Related papers: Guaranteed Matrix Completion via Non-convex Factor…
Originally developed for imputing missing entries in low rank, or approximately low rank matrices, matrix completion has proven widely effective in many problems where there is no reason to assume low-dimensional linear structure in the…
We consider a problem of considerable practical interest: the recovery of a data matrix from a sampling of its entries. Suppose that we observe m entries selected uniformly at random from a matrix M. Can we complete the matrix and recover…
Nonconvex optimization problems arise in many areas of computational science and engineering and are (approximately) solved by a variety of algorithms. Existing algorithms usually only have local convergence or subsequence convergence of…
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…
Numerous empirical evidences have corroborated the importance of noise in nonconvex optimization problems. The theory behind such empirical observations, however, is still largely unknown. This paper studies this fundamental problem through…
Many practical problems involve the recovery of a binary matrix from partial information, which makes the binary matrix completion (BMC) technique received increasing attention in machine learning. In particular, we consider a special case…
Recent work established that rank overparameterization eliminates spurious local minima in nonconvex low-rank matrix recovery under the restricted isometry property (RIP). But this does not fully explain the practical success of…
We consider minimizing a twice-differentiable, $L$-smooth, and $\mu$-strongly convex objective $\phi$ over an $n\times n$ positive semidefinite matrix $M\succeq0$, under the assumption that the minimizer $M^{\star}$ has low rank…
The matrix completion problem consists of finding or approximating a low-rank matrix based on a few samples of this matrix. We propose a new algorithm for matrix completion that minimizes the least-square distance on the sampling set over…
We study the non-convex matrix factorization approach to matrix completion via Riemannian geometry. Based on an optimization formulation over a Grassmannian manifold, we characterize the landscape based on the notion of principal angles…
For the problem of reconstructing a low-rank matrix from a few linear measurements, two classes of algorithms have been widely studied in the literature: convex approaches based on nuclear norm minimization, and non-convex approaches that…
We present a convex formulation of dictionary learning for sparse signal decomposition. Convexity is obtained by replacing the usual explicit upper bound on the dictionary size by a convex rank-reducing term similar to the trace norm. In…
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…
Motivated by the problem of learning a linear regression model whose parameter is a large fixed-rank non-symmetric matrix, we consider the optimization of a smooth cost function defined on the set of fixed-rank matrices. We adopt the…
We propose a general technique for improving alternating optimization (AO) of nonconvex functions. Starting from the solution given by AO, we conduct another sequence of searches over subspaces that are both meaningful to the optimization…
In this paper, we study a nonconvex, nonsmooth, and non-Lipschitz generalized symmetric matrix factorization model that unifies a broad class of matrix factorization formulations arising in machine learning, image science, engineering, and…
This paper studies noisy low-rank matrix completion: given partial and noisy entries of a large low-rank matrix, the goal is to estimate the underlying matrix faithfully and efficiently. Arguably one of the most popular paradigms to tackle…
Randomized sampling has recently been demonstrated to be an efficient technique for computing approximate low-rank factorizations of matrices for which fast methods for computing matrix vector products are available. This paper describes an…
Low-rank modeling has many important applications in computer vision and machine learning. While the matrix rank is often approximated by the convex nuclear norm, the use of nonconvex low-rank regularizers has demonstrated better empirical…
We consider the minimization of non-convex functions that typically arise in machine learning. Specifically, we focus our attention on a variant of trust region methods known as cubic regularization. This approach is particularly attractive…