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 Standard Articles 2 Publications describing the Software, including 2 Publications in zbMATH Year Matrix completion and low-rank SVD via fast alternating least squares. Zbl 1352.65117Hastie, Trevor; Mazumder, Rahul; Lee, Jason D.; Zadeh, Reza 2015 Spectral regularization algorithms for learning large incomplete matrices. Zbl 1242.68237Mazumder, Rahul; Hastie, Trevor; Tibshirani, Robert 2010 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 all top 5 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 all top 5 Cited in 15 Fields 52 Statistics (62-XX) 25 Linear and multilinear algebra; matrix theory (15-XX) 24 Numerical analysis (65-XX) 16 Computer science (68-XX) 14 Operations research, mathematical programming (90-XX) 8 Probability theory and stochastic processes (60-XX) 5 Biology and other natural sciences (92-XX) 4 Information and communication theory, circuits (94-XX) 2 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 1 History and biography (01-XX) 1 Combinatorics (05-XX) 1 Operator theory (47-XX) 1 Geometry (51-XX) 1 Differential geometry (53-XX) 1 Quantum theory (81-XX) Citations by Year