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arXiv research

A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.

169,181 papers · 148 categories

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2 results for “Weighted-SVD”

Weighted-SVD: Matrix Factorization with Weights on the Latent Factorscs.IR

A new model Weighted-SVD improves recommendation accuracy by adjusting latent factor weights.

problem Current Matrix Factorization models assume equal weights for all latent factors, which may not be accurate.

method Integrates linear regression with SVD to allow different weights for latent factors.

result The Weighted-SVD model outperforms other models in RMSE metrics on multiple datasets.

Matrix Factorization Recommender Systems Latent Factors Weighted-SVD SVD

2017-10-02abs ↗pdf ↗

Stacked SVD or SVD stacked? A Random Matrix Theory perspective on data integrationstat.ML

New insights into choosing between two data integration methods based on SVD.

problem Choosing between two data integration methods (Stack-SVD and SVD-Stack) for shared latent structure across multiple datasets.

method Derive exact expressions for the asymptotic performance and phase transitions of Stack-SVD and SVD-Stack, and develop optimal weighting schemes.

result Optimally weighted Stack-SVD outperforms optimally weighted SVD-Stack in the asymptotic regime.

data integration SVD Stack-SVD SVD-Stack random matrix theory

2025-07-29abs ↗pdf ↗