01:05:38duration 1 hour 5 minutes
ORIE 9000 Colloquium - Madeleine Udell:…
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…