Displaying 2 results from an estimated 2 matches for "sparsepluslowrank".
2013 Apr 02
0
softImpute_1.0 uploaded to CRAN
...e convex-optimation problem.
The algorithm can work with large matrices, such as the "netflix" matrix (400K x 20K) by making heavy use
of sparse-matrix methods in the Matrix package. It creates new S4 classes such as "Incomplete" for storing the large
data matrix, and "SparseplusLowRank" for representing the completed matrix. SVD computations are done using
a specially built block-alternating algorithm, svd.als, that exploits these structures and uses warm starts.
Some of the methods used are described in
Rahul Mazumder, Trevor Hastie and Rob Tibshirani:
Spectral Regulari...
2013 Apr 02
0
softImpute_1.0 uploaded to CRAN
...e convex-optimation problem.
The algorithm can work with large matrices, such as the "netflix" matrix (400K x 20K) by making heavy use
of sparse-matrix methods in the Matrix package. It creates new S4 classes such as "Incomplete" for storing the large
data matrix, and "SparseplusLowRank" for representing the completed matrix. SVD computations are done using
a specially built block-alternating algorithm, svd.als, that exploits these structures and uses warm starts.
Some of the methods used are described in
Rahul Mazumder, Trevor Hastie and Rob Tibshirani:
Spectral Regulari...