Book Image

Mastering Predictive Analytics with R - Second Edition

By : James D. Miller, Rui Miguel Forte
Book Image

Mastering Predictive Analytics with R - Second Edition

By: James D. Miller, Rui Miguel Forte

Overview of this book

R offers a free and open source environment that is perfect for both learning and deploying predictive modeling solutions. With its constantly growing community and plethora of packages, R offers the functionality to deal with a truly vast array of problems. The book begins with a dedicated chapter on the language of models and the predictive modeling process. You will understand the learning curve and the process of tidying data. Each subsequent chapter tackles a particular type of model, such as neural networks, and focuses on the three important questions of how the model works, how to use R to train it, and how to measure and assess its performance using real-world datasets. How do you train models that can handle really large datasets? This book will also show you just that. Finally, you will tackle the really important topic of deep learning by implementing applications on word embedding and recurrent neural networks. By the end of this book, you will have explored and tested the most popular modeling techniques in use on real- world datasets and mastered a diverse range of techniques in predictive analytics using R.
Table of Contents (22 chapters)
Mastering Predictive Analytics with R Second Edition
Credits
About the Authors
About the Reviewer
www.PacktPub.com
Customer Feedback
Preface
8
Dimensionality Reduction
Index

Singular value decomposition


In a real-world recommender system, the rating matrix will eventually become very large as more users are added to the system and the list of items being offered grows. As a result, we may want to apply a dimensionality reduction technique to this matrix. Ideally, we would like to retain as much information as possible from the original matrix while doing this. One such method that has applications across a wide range of disciplines uses singular value decomposition, or SVD as it is commonly abbreviated to.

SVD is a matrix factorization technique that has a number of useful applications, one of which is dimensionality reduction. It is related to the PCA method of dimensionality reduction that we saw in Chapter 1, Gearing Up for Predictive Modeling, and many people confuse the two. SVD actually describes just a mathematical method of factorizing matrices. In fact, some implementations of PCA use SVD to compute the principal components.

Let's begin by looking at...