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Singular value decomposition

Singular value decomposition

Search complete. 11 mentions across 5 episodes found for "Singular value decomposition".

Nov 1, 2026

Christopher PottsHOST
65:16
We're gonna start with the classic, which is a matrix factorization method called latent semantic analysis.
Christopher PottsHOST
65:22
It's also called truncated SVD for singular value decomposition.
Christopher PottsHOST
65:27
That's really the underlying algorithm.
Christopher PottsHOST
65:29
This is one of the oldest and most widely used reduction techniques.

8 MINS LATER

Christopher PottsHOST
73:27
They're slightly differently scaled and they're different values, um, but it's kind of more tractable looking.
Christopher PottsHOST
73:36
One more note about this.
Christopher PottsHOST
73:38
So when you read about truncated SVD or LSA, uh, the, the question comes up of how you would pick the dimensionality K in the sense of like I picked two here.
Christopher PottsHOST
73:49
But you're working with matrices that have 5,000 dimensions.
Tengyu MaHOST
21:18
Transpose, and then you get U times I minus eta sigma square U transpose.
Tengyu MaHOST
21:24
And this is the SVD for,
speaker_4UNKNOWN
21:28
or
Tengyu MaHOST
21:28
the
speaker_4UNKNOWN
21:28
eigen decomposition of
Tengyu MaHOST
21:29
SVD for I minus eta phi phi transpose.
Tengyu MaHOST
21:37
And that's why what's inside is the eigenvalues or the singular values for the resulting matrix.
Tengyu MaHOST
21:44
And then now you bound this.
Tengyu MaHOST
47:41
Even that's not trivial.
Tengyu MaHOST
47:43
So for matrices, it's trivial because you just take SVD.
Tengyu MaHOST
47:47
But for tensors, it's not trivial.
Tengyu MaHOST
47:48
So that's why the first is to say, I get an exact low rank tensor.
Type 3 AudioNARRATOR
20:14
When the prediction maps are linear, the update maps are linear plus normalization, and there are no non-negativity constraints, the GBS representation is called a generalized HMM.
Type 3 AudioNARRATOR
20:25
A minimal GHMM with the smallest dimension can be identified by SVD of the Hankel matrix.
Type 3 AudioNARRATOR
20:33
Subheading.
Type 3 AudioNARRATOR
20:34
3.3.
Type 3 AudioNARRATOR
20:35
Example.
Type 3 AudioNARRATOR
20:37
We now illustrate GBSs on the Merksa example.
Type 3 AudioNARRATOR
20:41
First, we compute a minimal GHMM using the SVD algorithm.
Type 3 AudioNARRATOR
20:46
For the Merksa process, it is five-dimensional.
Percy LiangHOST
60:50
Yeah.
Percy LiangHOST
60:50
The question was, is SVD fast on GPUs? SVD is not fast on GPUs, but they're not doing SVD.
Percy LiangHOST
60:56
What they're doing is Newton-Scholz.
Percy LiangHOST
60:58
Newton-Scholz is a matrix multiply only finite iteration algorithm that approximates the process of orthogonalizing a matrix.

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