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https://issues.apache.org/jira/browse/MAHOUT-817?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=13158010#comment-13158010
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Raphael Cendrillon commented on MAHOUT-817:
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Could you expand on this a little?
If I understand correctly we need to implicitly do mean-subtraction of A
whenever we work with B.
It seems this is equivalent to subtracting qs'*a_mean from B, where qs is the
sum of the rows of Q
and a_mean is the mean of the rows of A. So if bi is the ith column of B then
the column with
implicit mean-subtraction of A is
bi - qs'*a_mean(i)
where a_mean(i) is the ith element of a_mean.
It seems there are two jobs that need to be modified: BBT-job and V-job. Since
they both work column wise it should
be straightforward to pass in the vector qs and the scalar a_mean(i).
One question: is it necessary to do mean-subtraction of A before computing the
QR decomposition, or will the columns of Q still
form a good basis even without mean-subtraction?
Could you explain what the 'column mean' is? I thought that each data point
corresponds to a row in A, so that subtraction of row means
would be more appropriate?
> Add PCA options to SSVD code
> ----------------------------
>
> Key: MAHOUT-817
> URL: https://issues.apache.org/jira/browse/MAHOUT-817
> Project: Mahout
> Issue Type: New Feature
> Affects Versions: 0.6
> Reporter: Dmitriy Lyubimov
> Assignee: Dmitriy Lyubimov
> Fix For: Backlog
>
>
> It seems that a simple solution should exist to integrate PCA mean
> subtraction into SSVD algorithm without making it a pre-requisite step and
> also avoiding densifying the big input.
> Several approaches were suggested:
> 1) subtract mean off B
> 2) propagate mean vector deeper into algorithm algebraically where the data
> is already collapsed to smaller matrices
> 3) --?
> It needs some math done first . I'll take a stab at 1 and 2 but thoughts and
> math are welcome.
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