flashier - Empirical Bayes Matrix Factorization

Implements empirical Bayes matrix factorization (EBMF), a flexible modeling framework for matrix factorization based on Wang and Stephens (2021) <https://jmlr.org/papers/v22/20-589.html>. Includes many popular matrix factorization methods such as SVD, sparse factor analysis (SFA), non-negative matrix factorization (NMF) and semi-non-negative matrix factorization (semi-NMF) as special cases. The model fitting algorithms are implemented using a modular computational framework that efficiently handles a variety of data types.