regularized_svd.hpp

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#ifndef MLPACK_METHODS_REGULARIZED_SVD_REGULARIZED_SVD_HPP
#define MLPACK_METHODS_REGULARIZED_SVD_REGULARIZED_SVD_HPP

#include <mlpack/prereqs.hpp>
#include <mlpack/core/optimizers/sgd/sgd.hpp>
#include <mlpack/methods/cf/cf.hpp>

#include "regularized_svd_function.hpp"

namespace mlpack {
namespace svd {

template<typename OptimizerType = mlpack::optimization::StandardSGD>
class RegularizedSVD
{
 public:
  RegularizedSVD(const size_t iterations = 10,
                 const double alpha = 0.01,
                 const double lambda = 0.02);

  void Apply(const arma::mat& data,
             const size_t rank,
             arma::mat& u,
             arma::mat& v);

 private:
  size_t iterations;
  double alpha;
  double lambda;
};

} // namespace svd
} // namespace mlpack

namespace mlpack {
namespace cf {

template<>
class FactorizerTraits<mlpack::svd::RegularizedSVD<> >
{
 public:
  static const bool UsesCoordinateList = true;
};

} // namespace cf
} // namespace mlpack

// Include implementation.
#include "regularized_svd_impl.hpp"

#endif