Skip to content

krzakala/LowRAMP

Repository files navigation

LowRAMP: Low rank Approximate Message Passing, a MATLAB software for low rank matrix factorization based on belief propagation.
COPYRIGHT (C) 2015 Thibault Lesieur, Florent Krzakala and Lenka Zdeborova
Contact : florent.krzakala@ens.fr

This program is free software: you can redistribute it and/or modify it under the terms of the GNU General Public License as published by the Free Software Foundation, either version 3 of the License, or (at your option) any later version.

This program is distributed in the hope that it will be useful, but WITHOUT ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the GNU General Public License for more details.

You should have received a copy of the GNU General Public License along with this program.  If not, see <http://www.gnu.org/licenses/>.

- - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - 

Files included in this package :
    LowRAMP_UV.m : The main reconstruction code for UV' factorizarion
    run_LowRAMP_UX.m : a Demo file
    LowRAMP_XX.m : The main reconstruction code for XX' factorizarion
    run_LowRAMP_XX.m : a Demo file
    subroutines folder : all subroutines needed by the different parts of the algorithm. 
   
USAGE : from matlab, includes the two subfolders Functions and Subroutines (for instance using path(path,'./Functions');
path(path,'./Subroutines'); path(path,'./Functions');). 

Then run 
* demo_LowRAMP_UV for a UV factorization of a clustering  problem
* demo_PCA_and_completion for a completion problem
* demo_LowRAMP_XX for a community detection problem
* demo_Rank1_Submatrix for a submatrix localization problem

These equations are based on http://arxiv.org/abs/1503.00338 (ISIT 2015) and http://arxiv.org/abs/1507.03857
They follow from earlier works: 
http://arxiv.org/abs/1402.2238
http://arxiv.org/pdf/1202.2759.pdf
http://papers.nips.cc/paper/5074-low-rank-matrix-reconstruction-and-clustering-via-approximate-message-passing
Comments and remarks regarding bugs or functionalities are more than welcome.

About

Matlab code for Low rank Matrix Factorization with AMP

Resources

License

Stars

Watchers

Forks

Releases

No releases published

Packages

No packages published

Languages