speed and optimization for both small and large data sets Keywords: basis pursuit, dictionary learning, matrix factorization, online learning, sparse cod-
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[PDF] Online Forecasting Matrix Factorization
Online Forecasting Matrix Factorization San Gultekin and John Paisley Abstract —We consider the problem of forecasting a high- dimensional time series that
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Most existing algo- rithms for latent topic detection such as Nonneg- ative Matrix Factorization (NMF) have been de- signed for static data These algorithms are
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speed and optimization for both small and large data sets Keywords: basis pursuit, dictionary learning, matrix factorization, online learning, sparse cod-
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Online Matrix Factorization (OMF) is a fundamental tool for dictionary learning problems, giving an approximate representation of complex data sets in terms of a
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