Matlab code for:
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Q.Yao, J.T.Kwok, W.Zhong. Fast Low-Rank Matrix Learning with Nonconvex Regularization. IEEE International Conference on Data Mining (ICDM), Atlantic City, NJ, USA, Nov 2015
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Q. Yao, J. Kwok, T. Wang, T. Liu. Large-Scale Low-Rank Matrix Learning with Nonconvex Regularizers. IEEE Transactions on Pattern Analysis and Machine Intelligence (TPAMI). 2018
The code is verified with Matlab 2015a + windows 8.1 64bit + Visual Studio 2012. If wrong with mex files, please re-complie .c files with your local compiler in Matlab.
If any bug is found, feel free to contact the author, contact information can be found at: http://www.cse.ust.hk/~qyaoaa/