Related papers: CUR Algorithm with Incomplete Matrix Observation

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…

The task of reconstructing a matrix given a sample of observedentries is known as the matrix completion problem. It arises ina wide range of problems, including recommender systems, collaborativefiltering, dimensionality reduction, image…

We consider supervised learning problems within the positive-definite kernel framework, such as kernel ridge regression, kernel logistic regression or the support vector machine. With kernels leading to infinite-dimensional feature spaces,…

Robust PCA is a widely used statistical procedure to recover a underlying low-rank matrix with grossly corrupted observations. This work considers the problem of robust PCA as a nonconvex optimization problem on the manifold of low-rank…

The low-complexity assumption in linear systems can often be expressed as rank deficiency in data matrices with generalized Hankel structure. This makes it possible to denoise the data by estimating the underlying structured low-rank…

Random sampling is a fundamental tool in modern machine learning and numerical linear algebra for reducing the computational cost of large-scale matrix problems. Existing analyses, however, rely primarily on subspace embedding guarantees,…

We consider the problem of Robust PCA in the fully and partially observed settings. Without corruptions, this is the well-known matrix completion problem. From a statistical standpoint this problem has been recently well-studied, and…

We present an approach to decomposition and factor analysis of matrices with ordinal data. The matrix entries are grades to which objects represented by rows satisfy attributes represented by columns, e.g. grades to which an image is red, a…

In data analysis, there continues to be a need for interpretable dimensionality reduction methods whereby instrinic meaning associated with the data is retained in the reduced space. Standard approaches such as Principal Component Analysis…

We address the collective matrix completion problem of jointly recovering a collection of matrices with shared structure from partial (and potentially noisy) observations. To ensure well--posedness of the problem, we impose a joint low rank…

A classical problem in matrix computations is the efficient and reliable approximation of a given matrix by a matrix of lower rank. The truncated singular value decomposition (SVD) is known to provide the best such approximation for any…

Matrix completion (MC) is a promising technique which is able to recover an intact matrix with low-rank property from sub-sampled/incomplete data. Its application varies from computer vision, signal processing to wireless network, and…

For the problems of low-rank matrix completion, the efficiency of the widely-used nuclear norm technique may be challenged under many circumstances, especially when certain basis coefficients are fixed, for example, the low-rank correlation…

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…

Matrix decomposition is a very important mathematical tool in numerical linear algebra for data processing. In this paper, we introduce a new randomized matrix decomposition algorithm, which is called randomized approximate SVD based on…

This article presents matrix backpropagation algorithms for the QR decomposition of matrices $A_{m, n}$, that are either square (m = n), wide (m < n), or deep (m > n), with rank $k = min(m, n)$. Furthermore, we derive novel matrix…

The aim of this note (as well as of the course itself) is to give a largely self-contained proof of two of the main results in the field of low-rank matrix recovery. This field aims for identification of low-rank matrices from only limited…

Let $A$ be an $m \times n$ matrix with rank $r$ and spectral decomposition $A = \sum_{i=1}^r \sigma_i u_i v_i^\top,$ where $\sigma_i$ are its singular values, ordered decreasingly, and $u_i, v_i$ are the corresponding left and right…

We design a sublinear-time approximation algorithm for quadratic function minimization problems with a better error bound than the previous algorithm by Hayashi and Yoshida (NIPS'16). Our approximation algorithm can be modified to handle…

In this work, we address the problem of outlier detection for robust motion estimation by using modern sparse-low-rank decompositions, i.e., Robust PCA-like methods, to impose global rank constraints. Robust decompositions have shown to be…