It will be shown, both theoretically and empirically, that our proposed method reduces the mean square error (MSE) by about 50%.
given a data matrix A of n rows and D columns, brute force computation of AA T would cost O(n 2 D), or more efficiently, O(n 2f ), wheref is the average number of non-zeros among all rows of A. Brute force could be very timeconsuming.