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From Colin Woodbury <coli...@gmail.com>
Subject [MLlib - ALS] Merging two Models?
Date Thu, 10 Mar 2016 20:01:02 GMT
Hi there, I'm wondering if it's possible (or feasible) to combine the
feature matrices of two MatrixFactorizationModels that share a user and
product set.

Specifically, one model would be the "on-going" model, and the other is one
trained only on the most recent aggregation of some event data. My overall
goal is to try to approximate "online" training, as ALS doesn't support
streaming, and it also isn't possible to "seed" the ALS training process
with an already trained model.

Since the two Models would share a user/product ID space, can their feature
matrices be merged? For instance via:

1. Adding feature vectors together for user/product vectors that appear in
both models
2. Averaging said vectors instead
3. Some other linear algebra operation

Unfortunately, I'm fairly ignorant as to the internal mechanics of ALS
itself. Is what I'm asking possible?

Thank you,
Colin

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