Implementation of Robust Principal Component Analysis (RPCA) #1
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adam2392
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Dec 11, 2019
* add info / refs on limo dataset add sklearn regression add class linear regression update limo doc fix limo fetcher docstring fix merging issues * FIX: Indentation * FIX: A couple more * STY: Nitpicks [ci skip] * ENH: Links * Apply suggestions from code review add jonas suggestions Co-Authored-By: jona-sassenhagen <[email protected]> * fix syntax + remaining issues * tighten up prose and code (#1) * drop class approach / add LIMO_PATH to config * Apply suggestions from code review Co-Authored-By: Daniel McCloy <[email protected]>
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Reference issue
Fixes mne-tools#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)