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R implementation of M Brand, Fast Online SVD Revisions for Lightweight Recommender Systems.

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DOI

R implementation of Fast Online SVD Revisions for Lightweight Recommender Systems.

The code increment_svd.R implements the algorithm of Appendix A of Brand, M paper

Brand, M. “Fast Online SVD Revisions for Lightweight Recommender Systems.” In Proceedings of the 2003 SIAM International Conference on Data Mining, 37–46. Proceedings. Society for Industrial and Applied Mathematics, 2003.

The only R package required is Matrix.

list_packages <- c("Matrix")
if (length(setdiff(list_packages, rownames(installed.packages()))) > 0) {
  install.packages(setdiff(list_packages, rownames(installed.packages())))  
}

To test the code simply source driver_incremental_svd.R.

source("driver_incremental_svd.R")

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R implementation of M Brand, Fast Online SVD Revisions for Lightweight Recommender Systems.

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