Ok i made edits suggested by Nathan. I don't think i see an error in fold-in fold-out formulas though.
Anyone else wants to take a look before it goes on wiki and sends my credibility out of the window? https://github.com/dlyubimov/mahout-commits/blob/ssvd-docs/SSVD-CLI.pdf?raw=true Thanks. -d On Wed, Feb 22, 2012 at 7:01 PM, Nathan Halko <nat...@spotinfluence.com> wrote: > Hi Dmitriy, > > Just a few comments: > > --the computed factors are approximate A \approx U\SigmaV^{T} > > -- the projection steps seemed transposed to me but they are consistent > throughout ie. > (2) \tilde{u} = \tilde{c}_{r} V \Sigma^{-1} > > p. 3: transpose \xi to emphasize row vector > > - 'mean of all rows' is a bit misleading, \xi entries are the mean of each > column (column-wise mean as you state below) > > - dimention -> dimension > > I haven't code dived into the new pca code to be familiar with it so the > above comments are just picky notational stuff. I did however, do some > extensive analysis on the standard decomposition part (as of 0.6 SNAPSHOT) > which can be found here > > http://amath.colorado.edu/faculty/martinss/Pubs/2012_halko_dissertation.pdf > (starting page 139) > > Its a beast of a read so I can concisely discuss a few points perhaps on a > different thread. > > > > On Wed, Feb 22, 2012 at 6:08 PM, Dmitriy Lyubimov <dlie...@gmail.com> wrote: > >> Could somebody please review SSVD command line usage doc before i >> update it on wiki for inclusion of complete nonsense, in particular, >> section $3 where it does overview of PCA and dimensionality reduction >> techniques? Here's the SSVD CLI doc: >> >> >> https://github.com/dlyubimov/mahout-commits/blob/ssvd-docs/SSVD-CLI.pdf?raw=true >> >> >> Thanks. >> -D >> >> On Wed, Feb 22, 2012 at 4:53 PM, Dmitriy Lyubimov <dlie...@gmail.com> >> wrote: >> > Hi, >> > working on PCA section in SSVD usage . >> > >> > Just to confirm, if we run and svd over input with mean subtracted, >> > then U matrix presents original data points converted to PCA space, >> > right? >> > >> > thanks. >> > -d >>
