Stats, Optimization, and Machine Learning Seminar - Tracy Babb
Paper presentation of 鈥淧ractical sketching algorithms for low-rank matrix approximation鈥 by Tropp,听et al.
We will present the following paper:
鈥淧ractical sketching algorithms for low-rank matrix approximation鈥 by J. A. Tropp, A. Yurtsever, M. Udell, and V. Cevher
http://users.cms.caltech.edu/~jtropp/papers/TYUC17-Practical-Sketching-SIMAX.pdf
The paper extends previous work on the randomized SVD by Halko, Martinsson and Tropp.