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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

Matrix factorization is a popular approach for large-scale matrix completion. The optimization formulation based on matrix factorization can be solved very efficiently by standard algorithms in practice. However, due to the non-convexity…

Machine Learning · Computer Science 2016-11-18 Ruoyu Sun , Zhi-Quan Luo

Finding the sparset solution of an underdetermined system of linear equations $y=Ax$ has attracted considerable attention in recent years. Among a large number of algorithms, iterative thresholding algorithms are recognized as one of the…

Information Theory · Computer Science 2013-10-16 Jinshan Zeng , Shaobo Lin , Zongben Xu

We propose an algorithm for solving bound-constrained mathematical programs with complementarity constraints on the variables. Each iteration of the algorithm involves solving a linear program with complementarity constraints in order to…

Optimization and Control · Mathematics 2022-01-14 Christian Kirches , Jeffrey Larson , Sven Leyffer , Paul Manns

We present a novel algebraic combinatorial view on low-rank matrix completion based on studying relations between a few entries with tools from algebraic geometry and matroid theory. The intrinsic locality of the approach allows for the…

Machine Learning · Computer Science 2014-08-20 Franz J. Király , Louis Theran , Ryota Tomioka

We consider the matrix completion problem with a deterministic pattern of observed entries. In this setting, we aim to answer the question: under what condition there will be (at least locally) unique solution to the matrix completion…

Machine Learning · Computer Science 2019-01-30 Alexander Shapiro , Yao Xie , Rui Zhang

This paper is devoted to studying the global and finite convergence of the semi-smooth Newton method for solving a piecewise linear system that arises in cone-constrained quadratic programming problems and absolute value equations. We first…

Optimization and Control · Mathematics 2023-01-24 Nicolas F. Armijo , Yunier Bello-Cruz , Gabriel Haeser

We address a specific but recurring problem related to sampled linear systems. In particular, we provide a numerical method for the rigorous verification of constraint satisfaction for linear continuous-time systems between sampling…

Optimization and Control · Mathematics 2016-03-30 Moritz Schulze Darup

An explicit algorithm for the minimization of an $\ell_1$ penalized least squares functional, with non-separable $\ell_1$ term, is proposed. Each step in the iterative algorithm requires four matrix vector multiplications and a single…

Numerical Analysis · Mathematics 2012-02-01 Ignace Loris , Caroline Verhoeven

Matrix completion aims to predict missing elements in a partially observed data matrix which in typical applications, such as collaborative filtering, is large and extremely sparsely observed. A standard solution is matrix factorization,…

Machine Learning · Computer Science 2019-08-06 Xiangju Qin , Paul Blomstedt , Samuel Kaski

Random sampling has become a critical tool in solving massive matrix problems. For linear regression, a small, manageable set of data rows can be randomly selected to approximate a tall, skinny data matrix, improving processing time…

Data Structures and Algorithms · Computer Science 2014-08-22 Michael B. Cohen , Yin Tat Lee , Cameron Musco , Christopher Musco , Richard Peng , Aaron Sidford

The problem of completing a large low rank matrix using a subset of revealed entries has received much attention in the last ten years. The main result of this paper gives a necessary and sufficient condition, stated in the language of…

Statistics Theory · Mathematics 2021-04-19 Sourav Chatterjee

We explore the impact of coarse quantization on matrix completion in the extreme scenario of dithered one-bit sensing, where the matrix entries are compared with time-varying threshold levels. In particular, instead of observing a subset of…

Information Theory · Computer Science 2024-02-16 Arian Eamaz , Farhang Yeganegi , Mojtaba Soltanalian

We consider the eigenvalue problem for the case where the input matrix is symmetric and its entries perturb in some given intervals. We present a characterization of some of the exact boundary points, which allows us to introduce an inner…

Robotics · Computer Science 2011-02-22 Milan Hladik , David Daney , Elias Tsigaridas

Many real-world problems rely on finding eigenvalues and eigenvectors of a matrix. The power iteration algorithm is a simple method for determining the largest eigenvalue and associated eigenvector of a general matrix. This algorithm relies…

Numerical Analysis · Mathematics 2021-09-23 Congzhou M Sha , Nikolay V Dokholyan

A novel matrix approximation problem is considered herein: observations based on a few fully sampled columns and quasi-polynomial structural side information are exploited. The framework is motivated by quantum chemistry problems wherein…

Signal Processing · Electrical Eng. & Systems 2023-05-23 Jeongmin Chae , Praneeth Narayanamurthy , Selin Bac , Shaama Mallikarjun Sharada , Urbashi Mitra

Matrix completion problem has been previously studied under various adaptive and passive settings. Previously, researchers have proposed passive, two-phase and single-phase algorithms using coherence parameter, and multi phase algorithm…

Machine Learning · Computer Science 2022-03-17 Ilqar Ramazanli

Thresholding based iterative algorithms have the trade-off between effectiveness and optimality. Some are effective but involving sub-matrix inversions in every step of iterations. For systems of large sizes, such algorithms can be…

Information Theory · Computer Science 2017-11-08 Zhanjie Song , Shidong Li , Ningning Han

A new message-passing (MP) method is considered for the matrix completion problem associated with recommender systems. We attack the problem using a (generative) factor graph model that is related to a probabilistic low-rank matrix…

Information Theory · Computer Science 2010-07-06 Byung-Hak Kim , Arvind Yedla , Henry D. Pfister

This paper considers the matrix completion problem. We show that it is not necessary to assume joint incoherence, which is a standard but unintuitive and restrictive condition that is imposed by previous studies. This leads to a sample…

Information Theory · Computer Science 2016-11-15 Yudong Chen
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