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An incoherent low-rank matrix can be efficiently reconstructed after observing a few of its entries at random, and then solving a convex program that minimizes the nuclear norm. In many applications, in addition to these entries,…

Information Theory · Computer Science 2018-03-14 Armin Eftekhari , Dehui Yang , Michael B. Wakin

The widespread use of the internet has led to an overwhelming amount of data, which has resulted in the problem of information overload. Recommender systems have emerged as a solution to this problem by providing personalized…

Information Retrieval · Computer Science 2024-08-15 Hui Fang , Xu Feng , Lu Qin , Zhu Sun

We address the problem of estimating a high-dimensional matrix from linear measurements, with a focus on designing optimal rank-adaptive algorithms. These algorithms infer the matrix by estimating its singular values and the corresponding…

Information Theory · Computer Science 2026-05-12 Frédéric Zheng , Yassir Jedra , Alexandre Proutiere

We introduce a new criterion, the Rank Selection Criterion (RSC), for selecting the optimal reduced rank estimator of the coefficient matrix in multivariate response regression models. The corresponding RSC estimator minimizes the Frobenius…

Statistics Theory · Mathematics 2011-10-18 Florentina Bunea , Yiyuan She , Marten H. Wegkamp

Low-rank approximation is a fundamental technique in modern data analysis, widely utilized across various fields such as signal processing, machine learning, and natural language processing. Despite its ubiquity, the mechanics of low-rank…

Machine Learning · Computer Science 2024-08-13 Jun Lu

Subspace clustering refers to the problem of segmenting a set of data points approximately drawn from a union of multiple linear subspaces. Aiming at the subspace clustering problem, various subspace clustering algorithms have been proposed…

Computer Vision and Pattern Recognition · Computer Science 2016-10-17 Yu Song , Yiquan Wu

Let $A$ be an $m \times n$ matrix with rank $r$ and spectral decomposition $A = \sum_{i=1}^r \sigma_i u_i v_i^\top,$ where $\sigma_i$ are its singular values, ordered decreasingly, and $u_i, v_i$ are the corresponding left and right…

Numerical Analysis · Mathematics 2026-03-17 Phuc Tran , Van Vu

We introduce a "learning-based" algorithm for the low-rank decomposition problem: given an $n \times d$ matrix $A$, and a parameter $k$, compute a rank-$k$ matrix $A'$ that minimizes the approximation loss $\|A-A'\|_F$. The algorithm uses a…

Machine Learning · Computer Science 2019-10-31 Piotr Indyk , Ali Vakilian , Yang Yuan

In this paper, we study the problem of low-rank tensor learning, where only a few of training samples are observed and the underlying tensor has a low-rank structure. The existing methods are based on the sum of nuclear norms of unfolding…

Machine Learning · Computer Science 2024-10-25 Sijia Xia , Michael K. Ng , Xiongjun Zhang

The problem of finding the missing values of a matrix given a few of its entries, called matrix completion, has gathered a lot of attention in the recent years. Although the problem under the standard low rank assumption is NP-hard,…

Machine Learning · Computer Science 2014-12-01 Vassilis Kalofolias , Xavier Bresson , Michael Bronstein , Pierre Vandergheynst

The pooling problem is a classical NP-hard problem in the chemical process and petroleum industries. This problem is modeled as a nonlinear, nonconvex network flow problem in which raw materials with different specifications are blended in…

Optimization and Control · Mathematics 2023-06-21 Mosayeb Jalilian , Burak Kocuk

We show that solutions to the popular convex matrix LASSO problem (nuclear-norm--penalized linear least-squares) have low rank under similar assumptions as required by classical low-rank matrix sensing error bounds. Although the purpose of…

Optimization and Control · Mathematics 2026-04-16 Andrew D. McRae

Modern recommender systems may output considerably different recommendations due to small perturbations in the training data. Changes in the data from a single user will alter the recommendations as well as the recommendations of other…

Information Retrieval · Computer Science 2024-02-07 Sejoon Oh , Berk Ustun , Julian McAuley , Srijan Kumar

Nonlinear convex problems arise in various areas of applied mathematics and engineering. Classical techniques such as the relaxed proximal point algorithm (PPA) and the prediction correction (PC) method were proposed for linearly…

Optimization and Control · Mathematics 2023-07-28 Sai Wang , Yi Gong

A rank-adaptive integrator for the dynamical low-rank approximation of matrix and tensor differential equations is presented. The fixed-rank integrator recently proposed by two of the authors is extended to allow for an adaptive choice of…

Numerical Analysis · Mathematics 2021-04-13 Gianluca Ceruti , Jonas Kusch , Christian Lubich

Multi-task learning has been observed by many researchers, which supposes that different tasks can share a low-rank common yet latent subspace. It means learning multiple tasks jointly is better than learning them independently. In this…

Machine Learning · Computer Science 2021-12-10 Wei Chang , Feiping Nie , Rong Wang , Xuelong Li

High-dimensional matrix regression has been studied in various aspects, such as statistical properties, computational efficiency and application to specific instances including multivariate regression, system identification and matrix…

Statistics Theory · Mathematics 2024-03-06 Xin Li , Dongya Wu

The paper addresses the problem of low-rank trace norm minimization. We propose an algorithm that alternates between fixed-rank optimization and rank-one updates. The fixed-rank optimization is characterized by an efficient factorization…

Optimization and Control · Mathematics 2013-06-04 B. Mishra , G. Meyer , F. Bach , R. Sepulchre

Recommender systems are widely used to recommend the most appealing items to users. These recommendations can be generated by applying collaborative filtering methods. The low-rank matrix completion method is the state-of-the-art…

Information Retrieval · Computer Science 2020-01-07 Mohit Sharma , George Karypis

Even in times of deep learning, low-rank approximations by factorizing a matrix into user and item latent factors continue to be a method of choice for collaborative filtering tasks due to their great performance. While deep learning based…

Information Retrieval · Computer Science 2019-05-31 Marcel Kurovski , Florian Wilhelm