
Streaming Anomaly Detection Using Randomized Matrix Sketching [pdf] - luu
http://www.cse.psu.edu/~kasivisw/randsketch.pdf
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Radim
If I see correctly, this is essentially an online version of Halko's algorithm
for truncated SVD, applied to the domain of anomaly detection? (with some cool
additional error analysis)

If so, there has been an efficient implementation for this in the gensim
library for a couple of years. Would be interesting to see a direct
comparison.

~~~
Albahnsen
could you point where in gensim is that implementation. tks

