Due to its structure, the convex formulation may prefer higher values of M no matter k using the current setup of cv.clpca. It may be better to see how well it reconstructs missing values of the matrix. Also, it is common for users to just have a holdout set of validation data, instead of looping over all folds.
Due to its structure, the convex formulation may prefer higher values of
Mno matterkusing the current setup ofcv.clpca. It may be better to see how well it reconstructs missing values of the matrix. Also, it is common for users to just have a holdout set of validation data, instead of looping over all folds.