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Understanding Over-parametrization Through Matrix Sensing
We study the problem of recovering a low-rank matrix from linear measurements using an over-parameterized model. We show that the gradient descent process on the square loss function, starting from a small initialization, can converge…
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Foundations of Data Science – Lecture 9 – Two Applications of SVD
Modern data often consists of feature vectors with a large number of features. High-dimensional geometry and Linear Algebra (Singular Value Decomposition) are two of the crucial areas which form the mathematical foundations of Data Science.…