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Direct Robust Matrix Factorization
Document Type: Paper
Tags: robust, matrix factorization, anomaly detection, L0
Matrix factorization methods are extremely useful in many data mining tasks, yet their performances are often degraded by outliers. In this paper, we propose a novel robust matrix factorization algorithm that is insensitive to outliers. We directly formulate robust factorization as a matrix appr...
Direct Robust Matrix Factorization (DRMF)
Document Type: Software
Tags: matrix factorization, robust, sparse