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Matching markets face increasing needs to learn the matching qualities between demand and supply for effective design of matching policies. In practice, the matching rewards are high-dimensional due to the growing diversity of participants.…

Machine Learning · Statistics 2026-01-13 Zhiyuan Tang , Wanning Chen , Kan Xu

Low rank matrix and tensor completion problems are to recover the incomplete two and higher order data by using their low rank structures. The essential problem in the matrix and tensor completion problems is how to improve the efficiency.…

Optimization and Control · Mathematics 2024-08-23 Quan Yu , Xinzhen Zhang

We consider the problem of estimating the factors of a rank-$1$ matrix with i.i.d. Gaussian, rank-$1$ measurements that are nonlinearly transformed and corrupted by noise. Considering two prototypical choices for the nonlinearity, we study…

Optimization and Control · Mathematics 2024-10-02 Kabir Aladin Chandrasekher , Mengqi Lou , Ashwin Pananjady

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,…

Machine Learning · Statistics 2023-06-06 Hanbyul Lee , Rahul Mazumder , Qifan Song , Jean Honorio

The existing matrix completion methods focus on optimizing the relaxation of rank function such as nuclear norm, Schatten-p norm, etc. They usually need many iterations to converge. Moreover, only the low-rank property of matrices is…

Machine Learning · Computer Science 2022-03-07 Xuelong Li , Hongyuan Zhang , Rui Zhang

Processes to automate the selection of appropriate algorithms for various matrix computations are described. In particular, processes to check for, and certify, various matrix properties of black box matrices are presented. These include…

Numerical Analysis · Computer Science 2016-11-01 Wayne Eberly

This article investigates the problem of noisy low-rank matrix completion with a shared factor structure, leveraging the auxiliary information from the missing indicator matrix to enhance prediction accuracy. Despite decades of development…

Methodology · Statistics 2025-04-08 Yuanhong A , Xinyan Fan , Bingyi Jing , Bo Zhang

We consider an extension of the Newton-MR algorithm for nonconvex unconstrained optimization to the settings where Hessian information is approximated. Under a particular noise model on the Hessian matrix, we investigate the iteration and…

Optimization and Control · Mathematics 2024-09-16 Alexander Lim , Fred Roosta

Estimating conditional dependence graphs and precision matrices are some of the most common problems in modern statistics and machine learning. When data are fully observed, penalized maximum likelihood-type estimators have become standard…

Machine Learning · Statistics 2019-04-09 Roger Fan , Byoungwook Jang , Yuekai Sun , Shuheng Zhou

This paper studies the matrix Moment-SOS hierarchy for solving polynomial matrix optimization. Our first result is to show the finite convergence of this hierarchy, if the nondegeneracy condition, strict complementarity condition and second…

Optimization and Control · Mathematics 2026-05-05 Lei Huang , Jiawang Nie

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…

Machine Learning · Computer Science 2019-04-19 Christian Parkinson , Kevin Huynh , Deanna Needell

We present a novel method for approximately equilibrating a matrix $A \in {\bf R}^{m \times n}$ using only multiplication by $A$ and $A^T$. Our method is based on convex optimization and projected stochastic gradient descent, using an…

Optimization and Control · Mathematics 2016-02-23 Steven Diamond , Stephen Boyd

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

We study the robust matrix completion (RMC) problem subject to both sparse outliers and stochastic noise. A non-convex method termed Accelerated Robust Matrix Completion (ARMC) is proposed, which accelerates a prior non-convex approach by…

Information Theory · Computer Science 2026-05-15 Yichen Fu , Tianming Wang , Ke Wei

Computing accurate low rank approximations of large matrices is a fundamental data mining task. In many applications however the matrix contains sensitive information about individuals. In such case we would like to release a low rank…

Data Structures and Algorithms · Computer Science 2012-11-06 Moritz Hardt , Aaron Roth

We thoroughly study a novel but basic combinatorial matrix completion problem: Given a binary incomplete matrix, fill in the missing entries so that every pair of rows in the resulting matrix has a Hamming distance within a specified range.…

Data Structures and Algorithms · Computer Science 2022-10-21 Tomohiro Koana , Vincent Froese , Rolf Niedermeier

Analyses of accelerated (momentum-based) gradient descent usually assume bounded condition number to obtain exponential convergence rates. However, in many real problems, e.g., kernel methods or deep neural networks, the condition number,…

Machine Learning · Computer Science 2018-03-06 Chaoyue Liu , Mikhail Belkin

The need to predict or fill-in missing data, often referred to as matrix completion, is a common challenge in today's data-driven world. Previous strategies typically assume that no structural difference between observed and missing entries…

Numerical Analysis · Mathematics 2018-01-30 Denali Molitor , Deanna Needell

Sparse matrix factorization is a popular tool to obtain interpretable data decompositions, which are also effective to perform data completion or denoising. Its applicability to large datasets has been addressed with online and randomized…

Machine Learning · Statistics 2017-11-15 Arthur Mensch , Julien Mairal , Bertrand Thirion , Gaël Varoquaux

Many tasks in data mining and related fields can be formalized as matching between objects in two heterogeneous domains, including collaborative filtering, link prediction, image tagging, and web search. Machine learning techniques,…

Machine Learning · Computer Science 2014-10-24 Jingbo Shang , Tianqi Chen , Hang Li , Zhengdong Lu , Yong Yu