2011 | OriginalPaper | Chapter
Algorithms and Literate Programs for Weighted Low-Rank Approximation with Missing Data
Author : Ivan Markovsky
Published in: Approximation Algorithms for Complex Systems
Publisher: Springer Berlin Heidelberg
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Linear models identification from data with missing values is posed as a weighted low-rank approximation problem with weights related to the missing values equal to zero. Alternating projections and variable projections methods for solving the resulting problem are outlined and implemented in a literate programming style, using Matlab/Octave’s scripting language. The methods are evaluated on synthetic data and real data from the MovieLens data sets.