Comment by yxhuvud
2 days ago
FWIW, there are iterative SVD implementations out there that could potentially be useful as well in certain contexts when you get more data over time in a streamed manner.
2 days ago
FWIW, there are iterative SVD implementations out there that could potentially be useful as well in certain contexts when you get more data over time in a streamed manner.
are you referring to this paper https://arxiv.org/abs/1501.01711 ? i believe they won best paper at icml or other impact journal. the published paper and algorithm i recall being compact and succinct, something that took less than a day to implement.
I was referring to even older stuff that I happened to see while doing my masters back in 2007-2008 or so. But that one looks more approachable.