[ml] video on sparse SVD in R

Mike Schachter mike at mindmech.com
Sun Jun 5 16:03:01 PDT 2011

Saw a nice post on reddit ML to a video which
talks about an SVD package used by the winning
netflix prize team:


SVD is singular-value decomposition, it decomposes a
non-square matrix into eigenvalues and eigenvectors:


The video is about the irlba package, which provides an
efficient way to do SVD on large sparse matricies:


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