5 ms·
It seems to me that gradient descent would be, often, a better solution than the moore-penrose inverse. Is it not more efficient in most cases?
by James_Henry 6y ago
It seems to me that gradient descent would be, often, a better solution than the moore-penrose inverse. Is it not more efficient in most cases?
- oivey 6y agoOne important example is large, sparse systems/matrices. The pseudo-inverse requires computing an inversion that can be very expensive due to the size of the matrix. That matrix generally will also no longer be sparse, so it will be expensive to store and work with.
- zwaps 6y agoI always thought you‘d use Gram Schmitz for linear regression https://en.m.wikipedia.org/wiki/Gram–Schmidt_process https://en.m.wikipedia.org/wiki/Gram–Schmidt_process
- deleted 6y ago[deleted]