BIZNIQUE / LINEAR ALGEBRA / 41
Update a representation as data arrives
Track what an incremental update preserves and what needs to be checked again.
BIZNIQUE / LINEAR ALGEBRA / 41
Track what an incremental update preserves and what needs to be checked again.
THE IDEA
Incremental methods update a factor representation from new observations instead of always recomputing a decomposition from scratch. The rank slider illustrates the retained approximation; update rules depend on the actual algorithm.
Low rank is a maintained approximation
Changes in the data distribution can make yesterday’s directions less useful. Monitor reconstruction and task quality, preserve a baseline and decide when a fuller refit is warranted.
TRY IT YOURSELF
Does a cheap update prove that a model still represents the current data well?
No. Computational convenience and representation quality require separate checks.