rsparse

Description

Implements many algorithms for statistical learning on sparse matrices - matrix factorizations, matrix completion, elastic net regressions, factorization machines. Also 'rsparse' enhances 'Matrix' package by providing methods for multithreaded <sparse, dense> matrix products and native slicing of the sparse matrices in Compressed Sparse Row (CSR) format. List of the algorithms for regression problems: 1) Elastic Net regression via Follow The Proximally-Regularized Leader (FTRL) Stochastic Gradient Descent (SGD), as per McMahan et al(, <doi:10.1145/2487575.2488200>) 2) Factorization Machines via SGD, as per Rendle (2010, <doi:10.1109/ICDM.2010.127>) List of algorithms for matrix factorization and matrix completion: 1) Weighted Regularized Matrix Factorization (WRMF) via Alternating Least Squares (ALS) - paper by Hu, Koren, Volinsky (2008, <doi:10.1109/ICDM.2008.22>) 2) Maximum-Margin Matrix Factorization via ALS, paper by Rennie, Srebro (2005, <doi:10.1145/1102351.1102441>) 3) Fast Truncated Singular Value Decomposition (SVD), Soft-Thresholded SVD, Soft-Impute matrix completion via ALS - paper by Hastie, Mazumder et al. (2014, <doi:10.48550/arXiv.1410.2596>) 4) Linear-Flow matrix factorization, from 'Practical linear models for large-scale one-class collaborative filtering' by Sedhain, Bui, Kawale et al (2016, ISBN:978-1-57735-770-4) 5) GlobalVectors (GloVe) matrix factorization via SGD, paper by Pennington, Socher, Manning (2014, <https://aclanthology.org/D14-1162/>) Package is reasonably fast and memory efficient - it allows to work with large datasets - millions of rows and millions of columns. This is particularly useful for practitioners working on recommender systems.

Downloads

CRAN Check Status

Namespace in Imports field not imported from: ‘MatrixExtra’
  All declared Imports should be used.

Namespace in Imports field not imported from: ‘MatrixExtra’
  All declared Imports should be used.

  installed size is 10.2Mb
  sub-directories of 1Mb or more:
    libs   9.5Mb

  installed size is 10.9Mb
  sub-directories of 1Mb or more:
    libs  10.1Mb

Check History

Namespace in Imports field not imported from: ‘MatrixExtra’
  All declared Imports should be used.

Namespace in Imports field not imported from: ‘MatrixExtra’
  All declared Imports should be used.

  installed size is 10.2Mb
  sub-directories of 1Mb or more:
    libs   9.5Mb

  installed size is 10.9Mb
  sub-directories of 1Mb or more:
    libs  10.1Mb

Reverse Dependencies (3)

Dependency Network

Version History