fancyimpute 0.0.1

Matrix completion using nuclear norm minimization

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)