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We consider statistical learning problems, when the distribution $P'$ of the training observations $Z'_1,\; \ldots,\; Z'_n$ differs from the distribution $P$ involved in the risk one seeks to minimize (referred to as the test distribution)…

Machine Learning · Statistics 2020-02-20 Robin Vogel , Mastane Achab , Stéphan Clémençon , Charles Tillier

In recent years, quaternion matrix completion (QMC) based on low-rank regularization has been gradually used in image de-noising and de-blurring.Unlike low-rank matrix completion (LRMC) which handles RGB images by recovering each color…

Image and Video Processing · Electrical Eng. & Systems 2021-01-08 Liqiao Yang , Kit Ian Kou , Jifei Miao

The affine rank minimization problem consists of finding a matrix of minimum rank that satisfies a given system of linear equality constraints. Such problems have appeared in the literature of a diverse set of fields including system…

Optimization and Control · Mathematics 2010-08-09 Benjamin Recht , Maryam Fazel , Pablo A. Parrilo

Rank minimization is of interest in machine learning applications such as recommender systems and robust principal component analysis. Minimizing the convex relaxation to the rank minimization problem, the nuclear norm, is an effective…

Optimization and Control · Mathematics 2021-03-30 April Sagan , John E. Mitchell

Numerous applications in data mining and machine learning require recovering a matrix of minimal rank. Robust principal component analysis (RPCA) is a general framework for handling this kind of problems. Nuclear norm based convex surrogate…

Computer Vision and Pattern Recognition · Computer Science 2016-11-17 Zhao Kang , Chong Peng , Qiang Cheng

This paper provides the best bounds to date on the number of randomly sampled entries required to reconstruct an unknown low rank matrix. These results improve on prior work by Candes and Recht, Candes and Tao, and Keshavan, Montanari, and…

Information Theory · Computer Science 2009-10-21 Benjamin Recht

Weighted low rank approximation (WLRA) is an important yet computationally challenging primitive with applications ranging from statistical analysis, model compression, and signal processing. To cope with the NP-hardness of this problem,…

Data Structures and Algorithms · Computer Science 2024-06-05 David P. Woodruff , Taisuke Yasuda

In low-rank matrix recovery, one aims to reconstruct a low-rank matrix from a minimal number of linear measurements. Within the paradigm of compressed sensing, this is made computationally efficient by minimizing the nuclear norm as a…

Information Theory · Computer Science 2017-01-18 Martin Kliesch , Richard Kueng , Jens Eisert , David Gross

In this work, we propose a new randomized algorithm for computing a low-rank approximation to a given matrix. Taking an approach different from existing literature, our method first involves a specific biased sampling, with an element being…

Data Structures and Algorithms · Computer Science 2014-10-16 Srinadh Bhojanapalli , Prateek Jain , Sujay Sanghavi

In this paper, we introduce a powerful technique based on Leave-one-out analysis to the study of low-rank matrix completion problems. Using this technique, we develop a general approach for obtaining fine-grained, entrywise bounds for…

Machine Learning · Statistics 2020-06-18 Lijun Ding , Yudong Chen

In the present paper, we consider the problem of matrix completion with noise. Unlike previous works, we consider quite general sampling distribution and we do not need to know or to estimate the variance of the noise. Two new nuclear-norm…

Statistics Theory · Mathematics 2014-02-06 Olga Klopp

We consider robust low rank matrix estimation as a trace regression when outputs are contaminated by adversaries. The adversaries are allowed to add arbitrary values to arbitrary outputs. Such values can depend on any samples. We deal with…

Machine Learning · Statistics 2024-05-27 Takeyuki Sasai , Hironori Fujisawa

The nuclear norm is widely used as a convex surrogate of the rank function in compressive sensing for low rank matrix recovery with its applications in image recovery and signal processing. However, solving the nuclear norm based relaxed…

Machine Learning · Computer Science 2016-01-20 Canyi Lu , Jinhui Tang , Shuicheng Yan , Zhouchen Lin

In recent years, the nuclear norm minimization (NNM) problem has been attracting much attention in computer vision and machine learning. The NNM problem is capitalized on its convexity and it can be solved efficiently. The standard nuclear…

Computer Vision and Pattern Recognition · Computer Science 2014-05-26 Qi Xie , Deyu Meng , Shuhang Gu , Lei Zhang , Wangmeng Zuo , Xiangchu Feng , Zongben Xu

This paper considers the problem of finding a low rank matrix from observations of linear combinations of its elements. It is well known that if the problem fulfills a restricted isometry property (RIP), convex relaxations using the nuclear…

Optimization and Control · Mathematics 2017-11-13 Carl Olsson , Marcus Carlsson , Erik Bylow

We provide rigorous guarantees on learning with the weighted trace-norm under arbitrary sampling distributions. We show that the standard weighted trace-norm might fail when the sampling distribution is not a product distribution (i.e. when…

Machine Learning · Computer Science 2011-06-23 Rina Foygel , Ruslan Salakhutdinov , Ohad Shamir , Nathan Srebro

We study the problem of recovering a structured signal from independently and identically drawn linear measurements. A convex penalty function $f(\cdot)$ is considered which penalizes deviations from the desired structure, and signal…

Statistics Theory · Mathematics 2019-06-21 Ehsan Abbasi , Fariborz Salehi , Babak Hassibi

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

In this paper we introduce a nonuniform sparsity model and analyze the performance of an optimized weighted $\ell_1$ minimization over that sparsity model. In particular, we focus on a model where the entries of the unknown vector fall into…

Information Theory · Computer Science 2010-09-21 M. Amin Khajehnejad , Weiyu Xu , A. Salman Avestimehr , Babak Hassibi

We consider a general statistical learning problem where an unknown fraction of the training data is corrupted. We develop a robust learning method that only requires specifying an upper bound on the corrupted data fraction. The method…

Machine Learning · Statistics 2020-02-10 Muhammad Osama , Dave Zachariah , Peter Stoica