Generalized Low-Rank Approximations

We study the frequent problem of approximating a target matrix with a matrix of lower rank. We provide a simple and efficient (EM) algorithm for solving {\\em weighted} low rank approximation problems, which, unlike simple matrix factorization problems, do not admit a closed form solution in general...

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Bibliographic Details
Main Authors: Srebro, Nathan, Jaakkola, Tommi
Language:en_US
Published: 2004
Subjects:
Online Access:http://hdl.handle.net/1721.1/6708