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Pp-SI does the best in prediction error, closely followed by Soft-Impute. Both Hard-Impute, OptSpace have poor prediction error apart from near the true rank of the matrix ie 6 where they show reasonable performance. SVT algorithm does very poorly in prediction error — it recovers a matrix with high nuclear norm and rank > 60 where the true rank is only 6. OptSpace is evaluated for a series of ranks ≤ 35.
