Jeremy Freeman created SPARK-4981:
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Summary: Add a streaming singular value decomposition
Key: SPARK-4981
URL: https://issues.apache.org/jira/browse/SPARK-4981
Project: Spark
Issue Type: New Feature
Components: MLlib, Streaming
Reporter: Jeremy Freeman
This is for tracking WIP on a streaming singular value decomposition
implementation. This will likely be more complex than the existing streaming
algorithms (k-means, regression), but should be possible using the family of
sequential update rule outlined in this paper:
"Fast low-rank modifications of the thin singular value decomposition"
by Matthew Brand
http://www.stat.osu.edu/~dmsl/thinSVDtracking.pdf
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