INFERENCE ENGINE FOR DISCOVERING FEATURES AND MAKING PREDICTIONS USING GENERALIZED INCREMENTAL SINGULAR VALUE DECOMPOSITION

摘要

Method of automated inference using generalized incremental singular value decomposition by following the gradient of a cost function incorporating an error function of the implicit matrix defined by a current estimate of a partial SVD and the observed values. Accommodates sparse or overfilled matrices and correction for nonlinearities. Any number of observed values can be supplemented or updated, and predictions made at at any time. Any number of features can be used. Useful wherever there are two classes of objects (or the same class twice) for which there is a particular value implicitly associated with each pairing of such objects, for example including preference, filtering, rating, and recommender systems, image and other data recognition, compression, and restoration systems, warning systems, autonomous navigation, expert systems, machine learning, language processing, semantic analysis, artificial intelligence, knowledge systems, behavior prediction, economic and financial modeling, and modeling of natural systems.