Methods for choosing the rank of an SVD approximation via cross validation. The package provides both Gabriel-style "block" holdouts and Wold-style "speckled" holdouts. It also includes an implementation of the SVDImpute algorithm. For more information about Bi-cross-validation, see Owen & Perry's 2009 AoAS article (at http://arxiv.org/abs/0908.2062) and Perry's 2009 PhD thesis (at http://arxiv.org/abs/0909.3052).
Package details |
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Author | Patrick O. Perry |
Maintainer | Patrick O. Perry <pperry@stern.nyu.edu> |
License | BSD_3_clause + file LICENSE |
Version | 1.0.1 |
Package repository | View on GitHub |
Installation |
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