Beyond Globally Optimal

When building a recommender system, how can we ensure that all items are modeled well? Classically, recommender systems are built, optimized, and tuned to improve a global prediction objective, such as root mean squared error. However, as we demonstrate, these recommender systems often leave many items badly-modeled and thus under-served. Further, we give both empirical and theoretical evidence that no single matrix factorization, under current state-of-the-art methods, gives optimal results for each item.