Randomized SVD: Power Iterations and Oversampling

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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
Amazon: www.amazon.com...
Brunton Website: eigensteve.com
This video was produced at the University of Washington

Опубликовано:

7 сен 2024

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Комментарии : 15

@fanoffootball100 4 года назад

Thank Professor for lucid explanation of an essential concept like SVD and PCA. I was compelled to buy the book after I saw the videos

@Eigensteve 4 года назад

Awesome, hope you like it!

@shifter3837 4 года назад

These videos are compelling enough that I'll totally be buying your textbook and following along with this once I have the time, truly fantastic stuff.

@ShanilPanara 2 года назад

So well explained! Thanks Steve! I've gotta give a mini lecture on this, and I'll be taking inspiration from your concise approach 😄

@appliedmathness8397 3 года назад

Is this the technique that Sklearn's PCA "random" solver uses?

@issamn.e9032 2 года назад

I appreciate this great work ...my dopamine when I see your video be like ⬆️⬆️⬆️⬆️⬆️🤣

@yasserothman4023 2 года назад

May I know the time complexity of this randomized svd ? Also why does oversampling provides better performance ? I didn't get the intuition

@valentinnkana8053 3 года назад

Hello Prof. foremost, thanks for the videos they are fantastic. You mentioned it's computationally expensive to compute the SVD. So how do you cook up the RSVD P since we don't have r as an ingredient? With heartfelt regards.

@engr.israrkhan 4 года назад

Awsome teacher is you are sir.Tnx sir for making lectures

@justmohsend 4 года назад

things are getting tougher these last two lectures, along with optimal truncation method I am wondering if he will upload the videos with coding examples, as he has mentioned them in a couple of videos and hadn't uploaded any.