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Related papers: Matrix Completion from a Few Entries

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How many random entries of an n by m, rank r matrix are necessary to reconstruct the matrix within an accuracy d? We address this question in the case of a random matrix with bounded rank, whereby the observed entries are chosen uniformly…

Data Structures and Algorithms · Computer Science 2008-12-16 Raghunandan H. Keshavan , Andrea Montanari , Sewoong Oh

We consider the problem of reconstructing a rank-$k$ $n \times n$ matrix $M$ from a sampling of its entries. Under a certain incoherence assumption on $M$ and for the case when both the rank and the condition number of $M$ are bounded, it…

Machine Learning · Statistics 2017-08-23 David Gamarnik , Quan Li , Hongyi Zhang

In this paper, we consider matrix completion from non-uniformly sampled entries including fully observed and partially observed columns. Specifically, we assume that a small number of columns are randomly selected and fully observed, and…

Machine Learning · Computer Science 2018-06-28 Yuanyu Wan , Jinfeng Yi , Lijun Zhang

We consider a problem of considerable practical interest: the recovery of a data matrix from a sampling of its entries. Suppose that we observe m entries selected uniformly at random from a matrix M. Can we complete the matrix and recover…

Information Theory · Computer Science 2008-05-30 Emmanuel J. Candes , Benjamin Recht

Matrix completion, i.e., the exact and provable recovery of a low-rank matrix from a small subset of its elements, is currently only known to be possible if the matrix satisfies a restrictive structural constraint---known as {\em…

Machine Learning · Statistics 2014-07-22 Yudong Chen , Srinadh Bhojanapalli , Sujay Sanghavi , Rachel Ward

This paper provides the best bounds to date on the number of randomly sampled entries required to reconstruct an unknown low rank matrix. These results improve on prior work by Candes and Recht, Candes and Tao, and Keshavan, Montanari, and…

Information Theory · Computer Science 2009-10-21 Benjamin Recht

Subspace recovery from corrupted and missing data is crucial for various applications in signal processing and information theory. To complete missing values and detect column corruptions, existing robust Matrix Completion (MC) methods…

Information Theory · Computer Science 2016-11-18 Hongyang Zhang , Zhouchen Lin , Chao Zhang

Given a matrix M of low-rank, we consider the problem of reconstructing it from noisy observations of a small, random subset of its entries. The problem arises in a variety of applications, from collaborative filtering (the `Netflix…

Machine Learning · Computer Science 2012-04-10 Raghunandan H. Keshavan , Andrea Montanari , Sewoong Oh

We consider the problem of reconstructing a low-rank matrix from a small subset of its entries. In this paper, we describe the implementation of an efficient algorithm called OptSpace, based on singular value decomposition followed by local…

Numerical Analysis · Computer Science 2013-01-30 Raghunandan H. Keshavan , Sewoong Oh

We propose a general framework for reconstructing and denoising single entries of incomplete and noisy entries. We describe: effective algorithms for deciding if and entry can be reconstructed and, if so, for reconstructing and denoising…

Machine Learning · Statistics 2013-04-02 Franz J. Király , Louis Theran

Matrix completion is the problem of recovering a low rank matrix by observing a small fraction of its entries. A series of recent works [KOM12,JNS13,HW14] have proposed fast non-convex optimization based iterative algorithms to solve this…

Numerical Analysis · Computer Science 2014-11-06 Prateek Jain , Praneeth Netrapalli

Motivated by the philosophy and phenomenal success of compressed sensing, the problem of reconstructing a matrix from a sampling of its entries has attracted much attention recently. Such a problem can be viewed as an information-theoretic…

Information Theory · Computer Science 2009-05-15 Zhisu Zhu , Anthony Man-Cho So , Yinyu Ye

We present novel techniques for analyzing the problem of low-rank matrix recovery. The methods are both considerably simpler and more general than previous approaches. It is shown that an unknown (n x n) matrix of rank r can be efficiently…

Information Theory · Computer Science 2011-03-22 David Gross

In this note, we investigate how well we can reconstruct the best rank-$r$ approximation of a large matrix from a small number of its entries. We show that even if a data matrix is of full rank and cannot be approximated well by a low-rank…

Methodology · Statistics 2021-11-12 Shun Xu , Ming Yuan

Matrix completion is a classical problem that has received recurring interest across a wide range of fields. In this paper, we revisit this problem in an ultra-sparse sampling regime, where each entry of an unknown, $n\times d$ matrix $M$…

Machine Learning · Computer Science 2026-01-21 Hongyang R. Zhang , Zhenshuo Zhang , Huy L. Nguyen , Guanghui Lan

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…

Machine Learning · Statistics 2016-09-21 David Gamarnik , Sidhant Misra

We study the Riemannian optimization methods on the embedded manifold of low rank matrices for the problem of matrix completion, which is about recovering a low rank matrix from its partial entries. Assume $m$ entries of an $n\times n$ rank…

Numerical Analysis · Mathematics 2016-04-12 Ke Wei , Jian-Feng Cai , Tony F. Chan , Shingyu Leung

The matrix completion problem aims to reconstruct a low-rank matrix based on a revealed set of possibly noisy entries. Prior works consider completing the entire matrix with generalization error guarantees. However, the completion accuracy…

Machine Learning · Computer Science 2023-12-19 Elad Hazan , Adam Tauman Kalai , Varun Kanade , Clara Mohri , Y. Jennifer Sun

The problem of low-rank matrix completion has recently generated a lot of interest leading to several results that offer exact solutions to the problem. However, in order to do so, these methods make assumptions that can be quite…

Machine Learning · Statistics 2014-07-14 Srinadh Bhojanapalli , Prateek Jain

This paper considers the problem of recovery of a low-rank matrix in the situation when most of its entries are not observed and a fraction of observed entries are corrupted. The observations are noisy realizations of the sum of a low rank…

Statistics Theory · Mathematics 2016-07-05 Olga Klopp , Karim Lounici , Alexandre B. Tsybakov
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