Description Usage Arguments Details Value Note Author(s) See Also Examples
A function for standardizing a matrix in a symmetric
fashion. Generalizes the scale
function in R. Works with
matrices with NAs, matrices of class "Incomplete", and matrix in
"sparseMatrix" format.
1 2 |
x |
matrix, possibly with NAs, also of class "Incomplete" or "sparseMatrix" format. |
maxit |
When both row and column centering/scaling is requested, iteration is may be necessary |
thresh |
Convergence threshold |
row.center |
if |
row.scale |
if |
col.center |
Similar to |
col.scale |
Similar to |
trace |
with |
This function computes a transformation
\frac{X_{ij}-α_i-β_j}{γ_iτ_j}
to transform the matrix X. It uses an iterative algorithm based on "method-of-moments". At each step, all but one of the parameter vectors is fixed, and the remaining vector is computed to solve the required condition. Although in genereal this is not guaranteed to converge, it mostly does, and quite rapidly. When there are convergence problems, remove some of the required constraints. When any of the row/column centers or scales are provided, they are used rather than estimated in the above model.
A matrix like x
is returned, with attributes:
biScale:row |
a list with elements |
biScale:column |
Same details as |
For matrices with missing values, the constraints apply to the
non-missing entries. If x
is of class "sparseMatrix"
,
then the sparsity is maintained, and an object of class
"SparseplusLowRank"
is returned, such that the low-rank part
does the centering.
This function will be described in detail in a forthcoming paper
Trevor Hastie, with help from Andreas Buja and Steven Boyd
,
Maintainer: Trevor Hastie hastie@stanford.edu
softImpute
,Incomplete
,lambda0
,impute
,complete
,
and class "SparseplusLowRank"
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 | set.seed(101)
n=200
p=100
J=50
np=n*p
missfrac=0.3
x=matrix(rnorm(n*J),n,J)%*%matrix(rnorm(J*p),J,p)+matrix(rnorm(np),n,p)/5
xc=biScale(x)
ix=seq(np)
imiss=sample(ix,np*missfrac,replace=FALSE)
xna=x
xna[imiss]=NA
xnab=biScale(xna,row.scale=FALSE,trace=TRUE)
xnaC=as(xna,"Incomplete")
xnaCb=biScale(xnaC)
nnz=trunc(np*.3)
inz=sample(seq(np),nnz,replace=FALSE)
i=row(x)[inz]
j=col(x)[inz]
x=rnorm(nnz)
xS=sparseMatrix(x=x,i=i,j=j)
xSb=biScale(xS)
class(xSb)
|
Loading required package: Matrix
Loaded softImpute 1.4
Iter 1 Total Changes 540.9199
Iter 2 Total Changes 2.637058
Iter 3 Total Changes 0.006893276
Iter 4 Total Changes 1.801365e-05
Iter 5 Total Changes 6.575209e-08
Iter 6 Total Changes 2.867377e-10
[1] "SparseplusLowRank"
attr(,"package")
[1] "softImpute"
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