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The low-rank matrix approximation problem with respect to the entry-wise $\ell_{\infty}$-norm is the following: given a matrix $M$ and a factorization rank $r$, find a matrix $X$ whose rank is at most $r$ and that minimizes $\max_{i,j}…

Computational Complexity · Computer Science 2019-08-06 Nicolas Gillis , Yaroslav Shitov

Many applications require recovering a ground truth low-rank matrix from noisy observations of the entries, which in practice is typically formulated as a weighted low-rank approximation problem and solved by non-convex optimization…

Machine Learning · Computer Science 2016-12-09 Yuanzhi Li , Yingyu Liang , Andrej Risteski

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.…

Optimization and Control · Mathematics 2018-11-12 Christian Grussler , Pontus Giselsson

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…

Statistics Theory · Mathematics 2014-08-27 Olga Klopp , Jean Lafond , Eric Moulines , Joseph Salmon

High-dimensional matrix regression has been studied in various aspects, such as statistical properties, computational efficiency and application to specific instances including multivariate regression, system identification and matrix…

Statistics Theory · Mathematics 2024-03-06 Xin Li , Dongya Wu

Matrix completion is a problem that arises in many data-analysis settings where the input consists of a partially-observed matrix (e.g., recommender systems, traffic matrix analysis etc.). Classical approaches to matrix completion assume…

Machine Learning · Computer Science 2017-05-02 Natali Ruchansky , Mark Crovella , Evimaria Terzi

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

Low rank matrix recovery problems, including matrix completion and matrix sensing, appear in a broad range of applications. In this work we present GNMR -- an extremely simple iterative algorithm for low rank matrix recovery, based on a…

Optimization and Control · Mathematics 2022-04-28 Pini Zilber , Boaz Nadler

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

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

Affine matrix rank minimization problem is a fundamental problem with a lot of important applications in many fields. It is well known that this problem is combinatorial and NP-hard in general. In this paper, a continuous promoting low rank…

Optimization and Control · Mathematics 2017-05-02 Angang Cui , Jigen Peng , Haiyang Li , Chengyi Zhang , Yongchao Yu

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

Estimation of low-rank matrices is of significant interest in a range of contemporary applications. In this paper, we introduce a rank-one projection model for low-rank matrix recovery and propose a constrained nuclear norm minimization…

Statistics Theory · Mathematics 2014-12-10 T. Tony Cai , Anru Zhang

Low-rank matrix completion is the task of recovering unknown entries of a matrix by assuming that the true matrix admits a good low-rank approximation. Sometimes additional information about the variables is known, and incorporating this…

Machine Learning · Computer Science 2023-06-16 Benoît Loucheur , P. -A. Absil , Michel Journée

We study the role of the constraint set in determining the solution to low-rank, positive semidefinite (PSD) matrix sensing problems. The setting we consider involves rank-one sensing matrices: In particular, given a set of rank-one…

Machine Learning · Statistics 2021-04-07 T. Mitchell Roddenberry , Santiago Segarra , Anastasios Kyrillidis

Nowadays, low-rank approximations of matrices are an important component of many methods in science and engineering. Traditionally, low-rank approximations are considered in unitary invariant norms, however, recently element-wise…

Numerical Analysis · Mathematics 2026-05-15 Stanislav Morozov , Dmitry Zheltkov , Alexander Osinsky

The goal of affine matrix rank minimization problem is to reconstruct a low-rank or approximately low-rank matrix under linear constraints. In general, this problem is combinatorial and NP-hard. In this paper, a nonconvex fraction function…

Optimization and Control · Mathematics 2018-06-21 Angang Cui , Jigen Peng , Haiyang Li

The inductive matrix completion (IMC) problem is to recover a low rank matrix from few observed entries while incorporating prior knowledge about its row and column subspaces. In this work, we make three contributions to the IMC problem:…

Machine Learning · Computer Science 2022-02-01 Pini Zilber , Boaz Nadler

A novel algorithm for the recovery of low-rank matrices acquired via compressive linear measurements is proposed and analyzed. The algorithm, a variation on the iterative hard thresholding algorithm for low-rank recovery, is designed to…

Numerical Analysis · Mathematics 2018-10-30 Simon Foucart , Srinivas Subramanian

Recommender systems are widely used to recommend the most appealing items to users. These recommendations can be generated by applying collaborative filtering methods. The low-rank matrix completion method is the state-of-the-art…

Information Retrieval · Computer Science 2020-01-07 Mohit Sharma , George Karypis