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.

Version: 1.0
Depends: Matrix, methods
Published: 2013-04-03
Author: Trevor Hastie and Rahul Mazumder
Maintainer: Trevor Hastie <hastie at>
License: GPL-2
NeedsCompilation: yes
CRAN checks: softImpute results


Reference manual: softImpute.pdf
Package source: softImpute_1.0.tar.gz
Windows binaries: r-devel:, r-release:, r-oldrel:
OS X Snow Leopard binaries: r-release: softImpute_1.0.tgz, r-oldrel: softImpute_1.0.tgz
OS X Mavericks binaries: r-release: softImpute_1.0.tgz