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MSE can be pretty easily calculated at run time - and seems like it could be a helpful diagnostic to check convergence. I'll see about adding sometime soon
I've added a function to calculate MSE here da1a7fa
I've left off by default since there is still a small performance penalty for calculating this, but if you pass 'calculate_training_loss=True' to alternating_least_squares this will calculate the loss at each iteration and log it out
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