LWI-SVD: low-rank, windowed, incremental singular value decompositions on time-evolving data sets

@inproceedings{Chen2014LWISVDLW,
  title={LWI-SVD: low-rank, windowed, incremental singular value decompositions on time-evolving data sets},
  author={Xilun Chen and K. Selçuk Candan},
  booktitle={KDD},
  year={2014}
}
Singular Value Decomposition (SVD) is computationally costly and therefore a naive implementation does not scale to the needs of scenarios where data evolves continuously. While there are various on-line analysis and incremental decomposition techniques, these may not accurately represent the data or may be slow for the needs of many applications. To address these challenges, in this paper, we propose a Low-rank, Windowed, Incremental SVD (LWI-SVD) algorithm, which (a) leverages efficient and… CONTINUE READING
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