Alternating Least Square

Derivation of formula

Walkthough:

1. randomly initialize u and v matrix
2. keep V fixed and solve for U
3. Keep U fixed and solve for V
4. compute gradients
5. repeat step 2 - 4

ALS may not converge, or it may get stuck in a flat region colloquially called “The Swamp”. A way to fight this is through regularization.

Formula with regularization

derivative of formula with regularization