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I was thinking about composing it with NuclearNorm, but if the implementation could be generic with respect to the choice of inner prox, IndBallRank or NuclearNorm.
I would like to use the LLR operator, and am considering making a PR.
Reference:
"Local Low-Rank Matrix Approximation" Joonseok Lee et al.
https://static.googleusercontent.com/media/research.google.com/en//pubs/archive/45235.pdf
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