The need for solving weighted ridge regression (WRR) problems arises in a number of collaborative filtering (CF) algorithms. Often, there is not enough time to calculate the exact solution of the WRR problem, or it is not required. The conjugate gradient (CG) method is a state-of-the-art approach for the approximate solution of WRR problems. In this paper, we investigate some applications of the CG method for new and existing implicit feedback CF models. We demonstrate through experiments on the Netflix dataset that CG can be an efficient tool for training implicit feedback CF models. © 2011 ACM.