softImpute: Matrix Completion via Iterative Soft-Thresholded SVD

Share:

Iterative methods for matrix completion that use nuclear-norm regularization. There are two main approaches.The one approach uses iterative soft-thresholded svds to impute the missing values. The second approach uses alternating least squares. Both have an "EM" flavor, in that at each iteration the matrix is completed with the current estimate. For large matrices there is a special sparse-matrix class named "Incomplete" that efficiently handles all computations. The package includes procedures for centering and scaling rows, columns or both, and for computing low-rank SVDs on large sparse centered matrices (i.e. principal components)

Author
Trevor Hastie <hastie@stanford.edu> and Rahul Mazumder <rahul.mazumder@gmail.com>
Date of publication
2015-04-08 00:42:55
Maintainer
Trevor Hastie <hastie@stanford.edu>
License
GPL-2
Version
1.4

View on CRAN

Man pages

biScale
standardize a matrix to have optionally row means zero and...
complete
make predictions from an svd object
deBias
Recompute the '$d' component of a '"softImpute"' object...
Incomplete
create a matrix of class 'Incomplete'
Incomplete-class
Class '"Incomplete"'
lambda0
compute the smallest value for 'lambda' such that...
softImpute
impute missing values for a matrix via nuclear-norm...
softImpute-internal
Internal softImpute functions
SparseplusLowRank-class
Class '"SparseplusLowRank"'
splr
create a 'SparseplusLowRank' object
svd.als
compute a low rank soft-thresholded svd by alternating...

Files in this package

softImpute
softImpute/inst
softImpute/inst/doc
softImpute/inst/doc/softImpute.Rmd
softImpute/inst/doc/softImpute.html
softImpute/inst/doc/softImpute.R
softImpute/src
softImpute/src/suv.f
softImpute/src/suvC.f
softImpute/src/plusregC.f
softImpute/NAMESPACE
softImpute/R
softImpute/R/Ssimpute.als.R
softImpute/R/lambda0.R
softImpute/R/biScale.R
softImpute/R/onAttach.R
softImpute/R/impute.R
softImpute/R/Ssimpute.svd.R
softImpute/R/simpute.svd.R
softImpute/R/Ssvd.als.R
softImpute/R/na2Incomplete.R
softImpute/R/deBias.R
softImpute/R/svd.als.R
softImpute/R/clean.warm.start.R
softImpute/R/UD.R
softImpute/R/Methods_Incomplete.R
softImpute/R/softImpute.R
softImpute/R/suvC.R
softImpute/R/simpute.als.R
softImpute/R/suv.R
softImpute/R/centerScale.R
softImpute/R/Methods_splr.R
softImpute/vignettes
softImpute/vignettes/softImpute.Rmd
softImpute/MD5
softImpute/build
softImpute/build/vignette.rds
softImpute/DESCRIPTION
softImpute/man
softImpute/man/SparseplusLowRank-class.Rd
softImpute/man/splr.Rd
softImpute/man/complete.Rd
softImpute/man/lambda0.Rd
softImpute/man/deBias.Rd
softImpute/man/Incomplete-class.Rd
softImpute/man/svd.als.Rd
softImpute/man/Incomplete.Rd
softImpute/man/biScale.Rd
softImpute/man/softImpute.Rd
softImpute/man/softImpute-internal.Rd