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Weighted low rank approximation is a fundamental problem in numerical linear algebra, and it has many applications in machine learning. Given a matrix $M \in \mathbb{R}^{n \times n}$, a non-negative weight matrix $W \in \mathbb{R}_{\geq…

Machine Learning · Computer Science 2025-02-18 Zhao Song , Mingquan Ye , Junze Yin , Lichen Zhang

We develop two iterative algorithms for solving the low rank phase retrieval (LRPR) problem. LRPR refers to recovering a low-rank matrix $\X$ from magnitude-only (phaseless) measurements of random linear projections of its columns. Both…

Information Theory · Computer Science 2017-08-02 Namrata Vaswani , Seyedehsara Nayer , Yonina C. Eldar

Exact matrix completion and low rank matrix estimation problems has been studied in different underlying conditions. In this work we study exact low-rank completion under non-degenerate noise model. Non-degenerate random noise model has…

Machine Learning · Computer Science 2022-04-06 Jafar Jafarov

The problem of recovering a matrix of low rank from an incomplete and possibly noisy set of linear measurements arises in a number of areas. In order to derive rigorous recovery results, the measurement map is usually modeled…

Information Theory · Computer Science 2015-07-28 Maryia Kabanava , Richard Kueng , Holger Rauhut , Ulrich Terstiege

We study lower bounds on adaptive sensing algorithms for recovering low rank matrices using linear measurements. Given an $n \times n$ matrix $A$, a general linear measurement $S(A)$, for an $n \times n$ matrix $S$, is just the inner…

Data Structures and Algorithms · Computer Science 2024-02-21 Praneeth Kacham , David P Woodruff

Low-rank matrix recovery problems arise naturally as mathematical formulations of various inverse problems, such as matrix completion, blind deconvolution, and phase retrieval. Over the last two decades, a number of works have rigorously…

Information Theory · Computer Science 2021-06-09 Tim Fuchs , David Gross , Peter Jung , Felix Krahmer , Richard Kueng , Dominik Stöger

We consider the problem of matrix completion on an $n \times m$ matrix. We introduce the problem of Interpretable Matrix Completion that aims to provide meaningful insights for the low-rank matrix using side information. We show that the…

Optimization and Control · Mathematics 2020-03-05 Dimitris Bertsimas , Michael Lingzhi Li

This paper considers theoretical analysis of recovering a low rank matrix given a few expansion coefficients with respect to any basis. The current approach generalizes the existing analysis for the low-rank matrix completion problem with…

Information Theory · Computer Science 2018-12-17 Abiy Tasissa , Rongjie Lai

The paper addresses the problem of low-rank trace norm minimization. We propose an algorithm that alternates between fixed-rank optimization and rank-one updates. The fixed-rank optimization is characterized by an efficient factorization…

Optimization and Control · Mathematics 2013-06-04 B. Mishra , G. Meyer , F. Bach , R. Sepulchre

We consider the problem of matrix completion with side information (\textit{inductive matrix completion}). In real-world applications many side-channel features are typically non-informative making feature selection an important part of the…

Machine Learning · Statistics 2018-10-09 Ivan Nazarov , Boris Shirokikh , Maria Burkina , Gennady Fedonin , Maxim Panov

We consider the problem of robust matrix completion, which aims to recover a low rank matrix $L_*$ and a sparse matrix $S_*$ from incomplete observations of their sum $M=L_*+S_*\in\mathbb{R}^{m\times n}$. Algorithmically, the robust matrix…

Machine Learning · Statistics 2020-03-25 Yunfeng Cai , Ping Li

The low-tubal-rank tensor model has been recently proposed for real-world multidimensional data. In this paper, we study the low-tubal-rank tensor completion problem, i.e., to recover a third-order tensor by observing a subset of its…

Machine Learning · Computer Science 2016-10-12 Xiao-Yang Liu , Shuchin Aeron , Vaneet Aggarwal , Xiaodong Wang

Matrix completion aims to estimate missing entries in a data matrix, using the assumption of a low-complexity structure (e.g., low rank) so that imputation is possible. While many effective estimation algorithms exist in the literature,…

Methodology · Statistics 2023-10-24 Yu Gui , Rina Foygel Barber , Cong Ma

Matrix completion aims to recover an unknown low-rank matrix from a small subset of its entries. In many applications, the rank of the unknown target matrix is known in advance. In this paper, first we revisit a recently proposed rank-based…

Optimization and Control · Mathematics 2024-06-11 Tacildo de Souza Araújo , Douglas S. Gonçalves , Cristiano Torezzan

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

This paper considers a large class of problems where we seek to recover a low rank matrix and/or sparse vector from some set of measurements. While methods based on convex relaxations suffer from a (possibly large) estimator bias, and other…

Machine Learning · Statistics 2021-09-28 April Sagan , John E. Mitchell

The problem of approximating a matrix by a low-rank one has been extensively studied. This problem assumes, however, that the whole matrix has a low-rank structure. This assumption is often false for real-world matrices. We consider the…

Data Structures and Algorithms · Computer Science 2025-11-05 Martino Ciaperoni , Aristides Gionis , Heikki Mannila

Matrix completion is the study of recovering an underlying matrix from a sparse subset of noisy observations. Traditionally, it is assumed that the entries of the matrix are "missing completely at random" (MCAR), i.e., each entry is…

Econometrics · Economics 2021-10-01 Anish Agarwal , Munther Dahleh , Devavrat Shah , Dennis Shen

In this paper we propose a global optimization-based approach to jointly matching a set of images. The estimated correspondences simultaneously maximize pairwise feature affinities and cycle consistency across multiple images. Unlike…

Computer Vision and Pattern Recognition · Computer Science 2015-12-03 Xiaowei Zhou , Menglong Zhu , Kostas Daniilidis

Using the matrix product state (MPS) representation of the recently proposed tensor ring decompositions, in this paper we propose a tensor completion algorithm, which is an alternating minimization algorithm that alternates over the factors…

Machine Learning · Computer Science 2017-07-27 Wenqi Wang , Vaneet Aggarwal , Shuchin Aeron
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