Julia Package for Matrix Imputation
Author MichaelLLi
2 Stars
Updated Last
2 Years Ago
Started In
November 2019


This is the Julia Repository for general low-rank Matrix/Tensor Completion (with/without Side Information). The main interface is:


  • A is the Matrix of size n x m/ Tensor of size n x m x p with missing entries. The entries missing should be of type Missing.
  • k is the desired integer rank of fitting. For Tensors, this is currently assumed to be the canonical CP/Kruskal rank.
  • kwargs are named optional arguments to specify hyperparameters for each method. For the specific names of the hyperparameters, please see the methods listed below.
  • method is the keyword for specifying the low rank imputation method. Currently the following methods are implemented:

Current version is tested on Julia v1.2.

R package fastImpute would be available soon.

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