Singular value decomposition

In a real-world recommender system, the rating matrix will eventually become very large as more users are added to the system and the list of items being offered grows. As a result, we may want to apply a dimensionality reduction technique to this matrix. Ideally, we would like to retain as much information as possible from the original matrix while doing this. One such method that has applications across a wide range of disciplines uses singular value decomposition, or SVD as it is commonly abbreviated to.

SVD is a matrix factorization technique that has a number of useful applications, one of which is dimensionality reduction. It is related to the PCA method of dimensionality reduction that we saw in Chapter 1,

Get R: Predictive Analysis now with O’Reilly online learning.

O’Reilly members experience live online training, plus books, videos, and digital content from 200+ publishers.