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 03 Jul. 2026.
Previous versions and publish date:
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

GaussSuppression  
Tabular Data Suppression using Gaussian Elimination
A statistical disclosure control tool to protect tables by suppression using the Gaussian eliminati ...
Download / Learn more Package Citations See dependency  
MANOVA.RM  
Resampling-Based Analysis of Multivariate Data and Repeated Measures Designs
Implemented are various tests for semi-parametric repeated measures and general MANOVA designs that ...
Download / Learn more Package Citations See dependency  
gap.datasets  
Datasets for 'gap'
Datasets associated with the 'gap' package. Currently, it includes an example data for regional ass ...
Download / Learn more Package Citations See dependency  
tabbycat  
Tabulate and Summarise Categorical Data
Functions for tabulating and summarising categorical variables. Most functions are designed to work ...
Download / Learn more Package Citations See dependency  
reportROC  
An Easy Way to Report ROC Analysis
Provides an easy way to report the results of ROC analysis, including: 1. an ROC curve. 2. the val ...
Download / Learn more Package Citations See dependency  
r2resize  
In-Text Resize for Images, Tables and Fancy Resize Containers in 'shiny', 'rmarkdown' and 'quarto' Documents
Automatic resizing toolbar for containers, images and tables. Various resizable or expandable contai ...
Download / Learn more Package Citations See dependency  

27,653

R Packages

236,180

Dependencies

73,487

Author Associations

27,536

Publication Badges

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