sgdGMF: Estimation of Generalized Matrix Factorization Models viaStochastic Gradient Descent
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>).
| Version: | 1.0.1 |
| Depends: | R (≥ 4.0.0),ggplot2 |
| Imports: | Rcpp (≥ 1.0.10),RcppArmadillo,RSpectra, parallel,doParallel,foreach,MASS,SuppDists, methods,generics,reshape2,ggpubr,viridisLite |
| LinkingTo: | Rcpp,RcppArmadillo |
| Suggests: | testthat (≥ 3.0.0),Rtsne,dplyr,knitr,rmarkdown |
| Published: | 2025-05-17 |
| DOI: | 10.32614/CRAN.package.sgdGMF |
| Author: | Cristian Castiglione [aut, cre], Davide Risso [ctb], Alexandre Segers [ctb] |
| Maintainer: | Cristian Castiglione <cristian_castiglione at libero.it> |
| BugReports: | https://github.com/CristianCastiglione/sgdGMF/issues |
| License: | MIT + fileLICENSE |
| URL: | https://github.com/CristianCastiglione/sgdGMF |
| NeedsCompilation: | yes |
| Materials: | README,NEWS |
| CRAN checks: | sgdGMF results |
Documentation:
| Reference manual: | sgdGMF.html ,sgdGMF.pdf |
| Vignettes: | algorithms (source,R code) initialization (source,R code) introduction (source,R code) residuals (source,R code) |
Downloads:
| Package source: | sgdGMF_1.0.1.tar.gz |
| Windows binaries: | r-devel:sgdGMF_1.0.1.zip, r-release:sgdGMF_1.0.1.zip, r-oldrel:sgdGMF_1.0.1.zip |
| macOS binaries: | r-release (arm64):sgdGMF_1.0.1.tgz, r-oldrel (arm64):sgdGMF_1.0.1.tgz, r-release (x86_64):sgdGMF_1.0.1.tgz, r-oldrel (x86_64):sgdGMF_1.0.1.tgz |
| Old sources: | sgdGMF archive |
Reverse dependencies:
| Reverse depends: | omicsGMF |
Linking:
Please use the canonical formhttps://CRAN.R-project.org/package=sgdGMFto link to this page.