{ "id": "1804.05090", "version": "v1", "published": "2018-04-13T18:54:30.000Z", "updated": "2018-04-13T18:54:30.000Z", "title": "Regularized Singular Value Decomposition and Application to Recommender System", "authors": [ "Shuai Zheng", "Chris Ding", "Feiping Nie" ], "categories": [ "cs.LG", "cs.IR", "stat.ML" ], "abstract": "Singular value decomposition (SVD) is the mathematical basis of principal component analysis (PCA). Together, SVD and PCA are one of the most widely used mathematical formalism/decomposition in machine learning, data mining, pattern recognition, artificial intelligence, computer vision, signal processing, etc. In recent applications, regularization becomes an increasing trend. In this paper, we present a regularized SVD (RSVD), present an efficient computational algorithm, and provide several theoretical analysis. We show that although RSVD is non-convex, it has a closed-form global optimal solution. Finally, we apply RSVD to the application of recommender system and experimental result show that RSVD outperforms SVD significantly.", "revisions": [ { "version": "v1", "updated": "2018-04-13T18:54:30.000Z" } ], "analyses": { "keywords": [ "regularized singular value decomposition", "recommender system", "application", "closed-form global optimal solution", "principal component analysis" ], "note": { "typesetting": "TeX", "pages": 0, "language": "en", "license": "arXiv", "status": "editable" } } }