Learning with the Weighted Trace-norm under Arbitrary Sampling Distributions
Machine Learning
2011-06-23 v1 Machine Learning
Abstract
We provide rigorous guarantees on learning with the weighted trace-norm under arbitrary sampling distributions. We show that the standard weighted trace-norm might fail when the sampling distribution is not a product distribution (i.e. when row and column indexes are not selected independently), present a corrected variant for which we establish strong learning guarantees, and demonstrate that it works better in practice. We provide guarantees when weighting by either the true or empirical sampling distribution, and suggest that even if the true distribution is known (or is uniform), weighting by the empirical distribution may be beneficial.
Cite
@article{arxiv.1106.4251,
title = {Learning with the Weighted Trace-norm under Arbitrary Sampling Distributions},
author = {Rina Foygel and Ruslan Salakhutdinov and Ohad Shamir and Nathan Srebro},
journal= {arXiv preprint arXiv:1106.4251},
year = {2011}
}