FWIW, I gave a talk about the Alternating Least Squares algorithm mentioned here (and linked in several comments) and how we implemented it at Spotify: Slides:

FWIW, I gave a talk about the Alternating Least Squares algorithm mentioned here (and linked in several comments) and how we implemented it at Spotify: Slides: http://www.a1k0n.net/spotify/ml-madison/ http://www.a1k0n.net/spotify/ml-madison/ Video (for the extremely patient): https://www.youtube.com/watch?v=MX_ARH-KoDg https://www.youtube.com/watch?v=MX_ARH-KoDg