A Very Fast Algorithm for Matrix Factorization

Details A Very Fast Algorithm for Matrix Factorization A Very Fast Algorithm for Matrix Factorization

2010-11-02

arxiv.org/abs/1011.0506v1

Statistics

Computation

Scientific paper

We present a very fast algorithm for general matrix factorization of a data matrix for use in the statistical analysis of high-dimensional data via latent factors. Such data are prevalent across many application areas and generate an ever-increasing demand for methods of dimension reduction in order to undertake the statistical analysis of interest. Our algorithm uses a gradient-based approach which can be used with an arbitrary loss function provided the latter is differentiable. The speed and effectiveness of our algorithm for dimension reduction is demonstrated in the context of supervised classification of some real high-dimensional data sets from the bioinformatics literature.

Affiliated with

Also associated with

No associations

Rating

A Very Fast Algorithm for Matrix Factorization does not yet have a rating. At this time, there are no reviews or comments for this scientific paper.

If you have personal experience with A Very Fast Algorithm for Matrix Factorization, we encourage you to share that experience with our LandOfFree.com community. Your opinion is very important and A Very Fast Algorithm for Matrix Factorization will most certainly appreciate the feedback.

Rate now

Comments { 0 }

Profile ID: LFWR-SCP-O-594719