Hello, which is the state of the art package for collaborative filtering/missing imputation in julia using rank-constrained matrix factorisation and regularisation ?
For example for constrained rank 1, the missing points are given by the minimisation of the loss equation:
J(\mathbf{u},\mathbf{v}; Y, \lambda) = \frac{\sum_{a,i \in D} (Y_{a,i} - u_a * v_i)^2}{2} + \frac{\lambda}{2}\sum_a^n u_a^2 + \frac{\lambda}{2}\sum_i^m v_i^2
where D is the set of missing points and the optimisation can be achieved by ussing an iterative algorithm like the alternating least square algorithm.
Is there any package that already implement this in Julia ?