ALS implementation

[MichaelisTrofficus]

Hi, I was wondering if you were planning to include the Alternating Least Squares Matrix Factorization Estimator .

I think it would be very interesting to try to use GPUs for this algorithm as it was already done in this library some years ago.

If you find the idea interesting, I would be happy to contribute 😀

[eordentlich]

Is there a specific use case that would motivate working on it at this time? Note that the RAPIDS cuML project explored including cuMF some time ago but decided not to pursue it per the last comment. Ideally we would want to pull in any core GPU accelerated implementations via cuML and/or RAFT at this point.