Thanks a lot Tom for getting me started on this! The reason why I’m even considering ALS is because SGD with a small batch size is very slow using a single GPU, which makes sense because I’m not maximizing the GPU utilization by using a smaller batch size. However, with a larger batch, although SGD becomes blazing fast, my model converges to worse local minima, since a larger batch size would indicate less noise in the data. Noise is what we want when escaping local minimas.
Do you think I should continue pursuing ALS?