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bmcfee/RPCA Scikit-Learn.ipynb

Last active December 23, 2020 12:13
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RPCA Scikit-Learn.ipynb
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@bmcfee
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bmcfee commented Mar 16, 2016

👍 confirmed. Thanks!

@lseffer
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lseffer commented Jul 11, 2017 •
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Thanks for this, great work! If you want to omit using scipy.weave you can replace the contents of __l1_prox with

Y = np.zeros_like(A)
Y[A-r>0] = A[A-r>0]-r
Y[A+r<=0] = A[A+r<=0]+r

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