softImpute (version 1.4)

deBias: Recompute the $d component of a "softImpute" object through regression.

Description

softImpute uses shrinkage when completing a matrix with missing values. This function debiases the singular values using ordinary least squares.

Usage

deBias(x, svdObject)

Arguments

x

matrix with missing entries, or a matrix of class "Incomplete"

svdObject

an SVD object, the output of softImpute

Value

An svd object is returned, with components "u", "d", and "v".

Details

Treating the "d" values as parameters, this function recomputes them by linear regression.

Examples

# NOT RUN {
set.seed(101)
n=200
p=100
J=50
np=n*p
missfrac=0.3
x=matrix(rnorm(n*J),n,J)%*%matrix(rnorm(J*p),J,p)+matrix(rnorm(np),n,p)/5
ix=seq(np)
imiss=sample(ix,np*missfrac,replace=FALSE)
xna=x
xna[imiss]=NA
fit1=softImpute(xna,rank=50,lambda=30)
fit1d=deBias(xna,fit1)
# }

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