On sampling-based approximate spectral decomposition

@inproceedings{Kumar2009OnSA,
  title={On sampling-based approximate spectral decomposition},
  author={Sanjiv Kumar and Mehryar Mohri and Ameet Talwalkar},
  booktitle={ICML},
  year={2009}
}
This paper addresses the problem of approximate singular value decomposition of large dense matrices that arises naturally in many machine learning applications. We discuss two recently introduced sampling-based spectral decomposition techniques: the Nyström and the Column-sampling methods. We present a theoretical comparison between the two methods and… CONTINUE READING

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