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Published 20 hours ago • verified publisher icon andland

Different options for cross validation

Open andland opened this issue 9 years ago • 0 comments

Due to its structure, the convex formulation may prefer higher values of M no matter k using the current setup of cv.clpca. It may be better to see how well it reconstructs missing values of the matrix. Also, it is common for users to just have a holdout set of validation data, instead of looping over all folds.

  • [ ] Matrix completion
  • [ ] Holdout validation

andland avatar May 02 '15 16:05 andland