…finance, ML, etc.) and eschews more arcane concepts (like eigen). To me, building practical intuition is the best way to learn* the subject. A more advanced but still accessible manuscript by Boyd et al: Generalized Low Rank Models (establishes connections between PCA/SVD and many other matrix factorization methods, and shows you how to roll your own): https://web.stanford.edu/~boyd/papers/pdf/glrm.pdf
…(it is a square norm) by 0 and you achieve 0 loss, this means that 0 is a global optimum, since, by definition, no other objective value can be smaller than this number. --- [0] Theorem A.2 in Udell's Generalized Low-Rank models paper https://arxiv.org/pdf/1410.0342.pdf [1] B&V Convex Optimization (https://web.stanford.edu/~boyd/cvxbook/), Appendix B.1. In fact, I can't find the reference right now, but you can easily prove…
…金融、机器学习等），避开了较为晦涩深奥的概念（比如 eigen）。对我来说，建立实际的直觉是学好这门学科的最佳方式。Boyd 等人写的一篇更进阶但依然好读的文稿：《Generalized Low Rank Models》（建立了 PCA/SVD 与许多其他矩阵分解方法之间的联系，并教你如何手搓实现）：https://web.stanford.edu/~boyd/papers/pdf/glrm.pdf
…finance, ML, etc.) and eschews more arcane concepts (like eigen). To me, building practical intuition is the best way to learn* the subject. A more advanced but still accessible manuscript by Boyd et al: Generalized Low Rank Models (establishes connections between PCA/SVD and many other matrix factorization methods, and shows you how to roll your own): https://web.stanford.edu/~boyd/papers/pdf/glrm.pdf
…（它是一个范数的平方）为 0，并且你得到了 0 损失（loss），这就意味着 0 是全局最优解，因为根据定义，没有任何其他目标值可以小于这个数。--- [0] Udell 的 Generalized Low-Rank Models 论文中的定理 A.2 https://arxiv.org/pdf/1410.0342.pdf [1] B&V《Convex Optimization》（https://web.stanford.edu/~boyd/cvxbook/），附录 B.1。实际上我现在找不到具体出处了，但你可以很容易证明…
…(it is a square norm) by 0 and you achieve 0 loss, this means that 0 is a global optimum, since, by definition, no other objective value can be smaller than this number. --- [0] Theorem A.2 in Udell's Generalized Low-Rank models paper https://arxiv.org/pdf/1410.0342.pdf [1] B&V Convex Optimization (https://web.stanford.edu/~boyd/cvxbook/), Appendix B.1. In fact, I can't find the reference right now, but you can easily prove…