sgdGMF (version 1.0)

cpp.fit.airwls: Fit a GMF model using the AIRWLS algorithm

Description

Fit a GMF model using the AIRWLS algorithm

Usage

cpp.fit.airwls(
  Y,
  X,
  B,
  A,
  Z,
  U,
  V,
  O,
  W,
  familyname,
  linkname,
  varfname,
  ncomp,
  lambda,
  maxiter = 500L,
  nsteps = 1L,
  stepsize = 0.1,
  eps = 1e-08,
  nafill = 1L,
  tol = 1e-05,
  damping = 0.001,
  verbose = TRUE,
  frequency = 10L,
  parallel = FALSE,
  nthreads = 1L
)

Arguments

Y

matrix of responses (\(n \times m\))

X

matrix of row fixed effects (\(n \times p\))

B

initial row-effect matrix (\(n \times p\))

A

initial column-effect matrix (\(n \times q\))

Z

matrix of column fixed effects (\(m \times q\))

U

initial factor matrix (\(n \times d\))

V

initial loading matrix (\(m \times d\))

O

matrix of constant offset (\(n \times m\))

W

matrix of constant weights (\(n \times m\))

familyname

a glm model family name

linkname

a glm link function name

varfname

variance function name

ncomp

rank of the latent matrix factorization

lambda

penalization parameters

maxiter

maximum number of iterations

nsteps

number of inner Fisher scoring iterations

stepsize

stepsize of the inner Fisher scoring algorithm

eps

shrinkage factor for extreme predictions

nafill

how often the missing values are updated

tol

tolerance threshold for the stopping criterion

damping

diagonal dumping factor for the Hessian matrix

verbose

if TRUE, print the optimization status

frequency

how often the optimization status is printed

parallel

if TRUE, allows for parallel computing

nthreads

number of cores to be used in parallel