iskandr/fancyimpute

Is there a param in the 'SoftImpute' function similar to 'lambda' in 'softImpute' in r?

wcanisay-y opened this issue · 1 comments

Hi! I appreciate this work very much.
However, I notice that in the 'readme.md' file the 'SoftImpute' function is said to be inspired by the [softImpute] package for R, but there is a critical param called 'lambda', which stands for the nuclear-norm regularization parameter: \min||X-M||o^2 +lambda||M||*, not mentioned in this 'SoftImpute' function.
I am wondering whether this param can be manually adjusted if I use the function because it is important to me. Thank you if you can help!

I think it should shrinkage_value. You should initiate SoftImpute(shrinkage_value=0.1). I also implemented SoftImpute based on Julia implementation https://github.com/YagmurGULEC/py-soft-impute/blob/master/soft_impute.py.