[WIP] online matrix factorization with missing values #18492
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What does this implement/fix? Explain your changes.
Allow dict_learning_online to handles nan
todo
Any other comments?
Adapted from "Online Group-Structured Dictionary Learning " by Z. Szabo, B. Poczos, A. Lörnicz, 2011
The benchmarks are as follow:
The execution time of dict_learning_na is similar on small dataset w.r.t. dict_learning_online
The loss is also comparable to dict_learning_online
The reconstruction of missing values is compared with KNN, SoftImpute and IterativeSVD from fancyimpute. On the digits dataset
