Simple implementation of Exact Matrix Completion via Convex Optimization by Emmanuel Candes and Benjamin Recht using cvxpy.
Usage
from fancyimpute import MatrixCompletion
completion = MatrixCompletion(
min_value=0.0,
max_value=1.0,
error_tolerance=0.0005)
# X_incomplete has missing data which is represented with NaN values
X_filled = completion.complete(X_incomplete, verbose=True)
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