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yxhuvud 14 hours ago

FWIW, there are iterative SVD implementations out there that could potentially be useful as well in certain contexts when you get more data over time in a streamed manner.

leecarraher 11 hours ago | parent [-]

are you referring to this paper https://arxiv.org/abs/1501.01711 ? i believe they won best paper at icml or other impact journal. the published paper and algorithm i recall being compact and succinct, something that took less than a day to implement.