Large-scale SVD and manifold learning

@article{Talwalkar2013LargescaleSA,
  title={Large-scale SVD and manifold learning},
  author={Ameet Talwalkar and Sanjiv Kumar and Mehryar Mohri and Henry A. Rowley},
  journal={Journal of Machine Learning Research},
  year={2013},
  volume={14},
  pages={3129-3152}
}
This paper examines the efficacy of sampling-based low-rank approximation techniques when applied to large dense kernel matrices. We analyze two common approximate singular value decomposition techniques, namely the Nyström and Column sampling methods. We present a theoretical comparison between these two methods, provide novel insights regarding their suitability for various tasks and present experimental results that support our theory. Our results illustrate the relative strengths of each… CONTINUE READING
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