AI engineering glossary · Time series recsys
What is Funk SVD?
Funk SVD: A matrix factorisation method popularised by the Netflix Prize that learns user and item vectors by gradient descent on the squared error of observed ratings only, with regularisation. It is not a true singular value decomposition despite the name.
Funk SVD: an example
Predict a rating as global mean + user bias + item bias + dot product of the two factor vectors.
Related terms
More Time series recsys terms
- GARCH model
- Granger causality
- GRU4Rec
- Hierarchical forecasting
- Holiday effect
- Holt's linear method
- Holt-Winters method
- Hybrid recommender
Where you learn it
Funk SVD is part of the AI Engineering Program, which teaches it with notes, a hands-on lab and an exam. The first lesson is free.