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In this paper, we propose an efficient and scalable low rank matrix completion algorithm. The key idea is to extend orthogonal matching pursuit method from the vector case to the matrix case. We further propose an economic version of our…

Machine Learning · Computer Science 2014-04-17 Zheng Wang , Ming-Jun Lai , Zhaosong Lu , Wei Fan , Hasan Davulcu , Jieping Ye

A matrix completion problem is to recover the missing entries in a partially observed matrix. Most of the existing matrix completion methods assume a low rank structure of the underlying complete matrix. In this paper, we introduce an…

Machine Learning · Statistics 2020-11-16 Chencheng Cai , Rong Chen , Han Xiao

This paper is concerned with the problem of recovering an unknown matrix from a small fraction of its entries. This is known as the matrix completion problem, and comes up in a great number of applications, including the famous Netflix…

Information Theory · Computer Science 2009-03-10 Emmanuel J. Candes , Terence Tao

Low-rank matrix completion consists of computing a matrix of minimal complexity that recovers a given set of observations as accurately as possible. Unfortunately, existing methods for matrix completion are heuristics that, while highly…

Machine Learning · Computer Science 2026-03-12 Dimitris Bertsimas , Ryan Cory-Wright , Sean Lo , Jean Pauphilet

We propose a theory for matrix completion that goes beyond the low-rank structure commonly considered in the literature and applies to general matrices of low description complexity. Specifically, complexity of the sets of matrices…

Information Theory · Computer Science 2024-10-03 Erwin Riegler , Günther Koliander , David Stotz , Helmut Bölcskei

Matrix Completion is the problem of recovering an unknown real-valued low-rank matrix from a subsample of its entries. Important recent results show that the problem can be solved efficiently under the assumption that the unknown matrix is…

Computational Complexity · Computer Science 2014-04-11 Moritz Hardt , Raghu Meka , Prasad Raghavendra , Benjamin Weitz

We present a novel algorithm for the completion of low-rank matrices whose entries are limited to a finite discrete alphabet. The proposed method is based on the recently-emerged proximal gradient (PG) framework of optimization theory,…

Signal Processing · Electrical Eng. & Systems 2020-06-09 Hiroki Iimori , Giuseppe Thadeu Freitas de Abreu , Omid Taghizadeh , Koji Ishibashi

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

We consider the matrix completion problem where the aim is to esti-mate a large data matrix for which only a relatively small random subset of its entries is observed. Quite popular approaches to matrix completion problem are iterative…

Statistics Theory · Mathematics 2015-02-03 Olga Klopp

Low-rank matrix completion concerns the problem of estimating unobserved entries in a matrix using a sparse set of observed entries. We consider the non-uniform setting where the observed entries are sampled with highly varying…

Machine Learning · Statistics 2024-03-04 Xumei Xi , Christina Lee Yu , Yudong Chen

We address the problem of minimizing a convex function over the space of large matrices with low rank. While this optimization problem is hard in general, we propose an efficient greedy algorithm and derive its formal approximation…

Machine Learning · Computer Science 2011-06-09 Shai Shalev-Shwartz , Alon Gonen , Ohad Shamir

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

Matrix completion is a classical problem in data science wherein one attempts to reconstruct a low-rank matrix while only observing some subset of the entries. Previous authors have phrased this problem as a nuclear norm minimization…

Machine Learning · Computer Science 2019-04-19 Christian Parkinson , Kevin Huynh , Deanna Needell

The problem of completing a large matrix with lots of missing entries has received widespread attention in the last couple of decades. Two popular approaches to the matrix completion problem are based on singular value thresholding and…

Statistics Theory · Mathematics 2022-04-25 Sohom Bhattacharya , Sourav Chatterjee

Low-rank approximation of a matrix by means of random sampling has been consistently efficient in its empirical studies by many scientists who applied it with various sparse and structured multipliers, but adequate formal support for this…

Numerical Analysis · Mathematics 2016-06-07 Victor Y. Pan , Liang Zhao

This paper introduces a novel algorithm to approximate the matrix with minimum nuclear norm among all matrices obeying a set of convex constraints. This problem may be understood as the convex relaxation of a rank minimization problem, and…

Optimization and Control · Mathematics 2008-10-21 Jian-Feng Cai , Emmanuel J. Candes , Zuowei Shen

Low-rank matrix approximations are often used to help scale standard machine learning algorithms to large-scale problems. Recently, matrix coherence has been used to characterize the ability to extract global information from a subset of…

Machine Learning · Statistics 2010-09-07 Mehryar Mohri , Ameet Talwalkar

Most of the existing works on provable guarantees for low-rank matrix completion algorithms rely on some unrealistic assumptions such that matrix entries are sampled randomly or the sampling pattern has a specific structure. In this work,…

Machine Learning · Statistics 2023-06-06 Hanbyul Lee , Rahul Mazumder , Qifan Song , Jean Honorio

Low-rank matrices play a fundamental role in modeling and computational methods for signal processing and machine learning. In many applications where low-rank matrices arise, these matrices cannot be fully sampled or directly observed, and…

Information Theory · Computer Science 2016-05-25 Mark A. Davenport , Justin Romberg

We consider a problem of significant practical importance, namely, the reconstruction of a low-rank data matrix from a small subset of its entries. This problem appears in many areas such as collaborative filtering, computer vision and…

Machine Learning · Computer Science 2009-11-04 Raghunandan H. Keshavan , Andrea Montanari , Sewoong Oh