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@ejolly ejolly commented Jul 30, 2021

This tries to use the approach in Blondel et al and Zhu, 16 for using a weight/mask matrix to ignore missing values while doing the Lee & Seung multiplicative update. The latter implementation can be found in a git repo here

It initially seemed to work well for some data where out-of-sample performance increased, but for other data it performed horrendously where predictions weren't even on the same scale as the user ratings. I got a little excited and merged it into master in #31, but given how finicky it seems to be, I've unmerged it now and I'm leaving it in this branch/PR for posterity.

@ejolly ejolly changed the title Enhancement to multiplicative updating [WIP] Potential enhancement to multiplicative updating Jul 30, 2021
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