svdplusplus.hpp

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#ifndef MLPACK_METHODS_SVDPLUSPLUS_SVDPLUSPLUS_HPP
#define MLPACK_METHODS_SVDPLUSPLUS_SVDPLUSPLUS_HPP

#include <mlpack/prereqs.hpp>
#include <mlpack/methods/cf/cf.hpp>

#include <ensmallen.hpp>

#include "svdplusplus_function.hpp"

namespace mlpack {
namespace svd {

template<typename OptimizerType = ens::StandardSGD>
class SVDPlusPlus
{
 public:
  SVDPlusPlus(const size_t iterations = 10,
              const double alpha = 0.001,
              const double lambda = 0.1);

  void Apply(const arma::mat& data,
             const arma::mat& implicitData,
             const size_t rank,
             arma::mat& u,
             arma::mat& v,
             arma::vec& p,
             arma::vec& q,
             arma::mat& y);

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

  static void CleanData(const arma::mat& implicitData,
                        arma::sp_mat& cleanedData,
                        const arma::mat& data);

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

} // namespace svd
} // namespace mlpack

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

#endif