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  1. Mahout
  2. MAHOUT-796

Modified power iterations in existing SSVD code

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Details

    • Improvement
    • Status: Closed
    • Major
    • Resolution: Fixed
    • 0.5
    • 0.6
    • classic

    Description

      Nathan Halko contacted me and pointed out importance of availability of power iterations and their significant effect on accuracy of smaller eigenvalues and noise attenuation.

      Essentially, we would like to introduce yet another job parameter, q, that governs amount of optional power iterations. The suggestion how to modify the algorithm is outlined here : https://github.com/dlyubimov/ssvd-lsi/wiki/Power-iterations-scratchpad .

      Note that it is different from original power iterations formula in the paper in the sense that additional orthogonalization performed after each iteration. Nathan points out that that improves errors in smaller eigenvalues a lot (If i interpret it right).

      Attachments

        1. Power Iterations.pdf
          256 kB
          Dmitriy Lyubimov
        2. MAHOUT-796-4.patch
          175 kB
          Dmitriy Lyubimov
        3. MAHOUT-796-3.patch
          175 kB
          Dmitriy Lyubimov
        4. MAHOUT-796-2.patch
          163 kB
          Dmitriy Lyubimov
        5. MAHOUT-796.patch
          161 kB
          Dmitriy Lyubimov

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              dlyubimov Dmitriy Lyubimov
              dlyubimov Dmitriy Lyubimov
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                Updated:
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