Database Reference
In-Depth Information
by changing a single entry. In what follows, we shall refer to entries of
U
and
V
by their
reduce the RMSE as much as possible. Let the value of
u
11
be
x
. Then the new
U
and
V
can
Figure 9.11
Making
u
11
a variable
Notice that the only entries of the product that have changed are those in the first row.
Thus, when we compare
UV
with
M
, the only change to the RMSE comes from the first
row. The contribution to the sum of squares from the first row is
(5 − (
x
+ 1))
2
+ (2 − (
x
+ 1))
2
+ (4 − (
x
+ 1))
2
+ (4 − (
x
+ 1))
2
+ (3 − (
x
+ 1))
2
This sum simplifies to
(4 −
x
)
2
+ (1 −
x
)
2
+ (3 −
x
)
2
+ (3 −
x
)
2
+ (2 −
x
)
2
We want the value of
x
that minimizes the sum, so we take the derivative and set that equal
to 0, as:
−2 × ((4 −
x
) + (1 −
x
) + (3 −
x
) + (3 −
x
) + (2 −
x
)) = 0
or −2 × (13 − 5
x
) = 0, from which it follows that
x
= 2.6.
of the errors in the first row has been reduced from 18 to 5.2, so the total RMSE (ignoring
average and square root) has been reduced from 75 to 62.2.
Figure 9.12
The best value for
u
11
is found to be 2.6
sum of the squares of the differences between the entries in the first columns of
M
and
UV
.
This sum is