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CMF: Collective Matrix Factorization

Collective matrix factorization (CMF) finds joint low-rank representations for a collection of matrices with shared row or column entities. This code learns a variational Bayesian approximation for CMF, supporting multiple likelihood potentials and missing data, while identifying both factors shared by multiple matrices and factors private for each matrix. For further details on the method see Klami et al. (2014) <doi:10.48550/arXiv.1312.5921>. The package can also be used to learn Bayesian canonical correlation analysis (CCA) and group factor analysis (GFA) models, both of which are special cases of CMF. This is likely to be useful for people looking for CCA and GFA solutions supporting missing data and non-Gaussian likelihoods. See Klami et al. (2013) <https://research.cs.aalto.fi/pml/online-papers/klami13a.pdf> and Virtanen et al. (2012) <http://proceedings.mlr.press/v22/virtanen12.html> for details on Bayesian CCA and GFA, respectively.

Version: 1.0.3
Imports: stats
LinkingTo: cpp11
Published: 2022-08-09
DOI: 10.32614/CRAN.package.CMF
Author: Arto Klami [aut], Lauri Väre [aut], Felix Held [ctb, cre]
Maintainer: Felix Held <felix.held at gmail.com>
BugReports: https://github.com/cyianor/CMF/issues
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
NeedsCompilation: yes
Materials: README
In views: MissingData
CRAN checks: CMF results

Documentation:

Reference manual: CMF.pdf

Downloads:

Package source: CMF_1.0.3.tar.gz
Windows binaries: r-devel: CMF_1.0.3.zip, r-release: CMF_1.0.3.zip, r-oldrel: CMF_1.0.3.zip
macOS binaries: r-release (arm64): CMF_1.0.3.tgz, r-oldrel (arm64): CMF_1.0.3.tgz, r-release (x86_64): CMF_1.0.3.tgz, r-oldrel (x86_64): CMF_1.0.3.tgz
Old sources: CMF archive

Linking:

Please use the canonical form https://CRAN.R-project.org/package=CMF to link to this page.

These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.
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