[ml] video on sparse SVD in R
Mike Schachter
mike at mindmech.com
Sun Jun 5 23:03:01 UTC 2011
Saw a nice post on reddit ML to a video which
talks about an SVD package used by the winning
netflix prize team:
http://www.r-bloggers.com/the-netflix-prize-big-data-svd-and-r/
SVD is singular-value decomposition, it decomposes a
non-square matrix into eigenvalues and eigenvectors:
http://en.wikipedia.org/wiki/Singular_value_decomposition
The video is about the irlba package, which provides an
efficient way to do SVD on large sparse matricies:
http://www.rforge.net/irlba/
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