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Matlab code for Low rank Matrix Factorization with AMP
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krzakala/LowRAMP
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LowRAMP: Low rank Approximate Message Passing, a MATLAB software for low rank matrix factorization based on belief propagation. COPYRIGHT (C) 2015 Thibault Lesieur, Florent Krzakala and Lenka Zdeborova Contact : florent.krzakala@ens.fr This program is free software: you can redistribute it and/or modify it under the terms of the GNU General Public License as published by the Free Software Foundation, either version 3 of the License, or (at your option) any later version. This program is distributed in the hope that it will be useful, but WITHOUT ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public License for more details. You should have received a copy of the GNU General Public License along with this program. If not, see <http://www.gnu.org/licenses/>. - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - Files included in this package : LowRAMP_UV.m : The main reconstruction code for UV' factorizarion run_LowRAMP_UX.m : a Demo file LowRAMP_XX.m : The main reconstruction code for XX' factorizarion run_LowRAMP_XX.m : a Demo file subroutines folder : all subroutines needed by the different parts of the algorithm. USAGE : from matlab, includes the two subfolders Functions and Subroutines (for instance using path(path,'./Functions'); path(path,'./Subroutines'); path(path,'./Functions');). Then run * demo_LowRAMP_UV for a UV factorization of a clustering problem * demo_PCA_and_completion for a completion problem * demo_LowRAMP_XX for a community detection problem * demo_Rank1_Submatrix for a submatrix localization problem These equations are based on http://arxiv.org/abs/1503.00338 (ISIT 2015) and http://arxiv.org/abs/1507.03857 They follow from earlier works: http://arxiv.org/abs/1402.2238 http://arxiv.org/pdf/1202.2759.pdf http://papers.nips.cc/paper/5074-low-rank-matrix-reconstruction-and-clustering-via-approximate-message-passing Comments and remarks regarding bugs or functionalities are more than welcome.
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