Related papers: Decomposition Approach for Low-rank Matrix Complet…
The low-rank matrix completion problem can be solved by Riemannian optimization on a fixed-rank manifold. However, a drawback of the known approaches is that the rank parameter has to be fixed a priori. In this paper, we consider the…
In this paper, we propose a low-rank coordinate descent approach to structured semidefinite programming with diagonal constraints. The approach, which we call the Mixing method, is extremely simple to implement, has no free parameters, and…
We consider a generalization of low-rank matrix completion to the case where the data belongs to an algebraic variety, i.e. each data point is a solution to a system of polynomial equations. In this case the original matrix is possibly…
Wisely utilizing the internal and external learning methods is a new challenge in super-resolution problem. To address this issue, we analyze the attributes of two methodologies and find two observations of their recovered details: 1) they…
The paper looks at a scaled variant of the stochastic gradient descent algorithm for the matrix completion problem. Specifically, we propose a novel matrix-scaling of the partial derivatives that acts as an efficient preconditioning for the…
This paper deals with the problem of robust matrix completion -- retrieving a low-rank matrix and a sparse matrix from the compressed counterpart of their superposition. Though seemingly not an unresolved issue, we point out that the…
We consider the problem of recovering a low-rank matrix from its clipped observations. Clipping is conceivable in many scientific areas that obstructs statistical analyses. On the other hand, matrix completion (MC) methods can recover a…
In many applications, e.g., recommender systems and traffic monitoring, the data comes in the form of a matrix that is only partially observed and low rank. A fundamental data-analysis task for these datasets is matrix completion, where the…
The low-rank matrix factorization as a L1 norm minimization problem has recently attracted much attention due to its intrinsic robustness to the presence of outliers and missing data. In this paper, we propose a new method, called the…
CUR matrix decomposition computes the low rank approximation of a given matrix by using the actual rows and columns of the matrix. It has been a very useful tool for handling large matrices. One limitation with the existing algorithms for…
In this paper, we review the problem of matrix completion and expose its intimate relations with algebraic geometry, combinatorics and graph theory. We present the first necessary and sufficient combinatorial conditions for matrices of…
This paper revisits the problem of decomposing a positive semidefinite matrix as a sum of a matrix with a given rank plus a sparse matrix. An immediate application can be found in portfolio optimization, when the matrix to be decomposed is…
Matrix decompositions are fundamental tools in the area of applied mathematics, statistical computing, and machine learning. In particular, low-rank matrix decompositions are vital, and widely used for data analysis, dimensionality…
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…
Despite the popularity of low-rank matrix completion, the majority of its theory has been developed under the assumption of random observation patterns, whereas very little is known about the practically relevant case of non-random…
Low rank model arises from a wide range of applications, including machine learning, signal processing, computer algebra, computer vision, and imaging science. Low rank matrix recovery is about reconstructing a low rank matrix from…
Similarity matrix serves as a fundamental tool at the core of numerous downstream machine-learning tasks. However, missing data is inevitable and often results in an inaccurate similarity matrix. To address this issue, Similarity Matrix…
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…
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…
Completing a data matrix X has become an ubiquitous problem in modern data science, with applications in recommender systems, computer vision, and networks inference, to name a few. One typical assumption is that X is low-rank. A more…