlaced generalized linear models (GLM); it is based on a factorization of the rating matrix and uses probabilistic modeling to represent uncertainty in the ratings. The advantage of this approach is that different configurations, encoding different intuitions about the rating process can easily be tested while keeping the same learning procedure. The GLM formulation is the keystone to derive an efficient learning procedure, applicable to large datasets. We illustrate the technique on three public domain datasets.