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Suppose we are given a matrix that is formed by adding an unknown sparse matrix to an unknown low-rank matrix. Our goal is to decompose the given matrix into its sparse and low-rank components. Such a problem arises in a number of…

Optimization and Control · Mathematics 2011-08-09 Venkat Chandrasekaran , Sujay Sanghavi , Pablo A. Parrilo , Alan S. Willsky

The task of predicting missing entries of a matrix, from a subset of known entries, is known as \textit{matrix completion}. In today's data-driven world, data completion is essential whether it is the main goal or a pre-processing step.…

Numerical Analysis · Mathematics 2021-05-18 Henry Adams , Lara Kassab , Deanna Needell

This paper considers the problem of matrix completion when some number of the columns are completely and arbitrarily corrupted, potentially by a malicious adversary. It is well-known that standard algorithms for matrix completion can return…

Machine Learning · Statistics 2016-04-26 Yudong Chen , Huan Xu , Constantine Caramanis , Sujay Sanghavi

This paper deals with the problem of robust matrix completion -- retrieving a low-rank matrix and a sparse matrix from the compressed counterpart of their superposition. Though seemingly not an unresolved issue, we point out that the…

Information Theory · Computer Science 2024-10-10 Yinjian Wang

In this paper, we theoretically investigate the low-rank matrix recovery problem in the context of the unconstrained regularized nuclear norm minimization (RNNM) framework. Our theoretical findings show that, the RNNM method is able to…

Numerical Analysis · Mathematics 2021-03-09 Wendong Wang , Feng Zhang , Jianjun Wang

We study the matrix completion problem when the observation pattern is deterministic and possibly non-uniform. We propose a simple and efficient debiased projection scheme for recovery from noisy observations and analyze the error under a…

Information Theory · Computer Science 2019-10-31 Simon Foucart , Deanna Needell , Reese Pathak , Yaniv Plan , Mary Wootters

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

Recovering sparse vectors and low-rank matrices from noisy linear measurements has been the focus of much recent research. Various reconstruction algorithms have been studied, including $\ell_1$ and nuclear norm minimization as well as…

Optimization and Control · Mathematics 2011-11-10 Samet Oymak , Karthik Mohan , Maryam Fazel , Babak Hassibi

In this paper, we develop a relative error bound for nuclear norm regularized matrix completion, with the focus on the completion of full-rank matrices. Under the assumption that the top eigenspaces of the target matrix are incoherent, we…

Machine Learning · Computer Science 2024-05-30 Lijun Zhang , Tianbao Yang , Rong Jin , Zhi-Hua Zhou

The affine rank minimization problem consists of finding a matrix of minimum rank that satisfies a given system of linear equality constraints. Such problems have appeared in the literature of a diverse set of fields including system…

Optimization and Control · Mathematics 2010-08-09 Benjamin Recht , Maryam Fazel , Pablo A. Parrilo

Matrix completion focuses on recovering a matrix from a small subset of its observed elements, and has already gained cumulative attention in computer vision. Many previous approaches formulate this issue as a low-rank matrix approximation…

Computer Vision and Pattern Recognition · Computer Science 2019-01-08 Shengke Xue , Wenyuan Qiu , Fan Liu , Xinyu Jin

It is the main goal of this paper to propose a novel method to perform matrix completion on-line. Motivated by a wide variety of applications, ranging from the design of recommender systems to sensor network localization through seismic…

Machine Learning · Statistics 2014-01-13 Charanpal Dhanjal , Romaric Gaudel , Stéphan Clémençon

We consider the problem of exact recovery of any $m\times n$ matrix of rank $\varrho$ from a small number of observed entries via the standard nuclear norm minimization framework. Such low-rank matrices have degrees of freedom $(m+n)\varrho…

Information Theory · Computer Science 2016-04-08 Abhisek Kundu

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

We propose a general framework for reconstructing and denoising single entries of incomplete and noisy entries. We describe: effective algorithms for deciding if and entry can be reconstructed and, if so, for reconstructing and denoising…

Machine Learning · Statistics 2013-04-02 Franz J. Király , Louis Theran

Alternating Minimization is a widely used and empirically successful heuristic for matrix completion and related low-rank optimization problems. Theoretical guarantees for Alternating Minimization have been hard to come by and are still…

Machine Learning · Computer Science 2014-05-15 Moritz Hardt

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

The existing matrix completion methods focus on optimizing the relaxation of rank function such as nuclear norm, Schatten-p norm, etc. They usually need many iterations to converge. Moreover, only the low-rank property of matrices is…

Machine Learning · Computer Science 2022-03-07 Xuelong Li , Hongyuan Zhang , Rui Zhang

This paper presents novel algorithms which exploit the intrinsic algebraic and combinatorial structure of the matrix completion task for estimating missing en- tries in the general low rank setting. For positive data, we achieve results…

Machine Learning · Statistics 2014-06-12 Duncan A. J. Blythe , Louis Theran , Franz Kiraly

We consider the problem of reconstructing a low rank matrix from a subset of its entries and analyze two variants of the so-called Alternating Minimization algorithm, which has been proposed in the past. We establish that when the…

Machine Learning · Statistics 2016-09-21 David Gamarnik , Sidhant Misra