About: A fast, flexible C++ machine learning library, with bindings to other languages. Changes:Released June 8th, 2018.
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About: A Matlab implementation of Sparse PCA using the inverse power method for nonlinear eigenproblems. Changes:
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About: PCVM library a c++/armadillo implementation of the Probabilistic Classification Vector Machine. Changes:30.10.2015 * code has been revised in some places fixing also some errors different multiclass schemes and hdf5 file support added. Some speed ups and memory savings by better handling of intermediate objects. 27.05.2015: - Matlab binding under Windows available. Added a solution file for VS'2013 express to compile a matlab mex binding. Can not yet confirm that under windows the code is really using multiple cores (under linux it does) 29.04.2015 * added an implementation of the Nystroem based PCVM includes: Nystroem based singular value decomposition (SVD), eigenvalue decomposition (EVD) and pseudo-inverse calculation (PINV) 22.04.2015 * implementation of the PCVM released
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About: A work in progress Changes:Initial Announcement on mloss.org.
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About: redsvd is a library for solving several matrix decomposition (SVD, PCA, eigen value decomposition) redsvd can handle very large matrix efficiently, and optimized for a truncated SVD of sparse matrices. For example, redsvd can compute a truncated SVD with top 20 singular values for a 100K x 100K matrix with 10M nonzero entries in about two second. Changes:Initial Announcement on mloss.org.
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