LowRankModels swMATH ID: 27002 Software Authors: Udell, Madeleine; Horn, Corinne; Zadeh, Reza; Boyd, Stephen Description: LowRankModels.jl is a julia package for modeling and fitting generalized low rank models (GLRMs). GLRMs model a data array by a low rank matrix, and include many well known models in data analysis, such as principal components analysis (PCA), matrix completion, robust PCA, nonnegative matrix factorization, k-means, and many more. For more information on GLRMs, see our paper. There is a python interface to this package, and a GLRM implementation in the H2O machine learning platform with interfaces in a variety of languages. LowRankModels.jl makes it easy to mix and match loss functions and regularizers to construct a model suitable for a particular data set. In particular, it supports: using different loss functions for different columns of the data array, which is useful when data types are heterogeneous (eg, real, boolean, and ordinal columns); fitting the model to only some of the entries in the table, which is useful for data tables with many missing (unobserved) entries; and adding offsets and scalings to the model without destroying sparsity, which is useful when the data is poorly scaled. Homepage: https://github.com/madeleineudell/LowRankModels.jl Source Code: https://github.com/madeleineudell/LowRankModels.jl Dependencies: Julia Keywords: principal component analysis; generalized regularization; generalized loss function; fitting low rank models; Python implementation; Julia implementation; Spark implementation Related Software: Pyglrm; softImpute; R; PMA; LBFGS-B; Adam; GloVe; OptShrink; ePCA; GitHub; TensorToolbox; OBOE; Julia; denoiseR; PROPACK; LMaFit; FactoMineR; FTVd; STL-10 dataset; dSprites Cited in: 41 Publications Standard Articles 1 Publication describing the Software, including 1 Publication in zbMATH Year Generalized low rank models. Zbl 1350.68221Udell, Madeleine; Horn, Corinne; Zadeh, Reza; Boyd, Stephen 2016 all top 5 Cited by 99 Authors 4 Gillis, Nicolas 4 Josse, Julie 3 Udell, Madeleine 2 Bigot, Jéremie 2 Boyd, Stephen Poythress 2 Deledalle, Charles-Alban 2 Fithian, William 2 Hong, David 2 Jiang, Min 2 Klopp, Olga 2 Kolda, Tamara Gibson 2 Meng, Zhiqing 2 Pong, Ting Kei 2 Shen, Rui 2 Woodruff, David P. 1 Abdolali, Maryam 1 Aggarwal, Charu C. 1 Alaya, Mokhtar Z. 1 Aravkin, Aleksandr Y. 1 Archetti, Francesco 1 Avron, Haim 1 Bai, Jushan 1 Balcan, Maria-Florina 1 Becker, Stephen R. 1 Berk Wheelock, Lauren 1 Bossmann, Florian 1 Boyer, Claire 1 Candelieri, Antonio 1 Chen, Cathy Yi-Hsuan 1 Chen, Kun 1 Chen, Xiaojun 1 Chen, Yunxiao 1 Clarkson, Kenneth L. 1 Daneshmand, Amir 1 Dang, Chuangyin 1 De Handschutter, Pierre 1 Dey, Dipak Kumar 1 Dobriban, Edgar 1 Driggs, Derek 1 Duersch, Jed A. 1 Dutta, Aritra 1 Facchinei, Francisco 1 Féral, Delphine 1 Févotte, Cédric 1 Filstroff, Louis 1 Galuzzi, Bruno G. 1 Giordani, Ilaria 1 Härdle, Wolfgang Karl 1 Hien, Le Thi Khanh 1 Horn, Corinne 1 Kallus, Nathan 1 Klochkov, Yegor 1 Landgraf, Andrew J. 1 Lee, Yoonkyung 1 Lei, Jing 1 Li, Gen 1 Li, Guoyin 1 Li, Xiaoou 1 Li, Xin 1 Li, Xinrong 1 Liang, Jian 1 Liang, Yingyu 1 Lin, Kevin Z. 1 Liu, Lydia T. 1 Lumbreras, Alberto 1 Luo, Chongliang 1 Ma, Jianwei 1 Mazumder, Rahul 1 Moulines, Eric 1 Ng, Serena 1 Pachamanova, Dessislava A. 1 Perego, Riccardo 1 Phan, Duy Nhat 1 Robin, Geneviève 1 Roeder, Kathryn 1 Sadler, Brian M. 1 Saul, Lawrence K. 1 Scutari, Gesualdo 1 Shitov, Yaroslav Nikolaevich 1 Siebert, Xavier 1 Singer, Amit 1 Song, Zhao 1 Sportisse, Aude 1 Sun, Ying 1 Tibshirani, Robert John 1 Townsend, Alex 1 Ungun, Barıṣ 1 Wager, Stefan 1 Wang, Fei 1 Xing, Lei 1 Xiu, Naihua 1 Xu, Leiyan 1 Yang, Lei 1 Yu, Peiran 1 Zadeh, Reza 1 Zhang, Changshui 1 Zhang, Hongyang 1 Zhang, Siliang 1 Zhou, Shenglong all top 5 Cited in 27 Serials 5 Journal of Machine Learning Research (JMLR) 4 SIAM Journal on Mathematics of Data Science 3 Journal of the American Statistical Association 3 Journal of Multivariate Analysis 2 Journal of Econometrics 1 Journal of Optimization Theory and Applications 1 Operations Research 1 Statistical Science 1 Asia-Pacific Journal of Operational Research 1 SIAM Journal on Matrix Analysis and Applications 1 Journal of Global Optimization 1 European Journal of Operational Research 1 Linear Algebra and its Applications 1 SIAM Review 1 Computational Statistics and Data Analysis 1 SIAM Journal on Optimization 1 Computational Optimization and Applications 1 SIAM Journal on Scientific Computing 1 INFORMS Journal on Computing 1 Data Mining and Knowledge Discovery 1 Foundations of Computational Mathematics 1 Computational Management Science 1 Inverse Problems and Imaging 1 The Annals of Applied Statistics 1 Foundations and Trends in Machine Learning 1 Statistics and Computing 1 Computer Science Review all top 5 Cited in 12 Fields 23 Statistics (62-XX) 15 Operations research, mathematical programming (90-XX) 11 Numerical analysis (65-XX) 11 Computer science (68-XX) 10 Linear and multilinear algebra; matrix theory (15-XX) 2 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 2 Information and communication theory, circuits (94-XX) 1 Mathematical logic and foundations (03-XX) 1 Calculus of variations and optimal control; optimization (49-XX) 1 Probability theory and stochastic processes (60-XX) 1 Geophysics (86-XX) 1 Biology and other natural sciences (92-XX) Citations by Year