irlba | Fast truncated singular value decompositions | Machine Learning library
kandi X-RAY | irlba Summary
kandi X-RAY | irlba Summary
Implicitly-restarted Lanczos methods for fast truncated singular value decomposition of sparse and dense matrices (also referred to as partial SVD). IRLBA stands for Augmented, Implicitly Restarted Lanczos Bidiagonalization Algorithm. The package provides the following functions (see help on each for details and examples). Help documentation for each function includes extensive documentation and examples. Also see the package vignette: vignette("irlba", package="irlba"). An overview web page is here: What's new in Version 2.3.1?. I will remove partial_eigen() in a future version. As its documentation states, users are better off using the RSpectra package for eigenvalue computations (although not generally for singular value computations).
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QUESTION
Here's what I am doing:
- Loading sparse matrix from a file.
- Extracting indices(col, row) which have the values in this sparse matrix.
- Use these indices and the values for further computation.
This works fine when I am executing the steps on R command prompt. But when its done inside a function of a package, step 2 throws the following error:
...ANSWER
Answered 2020-Mar-02 at 11:32You need to load the library Matrix, chances are the package does not load it. See example below:
QUESTION
I have been comparing the performance of several PCA implementations from both Python and R, and noticed an interesting behavior:
While it seems impossible to compute the PCA of a sparse matrix in Python (the only approach would be scikit-learn's TruncatedSVD, yet it does not support the mean-centering required to be equivalent to a covariance solution for PCA.
Their argumentation is, that it would destroy the sparsity property of the matrix. Other implementations like Facebook's PCA algorithm or the PCA/randomPCA method in scikit learn do not support sparse matrices for similar reasons.
While all of that makes sense to me, several R packages, like irlba, rsvd, etc., are able to handle sparse matrices (e.g. generated with rsparsematrix
), and even allow for specific center=True
arguments.
My question is, how R handles this internally, as it seems to be vastly more efficient than the comparable Python implementation. Does R still maintain the sparsity by doing Absolute Scaling instead (which would theoretically falsify the results, but at least maintain sparsity)? Or is there any way in which the mean can be stored explicitly for the zero values, and is only stored once (instead of for every value separately)?
To get put off hold: How does R internally store matrices with mean-centering without exploding RAM usage. Hope that is concise enough....
...ANSWER
Answered 2019-Dec-03 at 18:26The key here is that the underlying implementation for the partial SVD (restarted Lanczos bidiagonalization C code) doesn't store the matrix. You instead record the result of the linear operation from the matrix applied to a small set of vectors obtained from the previous iteration.
Rather than explaining the concrete method used in the c code, which is quite advanced (see paper for description),I will explain it with a much simpler algorithm that captures the key idea in terms of how to preserve the efficiency from sparsity: the power method (or the subspace iteration method for its generalization to multiple eigenvalues). The algorithm returns the largest eigenvalue of a matrix A by iteratively applying a linear operator, then normalizing (or orthogonalizing a small set of vectors, in the case of subspace iteration)
What you do at every iteration is
QUESTION
EDIT I was trying to figure out what is wrong with my code and I started to plot simple graphs to see how the arrow will look on smaller graphs. I tired the following command:
...ANSWER
Answered 2017-May-17 at 12:21So it seems like the problem is with how R displays graphic on my computer. When, instead of plotting the figure directly in the console, I save it to a file, everything looks just fine. Here is a code I am using, in case someone else faces similar problem:
QUESTION
Please let me know if I'm simply doing this wrong...
I have a 47,194 row, 27 column numeric matrix with some missing values. I'm trying to use irlba to factor the matrix. In all previous R projects, I've used NA to indicate missing data. When I do with irlba, I get an error that data is missing. How do I indicate that a value is missing and that irlba should ignore it when factoring the matrix?
Of note: The documentation for irlba doesn't include sparse data. Every element has a value. There are examples with values of zero, but I can't do that because it will factor the value of zero, not ignore the value.
Code example by request:
...ANSWER
Answered 2019-Mar-08 at 17:34Instead of using irlba, I found that SVDmiss performs the same function. Given a simple matrix, such as:
QUESTION
I am currently trying to implement a SVD of a very large matrix using bigmemory and irlba. As far as I understand I have to adjust the mult command in the irlba package, which I have done like this:
...ANSWER
Answered 2018-May-03 at 07:09This should work:
QUESTION
I am new to R programming. For my course work, I am implementing Recommendation system using R. I already convert data table to matrix and then processed SVD=udv using irlba funtion. Now I have the following matrix u.
Now I need to classify them based on their sign. For example, here, first three are combination of(-, -) then last is (-,-), so they all must be in same community. Then 4th and 5th are (-, +), they are in same community and so on.
...ANSWER
Answered 2017-Apr-24 at 02:02you can use sign
on each column and paste them into your combination string. Then split the matrix into each combination
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