Realtime Data Mining pp 143-181 | Cite as
Decomposition in Transition: Adaptive Matrix Factorization
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Abstract
We introduce SVD/PCA-based matrix factorization frameworks and present applications to prediction-based recommendation. Furthermore, we devise incremental algorithms that enable to compute the considered factorizations adaptively in a realtime setting. Besides SVD and PCA-based frameworks, we discuss more sophisticated approaches like non-negative matrix factorization and Lanczos-based methods and assess their effectiveness by means of experiments on real-world data. Moreover, we address a compressive sensing-based approach to Netflix-like matrix completion problems and conclude the chapter by proposing a remedy to complexity issues in computing large elements of the low-rank matrices, which, as we shall see, is a recurring problem related to factorization-based prediction methods.
Keywords
Matrix Factorization Singular Vector Collaborative Filter Nonnegative Matrix Factorization Matrix CompletionReferences
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