svt: Singular Value Thresholding in MATLAB
Many statistical learning methods such as matrix completion, matrix regression, and multiple response regression estimate a matrix of parameters. The nuclear norm regularization is frequently employed to achieve shrinkage and low rank solutions. To minimize a nuclear norm regularized loss function,...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Foundation for Open Access Statistics
2017-11-01
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| Series: | Journal of Statistical Software |
| Subjects: | |
| Online Access: | https://www.jstatsoft.org/index.php/jss/article/view/3308 |