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Implementation of Robust Principal Component Analysis (RPCA)#1

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Implementation of Robust Principal Component Analysis (RPCA)#1
rbechto2 wants to merge 2 commits intomasterfrom
rpcaDev

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Reference issue

Fixes mne-tools#7048

What does this implement/fix?

Added an implementation of RPCA using the Alternating Direction Method of Multipliers (ADMM) optimization method.

Additional information

The algorithm is adapted from Cian Scannell's implementation in October 2017 (https://github.com/cianmscannell/RPCA)

@rbechto2 rbechto2 requested a review from adam2392 November 11, 2019 19:01
adam2392 pushed a commit that referenced this pull request Dec 11, 2019
* add info / refs on limo dataset

add sklearn regression

add class linear regression

update limo doc

fix limo fetcher docstring

fix merging issues

* FIX: Indentation

* FIX: A couple more

* STY: Nitpicks [ci skip]

* ENH: Links

* Apply suggestions from code review

add jonas suggestions

Co-Authored-By: jona-sassenhagen <[email protected]>

* fix syntax + remaining issues

* tighten up prose and code (#1)

* drop class approach / add LIMO_PATH to config

* Apply suggestions from code review

Co-Authored-By: Daniel McCloy <[email protected]>
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Implementation Robust Principal Component Analysis (RPCA) for EEG Noise Detection

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