基于SVD的矩阵缺失值填充

from __future__ import absolute_import
from __future__ import division
from __future__ import print_function

import copy

import numpy as np
from sklearn.decomposition import TruncatedSVD
from sklearn.utils import check_array

class IterativeSVD_mc:
    """The SVD method for matrix completion.
    The implementation is refered to "fancyimpute"
    whose github address is: https://github.com/iskandr/fancyimpute

    Parameters
    ----------
    rank: int, optional (default=10)
        The rank of the factorized matrix.

    convergence_threshold: float, optional (default=0.00001)
        The optimization precision.

    max_iters: int, optional (default=200)
        The max iteration of optimization.

    gradual_rank_increase: bool, optional (default=True)
        Whether to increase the value of rank gradually during the optimization procedure.

    svd_algorithm: string, default = "arpack"
        SV