Other packages > Find by keyword >

sgdGMF  

Estimation of Generalized Matrix Factorization Models via Stochastic Gradient Descent
View on CRAN: Click here


Download and install sgdGMF package within the R console
Install from CRAN:
install.packages("sgdGMF")

Install from Github:
library("remotes")
install_github("cran/sgdGMF")

Install by package version:
library("remotes")
install_version("sgdGMF", "1.0.1")



Attach the package and use:
library("sgdGMF")
Maintained by
Cristian Castiglione
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2025-02-13
Latest Update: 2025-05-17
Description:
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>).
How to cite:
Cristian Castiglione (2025). sgdGMF: Estimation of Generalized Matrix Factorization Models via Stochastic Gradient Descent. R package version 1.0.1, https://cran.r-project.org/web/packages/sgdGMF. Accessed 02 Nov. 2026.
Previous versions and publish date:
(2026-07-09 07:03), 1.0 (2025-02-13 11:30)
Other packages that cited sgdGMF R package
View sgdGMF citation profile
Other R packages that sgdGMF depends, imports, suggests or enhances
Complete documentation for sgdGMF
Functions, R codes and Examples using the sgdGMF R package
Full sgdGMF package functions and examples
Downloads during the last 30 days

Today's Hot Picks in Authors and Packages

EDOtrans  
Euclidean Distance-Optimized Data Transformation
A data transformation method which takes into account the special property of scale non-invariance w ...
Download / Learn more Package Citations See dependency  
quickcode  
Quick and Essential 'R' Tricks for Better Scripts
The NOT functions, 'R' tricks and a compilation of some simple quick plus often used 'R' codes to im ...
Download / Learn more Package Citations See dependency  
VFP  
Variance Function Program
Variance function estimation for models proposed by W. Sadler in his variance function program ('VF ...
Download / Learn more Package Citations See dependency  
palaeoverse  
Prepare and Explore Data for Palaeobiological Analyses
Provides functionality to support data preparation and exploration for palaeobiological analyses, i ...
Download / Learn more Package Citations See dependency  
aws.translate  
Client for 'AWS Translate'
A client for 'AWS Translate' , a machine translation ...
Download / Learn more Package Citations See dependency  
SemiEstimate  
Solve Semi-Parametric Estimation by Implicit Profiling
Semi-parametric estimation problem can be solved by two-step Newton-Raphson iteration. The implicit ...
Download / Learn more Package Citations See dependency  

29,315

R Packages

247,686

Dependencies

77,531

Author Associations

29,316

Publication Badges

© Copyright since 2022. All right reserved, rpkg.net.  Based in Cambridge, Massachusetts, USA