Package: sgdGMF
Type: Package
Title: Estimation of Generalized Matrix Factorization Models via
        Stochastic Gradient Descent
Version: 1.0.1
Date: 2025-05-17
Authors@R: 
    c(person("Cristian", "Castiglione", email = "cristian_castiglione@libero.it", 
             role = c("aut","cre"), comment = c(ORCID = "0000-0001-5883-4890")),
      person("Davide", "Risso", email = "davide.risso@unipd.it", 
             role = c("ctb"), comment = c(ORCID = "0000-0001-8508-5012")),
      person("Alexandre", "Segers", email = "alexandre.segers@ugent.be", 
             role = c("ctb"), comment = c(ORCID = "0009-0004-2028-7595")))
Description: Efficient framework to estimate high-dimensional generalized matrix factorization models using penalized maximum likelihood under a dispersion exponential family specification. Either deterministic and stochastic methods are implemented for the numerical maximization. In particular, the package implements the stochastic gradient descent algorithm with a block-wise mini-batch strategy to speed up the computations and an efficient adaptive learning rate schedule to stabilize the convergence. All the theoretical details can be found in Castiglione et al. (2024, <doi:10.48550/arXiv.2412.20509>). Other methods considered for the optimization are the alternated iterative re-weighted least squares and the quasi-Newton method with diagonal approximation of the Fisher information matrix discussed in Kidzinski et al. (2022, <http://jmlr.org/papers/v23/20-1104.html>).
License: MIT + file LICENSE
Imports: Rcpp (>= 1.0.10), RcppArmadillo, RSpectra, parallel,
        doParallel, foreach, MASS, SuppDists, methods, generics,
        reshape2, ggpubr, viridisLite
LinkingTo: Rcpp, RcppArmadillo
Depends: R (>= 4.0.0), ggplot2
Suggests: testthat (>= 3.0.0), Rtsne, dplyr, knitr, rmarkdown
Config/testthat/edition: 3
Encoding: UTF-8
URL: https://github.com/CristianCastiglione/sgdGMF
BugReports: https://github.com/CristianCastiglione/sgdGMF/issues
RoxygenNote: 7.2.3
VignetteBuilder: knitr
NeedsCompilation: yes
Packaged: 2025-05-17 12:50:04 UTC; crist
Author: Cristian Castiglione [aut, cre] (ORCID:
    <https://orcid.org/0000-0001-5883-4890>),
  Davide Risso [ctb] (ORCID: <https://orcid.org/0000-0001-8508-5012>),
  Alexandre Segers [ctb] (ORCID: <https://orcid.org/0009-0004-2028-7595>)
Maintainer: Cristian Castiglione <cristian_castiglione@libero.it>
Repository: CRAN
Date/Publication: 2025-05-17 22:00:02 UTC
Built: R 4.6.0; x86_64-w64-mingw32; 2026-06-09 04:48:18 UTC; windows
Archs: x64
