Fast Randomized SVD - Githubissues

h2oai / h2o-3

H2O is an Open Source, Distributed, Fast & Scalable Machine Learning Platform: Deep Learning, Gradient Boosting (GBM) & XGBoost, Random Forest, Generalized Linear Modeling (GLM with Elastic Net), K-Means, PCA, Generalized Additive Models (GAM), RuleFit, Support Vector Machine (SVM), Stacked Ensembles, Automatic Machine Learning (AutoML), etc.

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Fast Randomized SVD #12595

Open exalate-issue-sync[bot] opened 1 year ago

exalate-issue-sync[bot] commented 1 year ago

As I mentioned on a phone call with Josephine today, here information on Facebook’s approach to dimensionality reduction:

Blog post: https://research.fb.com/fast-randomized-svd/
Abstract: https://arxiv.org/abs/1509.00296
Distributed implementation and comparison against Spark’s PCA version: http://tygert.com/spark.pdf

Would be great to have this algorithm implemented in H2O as well.

exalate-issue-sync[bot] commented 1 year ago

Ruslan Dautkhanov commented: Another implementation in Spark - https://github.com/criteo/Spark-RSVD

hasithjp commented 1 year ago

JIRA Issue Migration Info

Jira Issue: PUBDEV-5740 Assignee: New H2O Bugs Reporter: Ruslan Dautkhanov State: Open Fix Version: N/A Attachments: N/A Development PRs: N/A