Related papers: Missing Entries Matrix Approximation and Completio…
Matrix completion is a modern missing data problem where both the missing structure and the underlying parameter are high dimensional. Although missing structure is a key component to any missing data problems, existing matrix completion…
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…
Many applications require recovering a matrix of minimal rank within an affine constraint set, with matrix completion a notable special case. Because the problem is NP-hard in general, it is common to replace the matrix rank with the…
In this paper, the problem of matrix rank minimization under affine constraints is addressed. The state-of-the-art algorithms can recover matrices with a rank much less than what is sufficient for the uniqueness of the solution of this…
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…
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…
The task of estimating a matrix given a sample of observed entries is known as the \emph{matrix completion problem}. Most works on matrix completion have focused on recovering an unknown real-valued low-rank matrix from a random sample of…
This paper describes a suite of algorithms for constructing low-rank approximations of an input matrix from a random linear image of the matrix, called a sketch. These methods can preserve structural properties of the input matrix, such as…
The matrix rank minimization problem has applications in many fields such as system identification, optimal control, low-dimensional embedding, etc. As this problem is NP-hard in general, its convex relaxation, the nuclear norm minimization…
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…
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…
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,…
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…
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…
Optimization problems with rank constraints appear in many diverse fields such as control, machine learning and image analysis. Since the rank constraint is non-convex, these problems are often approximately solved via convex relaxations.…
In this paper, we study the popularly dubbed matrix completion problem, where the task is to "fill in" the unobserved entries of a matrix from a small subset of observed entries, under the assumption that the underlying matrix is of…
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…
In this work, we consider the matrix completion problem, where the objective is to reconstruct a low-rank matrix from a few observed entries. A commonly employed approach involves nuclear norm minimization. For this method to succeed, the…
Matrix completion is a well-studied problem with many machine learning applications. In practice, the problem is often solved by non-convex optimization algorithms. However, the current theoretical analysis for non-convex algorithms relies…
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…