QUIC-SVD: Fast SVD using cosine trees

Research output: Chapter in Book/Report/Conference proceedingConference contribution

Abstract

The Singular Value Decomposition is a key operation in many machine learning methods. Its computational cost, however, makes it unscalable and impractical for applications involving large datasets or real-time responsiveness, which are becoming increasingly common. We present a new method, QUIC-SVD, for fast approximation of the whole-matrix SVD based on a new sampling mechanism called the cosine tree. Our empirical tests show speedups of several orders of magnitude over exact SVD. Such scalability should enable QUIC-SVD to accelerate and enable a wide array of SVD-based methods and applications.

Original languageEnglish (US)
Title of host publicationAdvances in Neural Information Processing Systems 21 - Proceedings of the 2008 Conference
PublisherNeural Information Processing Systems
Pages673-680
Number of pages8
ISBN (Print)9781605609492
StatePublished - 2009
Externally publishedYes
Event22nd Annual Conference on Neural Information Processing Systems, NIPS 2008 - Vancouver, BC, Canada
Duration: Dec 8 2008Dec 11 2008

Publication series

NameAdvances in Neural Information Processing Systems 21 - Proceedings of the 2008 Conference

Other

Other22nd Annual Conference on Neural Information Processing Systems, NIPS 2008
Country/TerritoryCanada
CityVancouver, BC
Period12/8/0812/11/08

ASJC Scopus subject areas

  • Information Systems

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