Weighted rank 1 approximation to matrix
Multi tool use
$begingroup$
I want to solve the following problem:
$$argmin_{u,v} |Wodot(u v^mathsf{T}-M)|_mathrm{F}$$
where $u$ and $v$ are $Ntimes 1$ vectors, $W$ and $M$ are $Ntimes N$ matrices, $odot$ represents an elementwise multiplication, and $|cdot|_mathrm{F}$ is the Frobenius norm.
The matrix $W$ weights the contribution of each element of the error matrix to the overall cost. In the absence of this matrix, the problem could be solved straightforwardly using SVD. However, the weight matrix complicates things. Do you know of a solution?
least-squares weighted-least-squares
asked Nov 29 '18 at 22:37
user664303user664303
1355
$endgroup$
add a comment |
$begingroup$
I want to solve the following problem:
$$argmin_{u,v} |Wodot(u v^mathsf{T}-M)|_mathrm{F}$$
where $u$ and $v$ are $Ntimes 1$ vectors, $W$ and $M$ are $Ntimes N$ matrices, $odot$ represents an elementwise multiplication, and $|cdot|_mathrm{F}$ is the Frobenius norm.
The matrix $W$ weights the contribution of each element of the error matrix to the overall cost. In the absence of this matrix, the problem could be solved straightforwardly using SVD. However, the weight matrix complicates things. Do you know of a solution?
least-squares weighted-least-squares
asked Nov 29 '18 at 22:37
user664303user664303
1355
$endgroup$
add a comment |
$begingroup$
I want to solve the following problem:
$$argmin_{u,v} |Wodot(u v^mathsf{T}-M)|_mathrm{F}$$
where $u$ and $v$ are $Ntimes 1$ vectors, $W$ and $M$ are $Ntimes N$ matrices, $odot$ represents an elementwise multiplication, and $|cdot|_mathrm{F}$ is the Frobenius norm.
The matrix $W$ weights the contribution of each element of the error matrix to the overall cost. In the absence of this matrix, the problem could be solved straightforwardly using SVD. However, the weight matrix complicates things. Do you know of a solution?
least-squares weighted-least-squares
asked Nov 29 '18 at 22:37
user664303user664303
1355
$endgroup$
I want to solve the following problem:
$$argmin_{u,v} |Wodot(u v^mathsf{T}-M)|_mathrm{F}$$
where $u$ and $v$ are $Ntimes 1$ vectors, $W$ and $M$ are $Ntimes N$ matrices, $odot$ represents an elementwise multiplication, and $|cdot|_mathrm{F}$ is the Frobenius norm.
The matrix $W$ weights the contribution of each element of the error matrix to the overall cost. In the absence of this matrix, the problem could be solved straightforwardly using SVD. However, the weight matrix complicates things. Do you know of a solution?
least-squares weighted-least-squares
least-squares weighted-least-squares
asked Nov 29 '18 at 22:37
user664303user664303
1355
asked Nov 29 '18 at 22:37
user664303user664303
1355
asked Nov 29 '18 at 22:37
user664303user664303
1355
asked Nov 29 '18 at 22:37
user664303user664303
1355
asked Nov 29 '18 at 22:37
user664303user664303
1355
1355
add a comment |
add a comment |
0
active
oldest
votes
Your Answer
StackExchange.ifUsing("editor", function () {
return StackExchange.using("mathjaxEditing", function () {
StackExchange.MarkdownEditor.creationCallbacks.add(function (editor, postfix) {
StackExchange.mathjaxEditing.prepareWmdForMathJax(editor, postfix, [["$", "$"], ["\\(","\\)"]]);
});
});
}, "mathjax-editing");
StackExchange.ready(function() {
var channelOptions = {
tags: "".split(" "),
id: "69"
};
initTagRenderer("".split(" "), "".split(" "), channelOptions);
StackExchange.using("externalEditor", function() {
// Have to fire editor after snippets, if snippets enabled
if (StackExchange.settings.snippets.snippetsEnabled) {
StackExchange.using("snippets", function() {
createEditor();
});
}
else {
createEditor();
}
});
function createEditor() {
StackExchange.prepareEditor({
heartbeatType: 'answer',
autoActivateHeartbeat: false,
convertImagesToLinks: true,
noModals: true,
showLowRepImageUploadWarning: true,
reputationToPostImages: 10,
bindNavPrevention: true,
postfix: "",
imageUploader: {
brandingHtml: "Powered by u003ca class="icon-imgur-white" href="https://imgur.com/"u003eu003c/au003e",
contentPolicyHtml: "User contributions licensed under u003ca href="https://creativecommons.org/licenses/by-sa/3.0/"u003ecc by-sa 3.0 with attribution requiredu003c/au003e u003ca href="https://stackoverflow.com/legal/content-policy"u003e(content policy)u003c/au003e",
allowUrls: true
},
noCode: true, onDemand: true,
discardSelector: ".discard-answer"
,immediatelyShowMarkdownHelp:true
});
}
});
Sign up or log in
StackExchange.ready(function () {
StackExchange.helpers.onClickDraftSave('#login-link');
});
Sign up using Google
Sign up using Facebook
Sign up using Email and Password
Post as a guest
Required, but never shown
StackExchange.ready(
function () {
StackExchange.openid.initPostLogin('.new-post-login', 'https%3a%2f%2fmath.stackexchange.com%2fquestions%2f3019327%2fweighted-rank-1-approximation-to-matrix%23new-answer', 'question_page');
}
);
Post as a guest
Required, but never shown
0
active
oldest
votes
0
active
oldest
votes
active
oldest
votes
active
oldest
votes
Thanks for contributing an answer to Mathematics Stack Exchange!
- Please be sure to answer the question. Provide details and share your research!
But avoid …
- Asking for help, clarification, or responding to other answers.
- Making statements based on opinion; back them up with references or personal experience.
Use MathJax to format equations. MathJax reference.
To learn more, see our tips on writing great answers.
Sign up or log in
StackExchange.ready(function () {
StackExchange.helpers.onClickDraftSave('#login-link');
});
Sign up using Google
Sign up using Facebook
Sign up using Email and Password
Post as a guest
Required, but never shown
StackExchange.ready(
function () {
StackExchange.openid.initPostLogin('.new-post-login', 'https%3a%2f%2fmath.stackexchange.com%2fquestions%2f3019327%2fweighted-rank-1-approximation-to-matrix%23new-answer', 'question_page');
}
);
Post as a guest
Required, but never shown
Sign up or log in
StackExchange.ready(function () {
StackExchange.helpers.onClickDraftSave('#login-link');
});
Sign up using Google
Sign up using Facebook
Sign up using Email and Password
Post as a guest
Required, but never shown
Sign up or log in
StackExchange.ready(function () {
StackExchange.helpers.onClickDraftSave('#login-link');
});
Sign up using Google
Sign up using Facebook
Sign up using Email and Password
Post as a guest
Required, but never shown
Sign up or log in
StackExchange.ready(function () {
StackExchange.helpers.onClickDraftSave('#login-link');
});
Sign up using Google
Sign up using Facebook
Sign up using Email and Password
Sign up using Google
Sign up using Facebook
Sign up using Email and Password
Post as a guest
Required, but never shown
Required, but never shown
Required, but never shown
Required, but never shown
Required, but never shown
Required, but never shown
Required, but never shown
Required, but never shown
Required, but never shown
H JAh7xtHA,0h4NLV ya,j,ZTor1fU34W
