Collective matrix factorization

Collective matrix factorization (CMF) finds joint low-rank representations for a collection of matrices with shared row or column entities. This code learns variational Bayesian approximation for CMF, supporting multiple likelihood potentials and missing data, while identifying both factors shared by multiple matrices and factors private for each matrix.


Reference manual

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1.0 by Arto Klami, 5 years ago

Browse source code at

Authors: Arto Klami and Lauri Väre

Documentation:   PDF Manual  

Task views: Missing Data

GPL (>= 2) license

Imports Rcpp

Linking to Rcpp

See at CRAN