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softImpute

swMATH ID: 12263
Software Authors: Trevor Hastie; Rahul Mazumder
Description: softImpute: Matrix Completion via Iterative Soft-Thresholded SVD. 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)
Homepage: http://cran.r-project.org/web/packages/softImpute/index.html
Source Code: https://github.com/cran/softImpute
Dependencies: R
Related Software: R; ElemStatLearn; missForest; MICE; impute; PROPACK; ADMiRA; missMDA; LMaFit; glmnet; CoSaMP; FactoMineR; MovieLens; PRMLT; RTRMC; Pyglrm; LowRankModels; Amelia; SDPLR; Jellyfish
Cited in: 80 Publications
all top 5

Cited by 203 Authors

6 Josse, Julie
6 Mazumder, Rahul
4 Wong, Raymond K. W.
3 Klopp, Olga
2 Chen, Songxi
2 Chen, Yuxin
2 Chi, Eric C.
2 Fan, Jianqing
2 Hastie, Trevor John
2 Husson, François
2 Li, Song
2 Ma, Cong
2 Mao, Xiaojun
2 Moulines, Eric
2 Taylor, Jonathan E.
2 Tibshirani, Robert John
2 Tibshirani, Ryan J.
2 Waegeman, Willem
2 Wang, Jianjun
2 Wang, Wendong
2 Wang, Zheng
2 Weng, Haolei
2 Yan, Yuling
2 Zhang, Feng
1 Absil, Pierre-Antoine
1 Airola, Antti
1 Aizenbud, Yariv
1 Allen, Genevera I.
1 Alquier, Pierre
1 Amjad, Muhammad
1 Ananiadou, Sophia
1 Audigier, Vincent
1 Averbuch, Amir Z.
1 Baraniuk, Richard G.
1 Bauch, Jonathan
1 Benner, Peter
1 Bertsimas, Dimitris John
1 Bhadra, Anindya
1 Bi, Xuan
1 Boivin, Michael J.
1 Bonnabel, Silvère
1 Bouwmans, Thierry
1 Boyer, Claire
1 Brockmeier, Austin J.
1 Cai, Yun
1 Chao, Hongyang
1 Chatterjee, Sourav
1 Chen, Canyi
1 Chen, Dirong
1 Cheng, Hong
1 Cheng, James
1 Chi, Yuejie
1 Cho, Juhee
1 Cobb, Curtiss
1 Cottet, Vincent
1 Dai, Ben
1 Datta, Jyotishka
1 Davulcu, Hasan
1 De Baets, Bernard
1 Dembczyński, Krzysztof
1 Ding, Zhuanlian
1 Dolgov, Sergey V.
1 Dong, Shuyu
1 Duarte, Leonardo Tomazeli
1 Durante, Daniele
1 Eghbali, Reza
1 Fan, Wei
1 Fazel, Maryam
1 Fishelov, Dalia
1 Fithian, William
1 Freund, Robert M.
1 Gallivan, Kyle A.
1 Gauss, Tobias
1 Ge, Meiling
1 Goulermas, John Yannis
1 Grigas, Paul
1 Guo, Huiyuan
1 Harris, Kameron Decker
1 Hoadley, Katherine A.
1 Hu, Liuyi
1 Huan, Guoqiang
1 Huang, Jianwen
1 Huang, Wei
1 Huang, Zheng-Hai
1 Hullermeier, Eyke
1 Jagabathula, Srikanth
1 Javed, Sajid
1 Jung, Soon Ki
1 Kim, Donggyu
1 Kim, Jongmin
1 Komaki, Fumiyasu
1 Kuang, Shenfen
1 Kumar, Anil
1 Kürschner, Patrick
1 Kwok, James T.
1 Lafond, Jean
1 Lai, Mingjun
1 Lange, Kenneth L.
1 Larsson, Viktor
1 Lavor, Carlile Campos
...and 103 more Authors
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Cited in 43 Serials

8 Journal of Machine Learning Research (JMLR)
4 The Annals of Statistics
4 Journal of the American Statistical Association
4 Electronic Journal of Statistics
4 The Annals of Applied Statistics
4 Statistics and Computing
3 Journal of Computational and Applied Mathematics
3 Computational Statistics and Data Analysis
3 Applied and Computational Harmonic Analysis
3 Journal of Computational and Graphical Statistics
2 Journal of Multivariate Analysis
2 Statistical Science
2 Linear Algebra and its Applications
2 SIAM Journal on Optimization
2 Science China. Mathematics
1 Biometrics
1 Information Sciences
1 Operations Research
1 Statistics & Probability Letters
1 Applied Mathematics Letters
1 Machine Learning
1 Neural Computation
1 Economics Letters
1 Applications of Mathematics
1 Computational Statistics
1 European Journal of Operational Research
1 Stochastic Processes and their Applications
1 Computational Optimization and Applications
1 SIAM Journal on Scientific Computing
1 Statistical Papers
1 International Journal of Computer Vision
1 Computational and Applied Mathematics
1 Statistica Sinica
1 Advances in Computational Mathematics
1 Bernoulli
1 Data Mining and Knowledge Discovery
1 International Journal of Wavelets, Multiresolution and Information Processing
1 Advances in Data Analysis and Classification. ADAC
1 Journal of Statistical Theory and Practice
1 The Journal of Mathematical Neuroscience
1 Computer Science Review
1 Journal of Statistical Distributions and Applications
1 SIAM Journal on Mathematics of Data Science

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