Open rbechto2 opened 5 years ago
Fixes #7048
Added an implementation of RPCA using the Alternating Direction Method of Multipliers (ADMM) optimization method.
The algorithm is adapted from Cian Scannell's implementation in October 2017 (https://github.com/cianmscannell/RPCA)
Reference issue
Fixes #7048
What does this implement/fix?
Added an implementation of RPCA using the Alternating Direction Method of Multipliers (ADMM) optimization method.
Additional information
The algorithm is adapted from Cian Scannell's implementation in October 2017 (https://github.com/cianmscannell/RPCA)