rtemis (version 0.79)

d.H2OGLRM: Generalized Low-Rank Models (GLRM) on H2O

Description

Perform GLRM decomposition using h2o::h2o.glrm Given Input matrix A: A(m x n) = X(m x k) %*% Y(k x n)

Usage

d.H2OGLRM(x, x.test = NULL, x.valid = NULL, k = 3,
  ip = "localhost", port = 54321, transform = "NONE",
  loss = "Quadratic", regularization.x = "None",
  regularization.y = "None", gamma.x = 0, gamma.y = 0,
  max_iterations = 1000, max_updates = 2 * max_iterations,
  init_step_size = 1, min_step_size = 1e-04, seed = -1,
  init = "PlusPlus", svd.method = "Randomized", verbose = TRUE,
  print.plot = TRUE, plot.theme = getOption("rt.fit.theme",
  "lightgrid"), n.cores = rtCores, ...)

Arguments

x

Input data

x.test

Optional test set. Will be projected on to NMF basis

x.valid

Optional validation set

k

Integer: Rank of decomposition

ip

String: IP address of H2O server. Default = "localhost"

port

Integer: Port number for server. Default = 54321

transform

String: Transformation of input prior to decomposition

loss

String: Numeric loss function: "Quadratic", "Absolute", "Huber", "Poisson", "Hinge", "Logistic", "Periodic". Default = "Quadratic"

regularization.x

String: Regularization function for X matrix: "None", "Quadratic", "L2", "L1", "NonNegative", "OneSparse", "UnitOneSparse", "Simplex". Default = "None"

regularization.y

String: Regularization function for Y matrix: "None", "Quadratic", "L2", "L1", "NonNegative", "OneSparse", "UnitOneSparse", "Simplex". Default = "None"

gamma.x

Float: Regularization weight on X matrix. Default = 0

gamma.y

Float: Regularization weight on Y matrix. Default = 0

max_iterations

Integer: Maximum number of iterations. Default = 1000

max_updates

Integer: Maximum number of iterations. Default = 2 * max_iterations

init_step_size

Float: Initial step size. Default = 1

min_step_size

Float: Minimum step size. Default = .0001

seed

Integer: Seed for random number generator. Default = -1 (time-based)

init

String: Initialization mode: "Random", "SVD", "PlusPlus", "User". Default = "PlusPlus"

svd.method

String: SVD method for initialization: "GramSVD", "Power", "Randomized". Default = "Randomized"

verbose

Logical: If TRUE, print console messages

print.plot

Logical: If TRUE, print objective score against iteration number

plot.theme

String: Theme to pass to mplot3.xy if print.plot = TRUE

n.cores

Integer: Number of cores to use

...

Additional parameters to be passed to h2o::h2o.glrm

Value

rtDecom object

Details

Learn more about GLRM from the H2O tutorial https://github.com/h2oai/h2o-tutorials/blob/master/tutorials/glrm/glrm-tutorial.md

See Also

Other Decomposition: d.CUR, d.H2OAE, d.ICA, d.ISOMAP, d.KPCA, d.LLE, d.MDS, d.NMF, d.PCA, d.SPCA, d.SVD, d.TSNE, d.UMAP