Locally Low-Rank operator

[baggepinnen]

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

[lostella]

Thank you @baggepinnen, I’m assuming this is in the context of IndBallRank or NuclearNorm or both?

[baggepinnen]

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.