Generalized Reduce Rank Latent Factor Regression (GRRLF)

This package includes:

• GM-GRRLF General manifold GRRLF solver (implemented with Riemannian manifold optimization).
• NNR-GRRLF Nuclear norm regularization based GRRLF solver.
• RRR-PCA-GRRLF Simplest RRR-PCA implementation.

For completeness, GRRLF is distributed with Manopt 2.0.0.

Current release: v 0.1.0

2016-07-30 Moved to Github
2016-04-15 v 0.1.0 released

Refer to the following paper for technical details:

C. Tao and J. Feng (2016) Generalized reduced rank latent factor regression for high dimensional tensor fields, and neuroimaging-genetic applications. (under revision)

Please cite the above reference if you use GRRLF in your published research.