Announcement

• HW4 (due 6/12) and HW5 (due 6/15) are posted.

• Sign-up sheet.

Today

• Newton and Fisher scoring algorithm (cont’d).

• HW2 feedback.

  • NNMF: Multiplication order matters: V * W * W' vs V * (W * W'). Avoid matrix transpose in loop: W * W vs A_mul_Bt(W, W). Avoid allocating arrays in loop: A_mul_Bt(W, W) vs A_mul_Bt!(storage, W, W).

  • LMM: easy + low rank structure.

• HW3 feedback:

  • Big $n$ regression: although X, y may be too large to fit into memory, sufficient statistics X'X and X'y has fixed size.

  • PageRank: easy + low rank structure. Make sure to use this structure in iterative algorithms.