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From Nick Pentreath <nick.pentre...@gmail.com>
Subject Re: RMSE in MovieLensALS increases or stays stable as iterations increase.
Date Wed, 26 Nov 2014 12:04:06 GMT
copying user group - I keep replying directly vs reply all :)

On Wed, Nov 26, 2014 at 2:03 PM, Nick Pentreath <nick.pentreath@gmail.com>
wrote:

> ALS will be guaranteed to decrease the squared error (therefore RMSE) in
> each iteration, on the *training* set.
>
> This does not hold for the *test* set / cross validation. You would
> expect the test set RMSE to stabilise as iterations increase, since the
> algorithm converges - but not necessarily to decrease.
>
> On Wed, Nov 26, 2014 at 1:57 PM, Kostas Kloudas <kkloudas@gmail.com>
> wrote:
>
>> Hi all,
>>
>> I am getting familiarized with Mllib and a thing I noticed is that
>> running the MovieLensALS
>> example on the movieLens dataset for increasing number of iterations does
>> not decrease the
>> rmse.
>>
>> The results for 0.6% training set and 0.4% test are below. For training
>> set to 0.8%, the results
>> are almost identical. Shouldn’t it be normal to see a decreasing error?
>> Especially going from 1 to 5 iterations.
>>
>> Running 1 iterations
>> Test RMSE for 1 iter. = 1.2452964343277886 (52.757125927000004 s).
>> Running 5 iterations
>> Test RMSE for 5 iter. = 1.3258973764470259 (61.183927666 s).
>> Running 9 iterations
>> Test RMSE for 9 iter. = 1.3260308117704385 (61.84948875800001 s).
>> Running 13 iterations
>> Test RMSE for 13 iter. = 1.3260310099809915 (73.799510125 s).
>> Running 17 iterations
>> Test RMSE for 17 iter. = 1.3260310102735398 (77.56512185300001 s).
>> Running 21 iterations
>> Test RMSE for 21 iter. = 1.3260310102739703 (79.607495074 s).
>> Running 25 iterations
>> Test RMSE for 25 iter. = 1.326031010273971 (88.631776301 s).
>> Running 29 iterations
>> Test RMSE for 29 iter. = 1.3260310102739712 (101.178383079 s).
>>
>> Thanks  a lot,
>> Kostas
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>

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