Warm-up

Discuss and register your thoughts on:

  1. What about the class is working well for you?
  2. What should we consider doing differently?

I am particularly interested in thoughts on how we are using the meeting time. Is the intro / lecture / breakout structure useful? Are there things we should do to make the group interactions better?

Logistics

  • Added reading notes
  • No class on Tuesday, 3/9 (wellness day)
  • Reaction paper - March 15
  • Project proposal - March 22

Matrix data

  • Eigendecompositions and optimal low rank
    • Generalized symmetric eigenvalue problems and optimization
    • Trace optimization
    • SVD and company
  • Toward interpretable factors
    • Interpolatory decomposition and CUR
    • Simple pivoting
    • Randomized methods
  • LDA/QR as a case study

Activity (submit a notebook or PDF for points)

2021-03-04 notebook