What is SMURFF¶
SMURFF is a highly optimized and parallelized framework for Bayesian Matrix and Tensors Factorization.
What is Bayesian Matrix Factorization¶
Matrix factorization is a common machine learning technique for recommender systems, like books for Amazon or movies for Netflix.
The idea of these methods is to approximate the user-movie rating matrix R as a product of two low-rank matrices U and V such that R ≈ U × V . In this way U and V are constructed from the known ratings in R, which is usually very sparsely filled. The recommendations can be made from the approximation U × V which is dense. If M × N is the dimension of R then U and V will have dimensions M × K and N × K. Noise is added to the model to avoid overfitting.