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
Config/pak/sysreqs: cmake make libicu-dev
Repository: https://cristiancastiglione.r-universe.dev
Date/Publication: 2025-12-15 10:24:44 UTC
RemoteUrl: https://github.com/cristiancastiglione/sgdgmf
RemoteRef: HEAD
RemoteSha: 343cdd4c13d25ed7dac2009731b1f2a7ac4574a6
NeedsCompilation: yes
Packaged: 2026-06-13 08:25:55 UTC; root
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>