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ORIE 9000 Colloquium - Madeleine Udell: Generalized Low Rank Models

Principal components analysis (PCA) is a well-known technique for approximating a data set represented by a matrix by a low rank matrix. Here, we extend the idea of PCA to handle arbitrary data sets…

From  E. Cornelius 5 plays

CAM Colloquium, 2016-09-23 - Madeleine Udell: Generalized Low Rank Models: Algorithms and Applications

Abstract: In this talk, we introduce an optimization-based framework called Generalized Low Rank Models designed to uncover structure in big messy data sets. These models generalize…

From  E. Cornelius 21 plays