Alternating least squares with weighted-lambda-regularization for collaborative filtering
Implemented Alternating Least Squares with weighted-$\lambda$-regularization described in section \textbf{3.1} of the paper \textbf{Large-scale Parallel Collaborative Filtering for the Netflix Prize} by Zhou et al. The parallel approaches they applied in sections \textbf{3.2} were not implemented.
See: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.173.2797