Multiple regularizers on X

madeleineudell / LowRankModels.jl

LowRankModels.jl is a julia package for modeling and fitting generalized low rank models.

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Multiple regularizers on X #73

Closed amanoel closed 7 years ago

amanoel commented 7 years ago

As discussed in #72, it would be interesting to enable having one regularizer per column also on X, not only on Y. This is a straightforward generalization of the previous code. Moreover, an additional regularizer has been added: a quadratic regularizer removed by a fixed R-sized array (in other words, a Gaussian prior w/ non-zero mean).

Comments are welcome!

amanoel commented 7 years ago

Oops, sorry, didn't notice the conflicts before doing the PR! I had an old version I checked out on Julia... I'm gonna do a rebase later on today.

amanoel commented 7 years ago

Done! I've also added a test file to show the implemented features are working. Please let me know if there's anything I should change.