Matrix factorization
Intuition
Say, we have n×m matrix, where each column is a variable and row is a person, document, or other entities. Then we can think of a decomposition that breaks this measurement matrix into two matrices. The first one (n×r) captures entity -> hidden factors (r) then the second one (r×m) explains what are the hidden factors or how the hidden factors manifest in measurements.
- Matrix factorizations are the pinnacle results of linear algebra. This is how to make sense of them.