set.penalty

Check if the input penalty parameters are allowed and set them to default
values if they are not. Returns a list of well-defined penalty parameters.

internal

Efficient framework to estimate high-dimensional generalized matrix factorization models using penalized maximum likelihood under a dispersion exponential family specification. Either deterministic and stochastic methods are implemented for the numerical maximization. In particular, the package implements the stochastic gradient descent algorithm with a block-wise mini-batch strategy to speed up the computations and an efficient adaptive learning rate schedule to stabilize the convergence. All the theoretical details can be found in Castiglione et al. (2024, <doi:10.48550/arXiv.2412.20509>). Other methods considered for the optimization are the alternated iterative re-weighted least squares and the quasi-Newton method with diagonal approximation of the Fisher information matrix discussed in Kidzinski et al. (2022, <http://jmlr.org/papers/v23/20-1104.html>).

Cristian Castiglione

sgdGMF

Estimation of Generalized Matrix Factorization Models via
Stochastic Gradient Descent

Davide Risso

Alexandre Segers

set.penalty function

<dl><dt>B</dt>
<dd>penalty parameter of <code>B</code></dd>
<dt>A</dt>
<dd>penalty parameter of <code>A</code></dd>
<dt>U</dt>
<dd>penalty parameter of <code>U</code></dd>
<dt>V</dt>
<dd>penalty parameter of <code>V</code></dd></dl>

Arguments

Check and set the penalty parameters — set.penalty

<dl>

<dt>B</dt>
<dd>penalty parameter of <code>B</code></dd>


<dt>A</dt>
<dd>penalty parameter of <code>A</code></dd>


<dt>U</dt>
<dd>penalty parameter of <code>U</code></dd>


<dt>V</dt>
<dd>penalty parameter of <code>V</code></dd>

</dl>

set.penalty: Check and set the penalty parameters

Description

Usage

Arguments