English

A Note on Alternating Minimization Algorithm for the Matrix Completion Problem

Machine Learning 2016-09-21 v1 Machine Learning Numerical Analysis

Abstract

We consider the problem of reconstructing a low rank matrix from a subset of its entries and analyze two variants of the so-called Alternating Minimization algorithm, which has been proposed in the past. We establish that when the underlying matrix has rank r=1r=1, has positive bounded entries, and the graph G\mathcal{G} underlying the revealed entries has bounded degree and diameter which is at most logarithmic in the size of the matrix, both algorithms succeed in reconstructing the matrix approximately in polynomial time starting from an arbitrary initialization. We further provide simulation results which suggest that the second algorithm which is based on the message passing type updates, performs significantly better.

Keywords

Cite

@article{arxiv.1602.02164,
  title  = {A Note on Alternating Minimization Algorithm for the Matrix Completion Problem},
  author = {David Gamarnik and Sidhant Misra},
  journal= {arXiv preprint arXiv:1602.02164},
  year   = {2016}
}

Comments

8 pages, 2 figures

R2 v1 2026-06-22T12:44:33.214Z