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Implementation of Frank-Wolfe algorithm and Franck-Wolfe with "in-face" directions.

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Implementation of the Frank-Wolfe algorithm and the Frank-Wolfe with "in-face" directions for matrix completition problem.

Organization:

  • In the 'matricesFW' file you can find the different functions needed for doing the matrix completition problem.
  • An example of how to implement it is in the DatasetTesting notebook. It is implemented in two different cases:
    • Dummy Generated Dataset
    • GoodReads Reviews Dataset

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