Fast Randomized PCA for Sparse Data

2 code implementations • 16 Oct 2018 • Xu Feng, Yuyang Xie, Mingye Song, Wenjian Yu, Jie Tang

The algorithm has similar accuracy to the basic randomized SVD (rPCA) algorithm (Halko et al., 2011), but is largely optimized for sparse data.

Dimensionality Reduction Information Retrieval +1