title: Does fancyimpute's SoftImpute require normalized data?
body: <p>The page <a href="https://pypi.python.org/pypi/fancyimpute" rel="nofollow noreferrer">https://pypi.python.org/pypi/fancyimpute</a> has the line</p>
  
  <pre><code># Instead of solving the nuclear norm objective directly, instead
  # induce sparsity using singular value thresholding
  X_filled_softimpute = SoftImpute().complete(X_incomplete_normalized)
  </code></pre>
  
  <p>which kind of suggests that I need to normalize the input data. However I did not find any details on the internet, what exactly is meant by that. Do I have to normalize my data beforehand and what exactly is expected?</p>