Related papers: Matrix Completion from Fewer Entries: Spectral Det…
In many machine learning and data related applications, it is required to have the knowledge of approximate ranks of large data matrices at hand. In this paper, we present two computationally inexpensive techniques to estimate the…
We describe several algorithms for matrix completion and matrix approximation when only some of its entries are known. The approximation constraint can be any whose approximated solution is known for the full matrix. For low rank…
We study matrix estimation problems arising in reinforcement learning (RL) with low-rank structure. In low-rank bandits, the matrix to be recovered specifies the expected arm rewards, and for low-rank Markov Decision Processes (MDPs), it…
Matrices with low-rank structure are ubiquitous in scientific computing. Choosing an appropriate rank is a key step in many computational algorithms that exploit low-rank structure. However, estimating the rank has been done largely in an…
Matrix completion is a problem that arises in many data-analysis settings where the input consists of a partially-observed matrix (e.g., recommender systems, traffic matrix analysis etc.). Classical approaches to matrix completion assume…
In many autonomous mapping tasks, the maps cannot be accurately constructed due to various reasons such as sparse, noisy, and partial sensor measurements. We propose a novel map prediction method built upon the recent success of Low-Rank…
In this note, we investigate how well we can reconstruct the best rank-$r$ approximation of a large matrix from a small number of its entries. We show that even if a data matrix is of full rank and cannot be approximated well by a low-rank…
Let M be a random (alpha n) x n matrix of rank r<<n, and assume that a uniformly random subset E of its entries is observed. We describe an efficient algorithm that reconstructs M from |E| = O(rn) observed entries with relative root mean…
Most recent results in matrix completion assume that the matrix under consideration is low-rank or that the columns are in a union of low-rank subspaces. In real-world settings, however, the linear structure underlying these models is…
Noisy matrix completion has attracted significant attention due to its applications in recommendation systems, signal processing and image restoration. Most existing works rely on (weighted) least squares methods under various low-rank…
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…
Given a matrix M of low-rank, we consider the problem of reconstructing it from noisy observations of a small, random subset of its entries. The problem arises in a variety of applications, from collaborative filtering (the `Netflix…
In this paper, we review the problem of matrix completion and expose its intimate relations with algebraic geometry, combinatorics and graph theory. We present the first necessary and sufficient combinatorial conditions for matrices of…
Bayesian matrix completion has been studied based on a low-rank matrix factorization formulation with promising results. However, little work has been done on Bayesian matrix completion based on the more direct spectral regularization…
Matrix completion is a modern missing data problem where both the missing structure and the underlying parameter are high dimensional. Although missing structure is a key component to any missing data problems, existing matrix completion…
In this paper, we show that the low rank matrix completion problem can be reduced to the problem of finding the rank of a certain tensor.
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…
We consider the problem of noisy 1-bit matrix completion under an exact rank constraint on the true underlying matrix $M^*$. Instead of observing a subset of the noisy continuous-valued entries of a matrix $M^*$, we observe a subset of…
Matrix completion is the problem of recovering a low rank matrix by observing a small fraction of its entries. A series of recent works [KOM12,JNS13,HW14] have proposed fast non-convex optimization based iterative algorithms to solve this…
This paper describes a suite of algorithms for constructing low-rank approximations of an input matrix from a random linear image of the matrix, called a sketch. These methods can preserve structural properties of the input matrix, such as…