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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

Matrix completion is about recovering a matrix from its partial revealed entries, and it can often be achieved by exploiting the inherent simplicity or low dimensional structure of the target matrix. For instance, a typical notion of matrix…

Information Theory · Computer Science 2019-10-08 Jinchi Chen , Weiguo Gao , Ke Wei

Subspace recovery from corrupted and missing data is crucial for various applications in signal processing and information theory. To complete missing values and detect column corruptions, existing robust Matrix Completion (MC) methods…

Information Theory · Computer Science 2016-11-18 Hongyang Zhang , Zhouchen Lin , Chao Zhang

In this paper we consider the low-rank matrix completion problem with specific application to forecasting in time series analysis. Briefly, the low-rank matrix completion problem is the problem of imputing missing values of a matrix under a…

Methodology · Statistics 2018-02-23 Jonathan Gillard , Konstantin Usevich

This paper introduces a novel algorithm to approximate the matrix with minimum nuclear norm among all matrices obeying a set of convex constraints. This problem may be understood as the convex relaxation of a rank minimization problem, and…

Optimization and Control · Mathematics 2008-10-21 Jian-Feng Cai , Emmanuel J. Candes , Zuowei Shen

Minimizing the nuclear norm of a matrix has been shown to be very efficient in reconstructing a low-rank sampled matrix. Furthermore, minimizing the sum of nuclear norms of matricizations of a tensor has been shown to be very efficient in…

Machine Learning · Statistics 2017-07-26 Morteza Ashraphijuo , Xiaodong Wang

We consider a generalization of low-rank matrix completion to the case where the data belongs to an algebraic variety, i.e. each data point is a solution to a system of polynomial equations. In this case the original matrix is possibly…

Machine Learning · Statistics 2017-03-29 Greg Ongie , Rebecca Willett , Robert D. Nowak , Laura Balzano

This paper studies the matrix completion problem under arbitrary sampling schemes. We propose a new estimator incorporating both max-norm and nuclear-norm regularization, based on which we can conduct efficient low-rank matrix recovery…

Machine Learning · Statistics 2016-09-27 Ethan X. Fang , Han Liu , Kim-Chuan Toh , Wen-Xin Zhou

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

Matrix Completion is the problem of recovering an unknown real-valued low-rank matrix from a subsample of its entries. Important recent results show that the problem can be solved efficiently under the assumption that the unknown matrix is…

Computational Complexity · Computer Science 2014-04-11 Moritz Hardt , Raghu Meka , Prasad Raghavendra , Benjamin Weitz

We address the collective matrix completion problem of jointly recovering a collection of matrices with shared structure from partial (and potentially noisy) observations. To ensure well--posedness of the problem, we impose a joint low rank…

Machine Learning · Statistics 2015-04-09 Suriya Gunasekar , Makoto Yamada , Dawei Yin , Yi Chang

Low-rank matrix approximation, which aims to construct a low-rank matrix from an observation, has received much attention recently. An efficient method to solve this problem is to convert the problem of rank minimization into a nuclear norm…

Information Theory · Computer Science 2016-09-21 Seyedroohollah Hosseini

As a paradigm to recover unknown entries of a matrix from partial observations, low-rank matrix completion (LRMC) has generated a great deal of interest. Over the years, there have been lots of works on this topic but it might not be easy…

Data Structures and Algorithms · Computer Science 2019-07-30 Luong Trung Nguyen , Junhan Kim , Byonghyo Shim

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 use convex relaxation techniques to provide a sequence of solutions to the matrix completion problem. Using the nuclear norm as a regularizer, we provide simple and very efficient algorithms for minimizing the reconstruction error…

Machine Learning · Statistics 2009-06-12 Rahul Mazumder , Trevor Hastie , Rob Tibshirani

The topic of recovery of a structured model given a small number of linear observations has been well-studied in recent years. Examples include recovering sparse or group-sparse vectors, low-rank matrices, and the sum of sparse and low-rank…

Information Theory · Computer Science 2014-07-28 Samet Oymak , Amin Jalali , Maryam Fazel , Yonina C. Eldar , Babak Hassibi

For the problems of low-rank matrix completion, the efficiency of the widely-used nuclear norm technique may be challenged under many circumstances, especially when certain basis coefficients are fixed, for example, the low-rank correlation…

Optimization and Control · Mathematics 2015-06-23 Weimin Miao , Shaohua Pan , Defeng Sun

Low-rank modeling has a lot of important applications in machine learning, computer vision and social network analysis. While the matrix rank is often approximated by the convex nuclear norm, the use of nonconvex low-rank regularizers has…

Numerical Analysis · Computer Science 2016-05-02 Quanming Yao , James T. Kwok , Wenliang Zhong

Robust matrix completion (RMC) is a widely used machine learning tool that simultaneously tackles two critical issues in low-rank data analysis: missing data entries and extreme outliers. This paper proposes a novel scalable and learnable…

Machine Learning · Computer Science 2026-05-22 HanQin Cai , Chandra Kundu , Jialin Liu , Wotao Yin

Many applications require recovering a matrix of minimal rank within an affine constraint set, with matrix completion a notable special case. Because the problem is NP-hard in general, it is common to replace the matrix rank with the…

Machine Learning · Computer Science 2015-07-08 Bo Xin , David Wipf