Open Peer Review. Open Publishing. Open Access. Open Discussion. Open Directory. Open Recommendations. Open API. Open Source.
Efficient Calculation of Polynomial Features on Sparse Matrices
Andrew Nystrom, John Hughes
Nov 04, 2016 (modified: Nov 04, 2016)ICLR 2017 conference submissionreaders: everyone
Abstract:We provide an algorithm for polynomial feature expansion that both operates on
and produces a compressed sparse row matrix without any densification. For a
vector of dimension D, density d, and degree k the algorithm has time complexity
O(d^k * D^k) where k is the polynomial-feature order; this is an improvement by a factor d^k
over the standard method.
TL;DR:An algorithm to perform polynomial expansions on CSR matrices that scales with matrix density polynomially.