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fancyimpute

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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