The Matlab toolbox contains variants of probabilistic models for principal component analysis (PCA) in the presence of missing values. We also implemented unregularized approaches including least-squares and imputation algorithm. Some of the implemented algorithms work for huge datasets such as the Netflix data. The core computations are implemented in C++ with the possibility to use multiple processors.
Implemented algorithms:
See our JMLR paper explaining the math. Download the package.
You are at: CIS → Software by Alexander Ilin
Page maintained by webmaster at cis.hut.fi, last updated Friday, 09-May-2014 09:47:46 EEST