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In this paper, we present and analyze a new set of low-rank recovery algorithms for linear inverse problems within the class of hard thresholding methods. We provide strategies on how to set up these algorithms via basic ingredients for…

Numerical Analysis · Computer Science 2013-01-15 Anastasios Kyrillidis , Volkan Cevher

Matrix completion has become an extremely important technique as data scientists are routinely faced with large, incomplete datasets on which they wish to perform statistical inferences. We investigate how error introduced via matrix…

Statistics Theory · Mathematics 2019-07-09 Jamie Haddock , Denali Molitor , Deanna Needell , Sneha Sambandam , Joy Song , Simon Sun

We introduce and analyze a new technique for model reduction for deep neural networks. While large networks are theoretically capable of learning arbitrarily complex models, overfitting and model redundancy negatively affects the prediction…

Machine Learning · Computer Science 2017-11-27 Alireza Aghasi , Afshin Abdi , Nam Nguyen , Justin Romberg

Originally developed for imputing missing entries in low rank, or approximately low rank matrices, matrix completion has proven widely effective in many problems where there is no reason to assume low-dimensional linear structure in the…

Statistics Theory · Mathematics 2021-05-06 Yunhua Xiang , Tianyu Zhang , Xu Wang , Ali Shojaie , Noah Simon

We revisit the inductive matrix completion problem that aims to recover a rank-$r$ matrix with ambient dimension $d$ given $n$ features as the side prior information. The goal is to make use of the known $n$ features to reduce sample and…

Machine Learning · Statistics 2018-03-06 Xiao Zhang , Simon S. Du , Quanquan Gu

We establish theoretical recovery guarantees of a family of Riemannian optimization algorithms for low rank matrix recovery, which is about recovering an $m\times n$ rank $r$ matrix from $p < mn$ number of linear measurements. The…

Numerical Analysis · Mathematics 2016-04-12 Ke Wei , Jian-Feng Cai , Tony F. Chan , Shingyu Leung

Information spreads across social and technological networks, but often the network structures are hidden from us and we only observe the traces left by the diffusion processes, called cascades. Can we recover the hidden network structures…

Social and Information Networks · Computer Science 2014-05-14 Hadi Daneshmand , Manuel Gomez-Rodriguez , Le Song , Bernhard Schoelkopf

Tomographic image reconstruction is relevant for many medical imaging modalities including X-ray, ultrasound (US) computed tomography (CT) and photoacoustics, for which the access to full angular range tomographic projections might be not…

Image and Video Processing · Electrical Eng. & Systems 2019-06-14 Valery Vishnevskiy , Richard Rau , Orcun Goksel

Many popular statistical models, such as factor and random effects models, give arise a certain type of covariance structures that is a summation of low rank and sparse matrices. This paper introduces a penalized approximation framework to…

Methodology · Statistics 2015-03-19 Xi Luo

We derive an algorithm of optimal complexity which determines whether a given matrix is a Cauchy matrix, and which exactly recovers the Cauchy points defining a Cauchy matrix from the matrix entries. Moreover, we study how to approximate a…

Numerical Analysis · Mathematics 2015-12-22 Jörg Liesen , Robert Luce

We study the problem of modeling multiple symmetric, weighted networks defined on a common set of nodes, where networks arise from different groups or conditions. We propose a model in which each network is expressed as the sum of a shared…

Statistics Theory · Mathematics 2025-06-23 Hao Yan , Keith Levin

We study the problem of estimating a low-rank positive semidefinite (PSD) matrix from a set of rank-one measurements using sensing vectors composed of i.i.d. standard Gaussian entries, which are possibly corrupted by arbitrary outliers.…

Information Theory · Computer Science 2016-12-21 Yuanxin Li , Yue Sun , Yuejie Chi

The task of estimating a matrix given a sample of observed entries is known as the \emph{matrix completion problem}. Most works on matrix completion have focused on recovering an unknown real-valued low-rank matrix from a random sample of…

Statistics Theory · Mathematics 2014-08-27 Olga Klopp , Jean Lafond , Eric Moulines , Joseph Salmon

Matrix completion is a well-studied problem with many machine learning applications. In practice, the problem is often solved by non-convex optimization algorithms. However, the current theoretical analysis for non-convex algorithms relies…

Machine Learning · Computer Science 2018-09-11 Yu Cheng , Rong Ge

We address the problem of minimizing a convex function over the space of large matrices with low rank. While this optimization problem is hard in general, we propose an efficient greedy algorithm and derive its formal approximation…

Machine Learning · Computer Science 2011-06-09 Shai Shalev-Shwartz , Alon Gonen , Ohad Shamir

Many problems in data science can be treated as estimating a low-rank matrix from highly incomplete, sometimes even corrupted, observations. One popular approach is to resort to matrix factorization, where the low-rank matrix factors are…

Machine Learning · Computer Science 2021-04-23 Tian Tong , Cong Ma , Yuejie Chi

The matrix recovery (completion) problem, a central problem in data science and theoretical computer science, is to recover a matrix $A$ from a relatively small sample of entries. While such a task is impossible in general, it has been…

Statistics Theory · Mathematics 2025-03-06 BaoLinh Tran , Van Vu

This paper is about iteratively reweighted basis-pursuit algorithms for compressed sensing and matrix completion problems. In a first part, we give a theoretical explanation of the fact that reweighted basis pursuit can improve a lot upon…

Information Theory · Computer Science 2011-07-11 Stéphane Gaïffas , Guillaume Lecué

Matrix completion models are among the most common formulations of recommender systems. Recent works have showed a boost of performance of these techniques when introducing the pairwise relationships between users/items in the form of…

Machine Learning · Computer Science 2017-04-25 Federico Monti , Michael M. Bronstein , Xavier Bresson

In this paper, we use composite optimization algorithms to solve sigmoid networks. We equivalently transfer the sigmoid networks to a convex composite optimization and propose the composite optimization algorithms based on the linearized…

Optimization and Control · Mathematics 2023-07-10 Huixiong Chen , Qi Ye
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