lmf.sql_in File Reference

SQL functions for low-rank matrix factorization. More...

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Functions
integer	lmf_igd_run (varchar rel_output, regclass rel_source, varchar col_row, varchar col_column, varchar col_value, integer row_dim="SELECT max(col_row) FROM rel_source", integer column_dim="SELECT max(col_col) FROM rel_source", integer max_rank=20, float8 stepsize=0.01, float8 scale_factor=0.1, integer num_iterations=10, float8 tolerance=0.0001)
	Low-rank matrix factorization of a incomplete matrix into two factors. More...

Detailed Description

Date

June 2012

See Also

For a brief introduction to Low-rank Matrix Factorization, see the module description Low-rank Matrix Factorization.

Definition in file lmf.sql_in.

Function Documentation

integer lmf_igd_run	(	varchar	rel_output,
		regclass	rel_source,
		varchar	col_row,
		varchar	col_column,
		varchar	col_value,
		integer	row_dim = "SELECT max(col_row) FROM rel_source",
		integer	column_dim = "SELECT max(col_col) FROM rel_source",
		integer	max_rank = 20,
		float8	stepsize = 0.01,
		float8	scale_factor = 0.1,
		integer	num_iterations = 10,
		float8	tolerance = 0.0001
	)

This function takes as input the table representation of a incomplete matrix in the sparse (i, j, value) format and decomposes it into the specified set of most significant features of matrices of U and V matrix. The input matrix is expected to have dimension [1:row_dim][1:column_dim], but in sparse format.

Parameters

rel_output	Name of the table that the factors will be appended to
rel_source	Name of the table/view with the source data
col_row	Name of the column containing cell row number
col_column	Name of the column containing cell column number
col_value	Name of the column containing cell value
row_dim	Maximum number of rows of input
column_dim	Maximum number of columns of input
max_rank	Rank of desired approximation
stepsize	Hyper-parameter that decides how aggressive that the gradient steps are
scale_factor	Hyper-parameter that decides scale of initial factors
num_iterations	Maximum number if iterations to perform regardless of convergence
tolerance	Acceptable level of error in convergence.

Definition at line 278 of file lmf.sql_in.