eimpute

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Efficiently Impute Large Scale Incomplete Matrix

Jin Zhu, Zhe Gao, Junxian Zhu, Xueqin Wang

Last update: 18 February 2024

Copyright license: GNU General Public License, version 3.0, File License

Software version identifier: 0.2.2, 0.1.0, 0.1.1, 0.2.1, 0.2.3

Description

Efficiently impute large scale matrix with missing values via its unbiased low-rank matrix approximation. Our main approach is Hard-Impute algorithm proposed in <https://www.jmlr.org/papers/v11/mazumder10a.html>, which achieves highly computational advantage by truncated singular-value decomposition.

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