A Comprehensive Review of Parallel Optimization Algorithms for High-Dimensional and Incomplete Matrix Factorization

High-dimensional and incomplete (HDI) matrices are commonly encountered in various big data-related applications for illustrating the complex interactions among numerous entities, like the user-item interactions in a commercial recommender system or the user-user interactions in a social network services system. The factorization of such an HDI matrix can embed the involved entities into the low-dimensional feature space for acquiring their principal representation, which is a vital task in various application scenes and is often established through the Latent Factor Analysis (LFA). Nevertheless, an HDI matrix can be huge when the corresponding application explodes to involve millions of users, items, or other interactive nodes. In this case, a parallel optimization algorithm is desired for raising the scalability and time efficiency of an LFA model. This paper provides a comprehensive review of the existing parallel optimization algorithms for the LFA model. Specifically, it performs: 1) discussion and summary of these algorithms based on computing architecture and mode, 2) empirical studies of representative models, and 3) summary of the current challenges and future directions in this domain. This survey aims to offer an exhaustive review of Parallel Optimization Algorithms for High-Dimensional and Incomplete Matrix Factorization, thereby fostering further research in this field.