Timeline for Relationship between Alternating Least Squares and SVD
Current License: CC BY-SA 4.0
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May 11, 2018 at 22:00 | comment | added | Cliff AB | @thecity2: I'm afraid I don't have a reference for this; I just know it from the work I do. The ambiguity of $U$ and $V$ with ALS can be an issue in many cases, so it's not too uncommon to post-process $U$ in some method. In fact, you can just take the SVD of the $UV^T$ solution to impose structure. While at first that might seem like its pointless to use ALS in that case, it makes sense in the case of missing data: SVD can't give you the answer, but ALS can and you can then post process with SVD to impose structure on the solution. | |
May 11, 2018 at 21:55 | comment | added | thecity2 | Thanks! Two questions. First is could you cite a reference on this? Second question: if you were going to use U or V as latent features for, say, a classification problem, would the U and V from either model be expected to perform similarly? I guess what I’m asking essentially is whether one model or the other contains more information, say, holding the rank equal. | |
May 11, 2018 at 21:50 | history | edited | Cliff AB | CC BY-SA 4.0 |
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May 11, 2018 at 21:39 | history | edited | Cliff AB | CC BY-SA 4.0 |
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May 11, 2018 at 21:29 | history | answered | Cliff AB | CC BY-SA 4.0 |