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Matrix-factorization using SGD on GPU

Large scale matrix factorization on GPU. Instructions to run:

import MF

mf = MF(size_of_square_matrix, dim_of_factors, regularization_coef, learning_rate)

mf.mat_fact(num_iters)

W, H = mf.get_factors()

Requirements:

  1. Theano
  2. Numpy