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In this paper, we propose a new algorithm for recovery of low-rank matrices from compressed linear measurements. The underlying idea of this algorithm is to closely approximate the rank function with a smooth function of singular values,…

Information Theory · Computer Science 2016-11-18 Mohammadreza Malek-Mohammadi , Massoud Babaie-Zadeh , Mikael Skoglund

The ability to detect sparse signals from noisy high-dimensional data is a top priority in modern science and engineering. A sparse solution of the linear system $A \rho = b_0$ can be found efficiently with an $l_1$-norm minimization…

Signal Processing · Electrical Eng. & Systems 2022-06-08 Miguel Moscoso , Alexei Novikov , George Papanicolaou , Chrysoula Tsogka

The problem of low-rank matrix completion has recently generated a lot of interest leading to several results that offer exact solutions to the problem. However, in order to do so, these methods make assumptions that can be quite…

Machine Learning · Statistics 2014-07-14 Srinadh Bhojanapalli , Prateek Jain

Matrix completion constantly receives tremendous attention from many research fields. It is commonly applied for recommender systems such as movie ratings, computer vision such as image reconstruction or completion, multi-task learning such…

Machine Learning · Computer Science 2019-10-08 Abdallah Chehade , Zunya Shi

Deep Neural Networks (DNNs) have been shown to be susceptible to memorization or overfitting in the presence of noisily-labelled data. For the problem of robust learning under such noisy data, several algorithms have been proposed. A…

Machine Learning · Computer Science 2022-12-06 Deep Patel , P. S. Sastry

Low-rank matrix completion is a problem of immense practical importance. Recent works on the subject often use nuclear norm as a convex surrogate of the rank function. Despite its solid theoretical foundation, the convex version of the…

Computer Vision and Pattern Recognition · Computer Science 2014-10-29 Yu-Xiang Wang , Choon Meng Lee , Loong-Fah Cheong , Kim-Chuan Toh

Compressive sampling offers a new paradigm for acquiring signals that are compressible with respect to an orthonormal basis. The major algorithmic challenge in compressive sampling is to approximate a compressible signal from noisy samples.…

Numerical Analysis · Mathematics 2014-04-29 D. Needell , J. A. Tropp

Nonnegative Matrix Factorization (NMF) is a widely used technique in many applications such as face recognition, motion segmentation, etc. It approximates the nonnegative data in an original high dimensional space with a linear…

Machine Learning · Computer Science 2012-04-12 Bin Shen , Luo Si , Rongrong Ji , Baodi Liu

In this paper we show how to recover a spectral approximations to broad classes of structured matrices using only a polylogarithmic number of adaptive linear measurements to either the matrix or its inverse. Leveraging this result we obtain…

Data Structures and Algorithms · Computer Science 2018-12-18 Arun Jambulapati , Kirankumar Shiragur , Aaron Sidford

Matrix completion (MC) is a promising technique which is able to recover an intact matrix with low-rank property from sub-sampled/incomplete data. Its application varies from computer vision, signal processing to wireless network, and…

Signal Processing · Electrical Eng. & Systems 2019-05-08 Xiao Peng Li , Lei Huang , Hing Cheung So , Bo Zhao

Matrix completion has received vast amount of attention and research due to its wide applications in various study fields. Existing methods of matrix completion consider only nonlinear (or linear) relations among entries in a data matrix…

Machine Learning · Computer Science 2021-07-16 Saeid Mehrdad , Mohammad Hossein Kahaei

We consider a structured estimation problem where an observed matrix is assumed to be generated as an $s$-sparse linear combination of $N$ given $n\times n$ positive-semidefinite matrices. Recovering the unknown $N$-dimensional and…

Information Theory · Computer Science 2020-03-27 Fabian Jaensch , Peter Jung

Sparse recovery is one of the most fundamental and well-studied inverse problems. Standard statistical formulations of the problem are provably solved by general convex programming techniques and more practical, fast (nearly-linear time)…

Data Structures and Algorithms · Computer Science 2022-03-09 Jonathan A. Kelner , Jerry Li , Allen Liu , Aaron Sidford , Kevin Tian

Modern technologies are producing datasets with complex intrinsic structures, and they can be naturally represented as matrices instead of vectors. To preserve the latent data structures during processing, modern regression approaches…

Machine Learning · Computer Science 2016-11-16 Hang Zhang , Fengyuan Zhu , Shixin Li

Matrix completion problem has been investigated under many different conditions since Netflix announced the Netflix Prize problem. Many research work has been done in the field once it has been discovered that many real life dataset could…

Machine Learning · Computer Science 2022-04-06 Jafar Jafarov

The matrix profile (MP) is a data structure computed from a time series which encodes the data required to locate motifs and discords, corresponding to recurring patterns and outliers respectively. When the time series contains noisy data…

Machine Learning · Computer Science 2023-06-21 Colin Hehir , Alan F. Smeaton

Previous work regarding low-rank matrix recovery has concentrated on the scenarios in which the matrix is noise-free and the measurements are corrupted by noise. However, in practical application, the matrix itself is usually perturbed by…

Information Theory · Computer Science 2020-03-09 Jianwen Huang , Jianjun Wang , Feng Zhang , Hailin Wang , Wendong Wang

In many applications, e.g., recommender systems and traffic monitoring, the data comes in the form of a matrix that is only partially observed and low rank. A fundamental data-analysis task for these datasets is matrix completion, where the…

Machine Learning · Computer Science 2017-05-02 Natali Ruchansky , Mark Crovella , Evimaria Terzi

A natural optimization model that formulates many online resource allocation and revenue management problems is the online linear program (LP) in which the constraint matrix is revealed column by column along with the corresponding…

Data Structures and Algorithms · Computer Science 2014-04-10 Shipra Agrawal , Zizhuo Wang , Yinyu Ye

We consider a variant of matrix completion where entries are revealed in a biased manner. We wish to understand the extent to which such bias can be exploited in improving predictions. Towards that, we propose a natural model where the…

Machine Learning · Computer Science 2025-01-03 Yassir Jedra , Sean Mann , Charlotte Park , Devavrat Shah