Low-Dimensional Factor Model

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A Low-Dimensional Factor Model is a factor model with low dimension count.

See: High-Dimensional Factor Model, Dense Matrix.

References

2007

(Mnih & Salakhutdinov, 2007) ⇒ Andriy Mnih, and Ruslan Salakhutdinov. (2007). “Probabilistic Matrix Factorization.” In: Advances in Neural Information Processing Systems.
- QUOTE: One of the most popular approaches to collaborative filtering is based on low-dimensional factor models.

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Concept