[Numpy-discussion] performance matrix multiplication vs. matlab

Robin robince@gmail....
Tue Jun 9 02:50:46 CDT 2009


On Mon, Jun 8, 2009 at 7:14 PM, David Warde-Farley<dwf@cs.toronto.edu> wrote:
>
> On 8-Jun-09, at 8:33 AM, Jason Rennie wrote:
>
> Note that EM can be very slow to converge:
>
> That's absolutely true, but EM for PCA can be a life saver in cases where
> diagonalizing (or even computing) the full covariance matrix is not a
> realistic option. Diagonalization can be a lot of wasted effort if all you
> care about are a few leading eigenvectors. EM also lets you deal with
> missing values in a principled way, which I don't think you can do with
> standard SVD.
>
> EM certainly isn't a magic bullet but there are circumstances where it's
> appropriate. I'm a big fan of the ECG paper too. :)

Hi,

I've been following this with interest... although I'm not really
familiar with the area. At the risk of drifting further off topic I
wondered if anyone could recommend an accessible review of these kind
of dimensionality reduction techniques... I am familiar with PCA and
know of diffusion maps and ICA and others, but I'd never heard of EM
and I don't really have any idea how they relate to each other and
which might be better for one job or the other... so some sort of
primer would be really handy.

Cheers

Robin


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