Active sample collaborative prediction method, system and program storage device are provided. A method in one aspect may include determining approximation X for matrix Y using collaborative prediction, said matrix Y being sparse initially and representing pairwise measurement values; selecting one or more unobserved entries from said matrix Y representing active samples using said approximation X and an active sample heuristic; obtaining values associated with said unobserved entries; inserting said values to said matrix Y; and repeating the steps of determining, selecting, obtaining and inserting until a predetermined condition is satisfied.