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Estimating the linear dimensionality of a data set in the presence of noise is a common problem. However, data may also be corrupted by monotone nonlinear distortion that preserves the ordering of matrix entries but causes linear methods…

Combinatorics · Mathematics 2024-01-01 Caitlin Lienkaemper

Low-rank matrix approximations are often used to help scale standard machine learning algorithms to large-scale problems. Recently, matrix coherence has been used to characterize the ability to extract global information from a subset of…

Machine Learning · Statistics 2010-09-07 Mehryar Mohri , Ameet Talwalkar

Matrices of (approximate) low rank are pervasive in data science, appearing in recommender systems, movie preferences, topic models, medical records, and genomics. While there is a vast literature on how to exploit low rank structure in…

Machine Learning · Computer Science 2018-05-31 Madeleine Udell , Alex Townsend

Recently, fundamental conditions on the sampling patterns have been obtained for finite completability of low-rank matrices or tensors given the corresponding ranks. In this paper, we consider the scenario where the rank is not given and we…

Machine Learning · Computer Science 2017-11-03 Morteza Ashraphijuo , Xiaodong Wang , Vaneet Aggarwal

In this paper, we consider matrix completion from non-uniformly sampled entries including fully observed and partially observed columns. Specifically, we assume that a small number of columns are randomly selected and fully observed, and…

Machine Learning · Computer Science 2018-06-28 Yuanyu Wan , Jinfeng Yi , Lijun Zhang

We consider the problem of estimation of a low-rank matrix from a limited number of noisy rank-one projections. In particular, we propose two fast, non-convex \emph{proper} algorithms for matrix recovery and support them with rigorous…

Machine Learning · Statistics 2017-05-23 Mohammadreza Soltani , Chinmay Hegde

The recovery of a low rank matrix from a subset of noisy low-precision quantized samples arises in several applications such as collaborative filtering, intelligent recommendation and millimeter wave channel estimation with few bit ADCs. In…

Information Theory · Computer Science 2019-11-25 Jiang Zhu , Zhennan Liu , Qi Zhang , Chunyi Song , Zhiwei Xu

The matrix completion problem aims to reconstruct a low-rank matrix based on a revealed set of possibly noisy entries. Prior works consider completing the entire matrix with generalization error guarantees. However, the completion accuracy…

Machine Learning · Computer Science 2023-12-19 Elad Hazan , Adam Tauman Kalai , Varun Kanade , Clara Mohri , Y. Jennifer Sun

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

Low rank tensor representation underpins much of recent progress in tensor completion. In real applications, however, this approach is confronted with two challenging problems, namely (1) tensor rank determination; (2) handling real tensor…

Computer Vision and Pattern Recognition · Computer Science 2017-08-04 Lei Zhang , Wei Wei , Qinfeng Shi , Chunhua Shen , Anton van den Hengel , Yanning Zhang

Low-rank matrix completion consists of computing a matrix of minimal complexity that recovers a given set of observations as accurately as possible. Unfortunately, existing methods for matrix completion are heuristics that, while highly…

Machine Learning · Computer Science 2026-03-12 Dimitris Bertsimas , Ryan Cory-Wright , Sean Lo , Jean Pauphilet

How many random entries of an n by m, rank r matrix are necessary to reconstruct the matrix within an accuracy d? We address this question in the case of a random matrix with bounded rank, whereby the observed entries are chosen uniformly…

Data Structures and Algorithms · Computer Science 2008-12-16 Raghunandan H. Keshavan , Andrea Montanari , Sewoong Oh

Differentiable systems in this paper means systems of equations that are described by differentiable real functions in real matrix variables. This paper proposes algorithms for finding minimal rank solutions to such systems over (arbitrary…

Optimization and Control · Mathematics 2017-05-30 Thanh Hieu Le

On the heels of compressed sensing, a remarkable new field has very recently emerged. This field addresses a broad range of problems of significant practical interest, namely, the recovery of a data matrix from what appears to be…

Information Theory · Computer Science 2009-03-19 Emmanuel J. Candes , Yaniv Plan

The linearly constrained matrix rank minimization problem is widely applicable in many fields such as control, signal processing and system identification. The tightest convex relaxation of this problem is the linearly constrained nuclear…

Optimization and Control · Mathematics 2009-05-12 Shiqian Ma , Donald Goldfarb , Lifeng Chen

The paper explores the problem of \emph{spectral compressed sensing}, which aims to recover a spectrally sparse signal from a small random subset of its $n$ time domain samples. The signal of interest is assumed to be a superposition of $r$…

Information Theory · Computer Science 2015-01-05 Yuxin Chen , Yuejie Chi

Low-rank matrix approximation play a ubiquitous role in various applications such as image processing, signal processing, and data analysis. Recently, random algorithms of low-rank matrix approximation have gained widespread adoption due to…

Numerical Analysis · Mathematics 2024-04-29 Weijie Shen , Weiwei Xu , Lei Zhu

The low-rank matrix approximation problem is ubiquitous in computational mathematics. Traditionally, this problem is solved in spectral or Frobenius norms, where the accuracy of the approximation is related to the rate of decrease of the…

Numerical Analysis · Mathematics 2022-01-31 Stanislav Morozov , Nikolai Zamarashkin , Eugene Tyrtyshnikov

We consider sketching algorithms which first quickly compress data by multiplication with a random sketch matrix, and then apply the sketch to quickly solve an optimization problem, e.g., low rank approximation. In the learning-based…

Machine Learning · Computer Science 2021-06-08 Simin Liu , Tianrui Liu , Ali Vakilian , Yulin Wan , David P. Woodruff

Low-rank matrix completion is the task of recovering unknown entries of a matrix by assuming that the true matrix admits a good low-rank approximation. Sometimes additional information about the variables is known, and incorporating this…

Machine Learning · Computer Science 2023-06-16 Benoît Loucheur , P. -A. Absil , Michel Journée