View source for Weighted Alternating Least Squares (WALS)

{{see also|Machine learning terms}}
==Weighted Alternating Least Squares (WALS)==
Weighted Alternating Least Squares (WALS) is a widely-used optimization algorithm employed in the field of [[machine learning]]. It is particularly popular for addressing the matrix factorization problem, which is often used in collaborative filtering and recommendation systems. WALS iteratively refines the latent factors of the input data to minimize the error, while simultaneously applying user-defined weights to the factors.

===Matrix Factorization===
[[Matrix factorization]] is a linear algebra technique that seeks to decompose a large, sparse matrix into the product of two lower-dimensional matrices. In the context of recommendation systems, the original matrix represents user-item interactions, such as user ratings for products or movies. The goal is to uncover the latent factors that explain the observed user-item interactions and, ultimately, to make personalized recommendations for users based on their preferences.

===Algorithm===
The WALS algorithm operates in two main steps: updating user factors and updating item factors. These steps are performed alternately until convergence is achieved or a stopping criterion is met. During each step, the algorithm solves a weighted regularized least squares problem to obtain the optimal factors. The weights are determined based on the confidence in the observed user-item interactions, allowing the algorithm to handle missing data and noise effectively.

====Updating User Factors====
In this step, the algorithm fixes the item factors and updates the user factors by minimizing the weighted least squares objective function. This function incorporates both the observed user-item interactions and a regularization term to prevent overfitting.

====Updating Item Factors====
Similarly, in this step, the user factors are fixed, and the item factors are updated by minimizing the weighted least squares objective function. The process iterates between these two steps until convergence is achieved or a stopping criterion is met.

==Advantages and Applications==
WALS offers several advantages over other matrix factorization methods:

* Efficient handling of sparse and large-scale data: WALS is particularly well-suited for dealing with sparse matrices, which are common in real-world recommendation systems, and can scale effectively to handle large datasets.
* Robustness to noise and missing data: The weighting scheme allows the algorithm to handle noise and missing data more effectively than other matrix factorization methods.
* Regularization: The inclusion of a regularization term helps prevent overfitting, leading to better generalization.

WALS is often employed in the development of collaborative filtering-based recommendation systems for applications such as movie recommendations, e-commerce product recommendations, and personalized content suggestions.

==Explain Like I'm 5 (ELI5)==
Imagine you have a big table where rows represent people, and columns represent their favorite toys. Each cell in the table contains a number that shows how much a person likes a toy. But many of these cells are empty because we don't know everyone's opinion about every toy.

Weighted Alternating Least Squares (WALS) is a smart way to guess what numbers should be in the empty cells. It does this by breaking the big table into two smaller tables that, when multiplied together, give us the original table. WALS then uses these smaller tables to make good guesses about the missing numbers.

To do this, WALS keeps making small adjustments to the smaller tables, going back and forth between them until it gets the best guesses. It also considers how confident it is about the numbers it knows, so it can make even better guesses for the missing ones.

In the end, WALS helps us understand what toys people might like even if they haven't told us directly. This can be used to recommend new toys or other things, like movies or products, to people based on their preferences.


[[Category:Terms]] [[Category:Machine learning terms]] [[Category:Not Edited]] [[Category:updated]]