This video discusses the randomized SVD and how to make it more accurate with power iterations (multiple passes through the data matrix) and oversampling.
Book Website: databookuw.com
Book PDF: databookuw.com/...
These lectures follow Chapter 1 from: "Data-Driven Science and Engineering: Machine Learning, Dynamical Systems, and Control" by Brunton and Kutz
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Brunton Website: eigensteve.com
This video was produced at the University of Washington
7 сен 2024