I came to know that various ML algorithms can be posed a matrix factorization problems with different constraints specific to that particular problem. Is there any good material that provides an overview for frequently used ML algorithms(PCA,Kmeans etc ) at one place.
1 Answer
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Generalized Low Rank Models paper deals with exactly this.
From the abstract:
This framework encompasses many well known techniques in data analysis, such as nonnegative matrix factorization, matrix completion, sparse and robust PCA, k-means, k-SVD, and maximum margin matrix factorization.
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$\begingroup$ And there is also linked code: LowRankModels.jl. $\endgroup$– saschaCommented Dec 18, 2017 at 13:57