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SVD Tutorial 2022
SVD Tutorial 2022
Jiaxing Shen
5 April 2022
Outline
• Why SVD?
• Preliminaries
• Understand SVD
• Popular Applications
Four Ability Levels of Using a Technique
What required in original
and novel research
Extend Extend
• How is it related to other techniques
• What are other potential scenarios Optimize Optimize
• How to improve it: efficiency, reliability,
Implement distributed environments
Implement
• How to implement
• What are pros of cons Understand Understand
• What it is
Ability of using a technique • Where it could be applied
Focus of the talk
Why SVD?
§ SVD is the foundation of Recommender Systems that are at the heart of
huge companies like Google, YouTube, Amazon, Facebook, Netflix…
§ As a linear equation
§ As a mappings of vectors
2 3
1 2
A[m⇥n] , f (.) : IRn ! IRm 41 35 : IR2 ! IR3
1 4
§ As a linear transformation
Preliminaries: Matrix as linear transformations
(A) stretched, (B) compressed, (C) rotated,
(D) reflected or flipped, and (E) sheared.
M’ is a non-linear transformation!
SVD Theorem
T
A[m⇥n] = U[m⇥m] ⌃[m⇥n] V[n⇥n]
How
• Set those singular values that are smaller than a
threshold to zero
Use a scanner to scan a picture M[25⇥15] ⇡ u1 T
1 v1 + u2 T
2 v2 + u3 T
3 v3
The scanned picture is with too much noise
Noise!
M[25⇥15]
Data compression
Motivation
• Resources are limited in IoT devices
• Storage
• Bandwidth
How
• Choose n largest singular values ⌃0, n-rank approximation A ⇡ U ⌃0 V T
• The percentage of “information” contained in the approximation
matrix is sum(⌃0 )
sum(⌃)
Data compression
Percentage
Singular values
Dimension reduction
Motivation
• Visualize high dimensional data
• Redundant features
• Combine features
C1
C2
C3