Randomized SVD: Power Iterations and Oversampling

[@fanoffootball100]

Thank Professor for lucid explanation of an essential concept like SVD and PCA. I was compelled to buy the book after I saw the videos

[@Eigensteve]

Awesome, hope you like it!

[@shifter3837]

These videos are compelling enough that I'll totally be buying your textbook and following along with this once I have the time, truly fantastic stuff.

[@appliedmathness8397]

Is this the technique that Sklearn's PCA "random" solver uses?

[@ShanilPanara]

So well explained! Thanks Steve! I've gotta give a mini lecture on this, and I'll be taking inspiration from your concise approach 😄

[@yasserothman4023]

May I know the time complexity of this randomized svd ? Also why does oversampling provides better performance ? I didn't get the intuition

[@issamn.e9032]

I appreciate this great work ...my dopamine when I see your video be like ⬆️⬆️⬆️⬆️⬆️🤣

[@engr.israrkhan]

Awsome teacher is you are sir.Tnx sir for making lectures

[@valentinnkana8053]

Hello Prof. foremost, thanks for the videos they are fantastic. You mentioned it's computationally expensive to compute the SVD. So how do you cook up the RSVD P since we don't have r as an ingredient? With heartfelt regards.

[@justmohsend]

things are getting tougher these last two lectures, along with optimal truncation method I am wondering if he will upload the videos with coding examples, as he has mentioned them in a couple of videos and hadn't uploaded any.

[@BoZhaoengineering]

I bell all your update already. thank you very much for the cool math video.

[@yusu9579]

I have a question about the power iteration. In each iteration, I should multiply the X with the Z or the Q?

[@alex.ander.bmblbn]

please tell me how you record your videos? do you write from right to left? whats the magic behind it??

[@donharris4284]

Awesome as usual professor. But, it is not at all obvious to me that power iterations are legal. Could you explain?