Uses the average rating value, plus a regularized user and item bias for prediction.
The method was described in section 2.1 of the paper below. One difference is that we support several iterations of alternating optimization, instead of just one.
The optimization problem solved by the Train() method is the following: \f[ \min_{\mathbf{a}, \mathbf{b}} \sum_{(u, i, r) \in R} (r - \mu_R - a_u - b_i)^2 + \lambda_1 \|\mathbf{a}\|^2 + \lambda_2 \|\mathbf{b}\|^2, \f] where \f$R\f$ are the known ratings, and \f$\lambda_1\f$ and \f$\lambda_2\f$ are the regularization constants
Literature:
This recommender supports incremental updates.