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Stability of matrix factorization for collaborative filtering
We study the stability vis a vis adversarial noise of matrix factorization
algorithm for matrix completion. In particular, our results include: (I) we
bound the gap between the solution matrix of the factorization method and the
ground truth in terms of root mean square error; (II) we treat the matrix
factorization as a subspace fitting problem and analyze the difference between
the solution subspace and the ground truth; (III) we analyze the prediction
error of individual users based on the subspace stability. We apply these
results to the problem of collaborative filtering under manipulator attack,
which leads to useful insights and guidelines for collaborative filtering
system design.Comment: ICML201
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