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This paper is concerned with the problem of low rank plus sparse matrix decomposition for big data. Conventional algorithms for matrix decomposition use the entire data to extract the low-rank and sparse components, and are based on…

Numerical Analysis · Computer Science 2017-03-17 Mostafa Rahmani , George Atia

Motivated by the popularity of stochastic rounding in the context of machine learning and the training of large-scale deep neural network models, we consider stochastic nearness rounding of real matrices $\mathbf{A}$ with many more rows…

Machine Learning · Computer Science 2024-12-10 Gregory Dexter , Christos Boutsikas , Linkai Ma , Ilse C. F. Ipsen , Petros Drineas

This paper addresses the problem of low-rank distance matrix completion. This problem amounts to recover the missing entries of a distance matrix when the dimension of the data embedding space is possibly unknown but small compared to the…

Optimization and Control · Mathematics 2013-04-26 B. Mishra , G. Meyer , R. Sepulchre

Given a matrix $M\in \mathbb{R}^{m\times n}$, the low rank matrix completion problem asks us to find a rank-$k$ approximation of $M$ as $UV^\top$ for $U\in \mathbb{R}^{m\times k}$ and $V\in \mathbb{R}^{n\times k}$ by only observing a few…

Machine Learning · Computer Science 2024-04-03 Yuzhou Gu , Zhao Song , Junze Yin , Lichen Zhang

Matrix completion has been well studied under the uniform sampling model and the trace-norm regularized methods perform well both theoretically and numerically in such a setting. However, the uniform sampling model is unrealistic for a…

Machine Learning · Computer Science 2017-05-01 T. Tony Cai , Wen-Xin Zhou

Maximizing monotone submodular functions under a matroid constraint is a classic algorithmic problem with multiple applications in data mining and machine learning. We study this classic problem in the fully dynamic setting, where elements…

Data Structures and Algorithms · Computer Science 2025-05-26 Paul Dütting , Federico Fusco , Silvio Lattanzi , Ashkan Norouzi-Fard , Morteza Zadimoghaddam

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

Rank regularized minimization problem is an ideal model for the low-rank matrix completion/recovery problem. The matrix factorization approach can transform the high-dimensional rank regularized problem to a low-dimensional factorized…

Optimization and Control · Mathematics 2024-05-21 Wenjing Li , Wei Bian , Kim-Chuan Toh

In this short note we extend some of the recent results on matrix completion under the assumption that the columns of the matrix can be grouped (clustered) into subspaces (not necessarily disjoint or independent). This model deviates from…

Information Theory · Computer Science 2017-08-04 Vaneet Aggarwal , Shuchin Aeron

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

The matrix-completion problem has attracted a lot of attention, largely as a result of the celebrated Netflix competition. Two popular approaches for solving the problem are nuclear-norm-regularized matrix approximation (Candes and Tao,…

Methodology · Statistics 2014-10-10 Trevor Hastie , Rahul Mazumder , Jason Lee , Reza Zadeh

The problem of extracting a well conditioned submatrix from any rectangular matrix (with normalized columns) has been studied for some time in functional and harmonic analysis; see…

Functional Analysis · Mathematics 2016-12-07 Stephane Chretien , Sebastien Darses

A problem of paramount importance in both pure (Restricted Invertibility problem) and applied mathematics (Feature extraction) is the one of selecting a submatrix of a given matrix, such that this submatrix has its smallest singular value…

Machine Learning · Computer Science 2018-04-05 Stephane Chretien , Zhen-Wai Olivier Ho

Robust matrix completion (RMC) is a widely used machine learning tool that simultaneously tackles two critical issues in low-rank data analysis: missing data entries and extreme outliers. This paper proposes a novel scalable and learnable…

Machine Learning · Computer Science 2026-05-22 HanQin Cai , Chandra Kundu , Jialin Liu , Wotao Yin

We propose a novel and efficient algorithm for the collaborative preference completion problem, which involves jointly estimating individualized rankings for a set of entities over a shared set of items, based on a limited number of…

Machine Learning · Statistics 2016-11-16 Suriya Gunasekar , Oluwasanmi Koyejo , Joydeep Ghosh

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…

Machine Learning · Computer Science 2016-10-06 Bamdev Mishra , Rodolphe Sepulchre

Algorithmic robust statistics has traditionally focused on the contamination model where a small fraction of the samples are arbitrarily corrupted. We consider a recent contamination model that combines two kinds of corruptions: (i) small…

Data Structures and Algorithms · Computer Science 2024-10-23 Thanasis Pittas , Ankit Pensia

We consider the problem of exact low-rank matrix completion from a geometric viewpoint: given a partially filled matrix M, we keep the positions of specified and unspecified entries fixed, and study how the minimal completion rank depends…

Statistics Theory · Mathematics 2019-09-24 Daniel Irving Bernstein , Grigoriy Blekherman , Rainer Sinn

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

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…

Optimization and Control · Mathematics 2022-02-21 Bin Gao , P. -A. Absil