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Accelerated matrix Factorization via Infinite Latent Elements with structured shrinkage.
This project includes R functions to perform the XFILE algorithm. Given a matrix of Gaussian, binary or censored data y, the algorithm performs a fast factorization. The algorithm allows to take into consideration exogenous matrices x (covariates) and w (meta-covariates) that inform on the similiraty among rows and columns, respectively.