资源简介
Tianyi Zhou,Dacheng Tao等人提出的GoDec模型,适用于低秩分解。
代码片段和文件信息
function [LSRMSEerror]=GoDec(Xrankcardpower)
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
% GoDec Algotithm
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
%INPUTS:
%X: nxp data matrix with n samples and p features
%rank: rank(L)<=rank
%card: card(S)<=card
%power: >=0 power scheme modification increasing it lead to better
%accuracy and more time cost
%OUTPUTS:
%L:Low-rank part
%S:Sparse part
%RMSE: error
%error: ||X-L-S||/||X||
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
%REFERENCE:
%Tianyi Zhou and Dacheng Tao “GoDec: Randomized Lo-rank & Sparse Matrix
%Decomposition in Noisy Case“ ICML 2011
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
%Tianyi Zhou 2011 All rights reserved
评论
共有 条评论