English
Related papers

Related papers: A Non-Convex Relaxation for Fixed-Rank Approximati…

200 papers

Efficient algorithms for the sparse solution of under-determined linear systems $Ax = b$ are known for matrices $A$ satisfying suitable assumptions like the restricted isometry property (RIP). Without such assumptions little is known and…

Machine Learning · Computer Science 2021-01-22 G. Welper

Nonconvex regularization has been popularly used in low-rank matrix learning. However, extending it for low-rank tensor learning is still computationally expensive. To address this problem, we develop an efficient solver for use with a…

Machine Learning · Computer Science 2022-05-09 Quanming Yao , Yaqing Wang , Bo Han , James Kwok

Low-rank modeling has many important applications in computer vision and machine learning. While the matrix rank is often approximated by the convex nuclear norm, the use of nonconvex low-rank regularizers has demonstrated better empirical…

Machine Learning · Computer Science 2018-07-25 Quanming Yao , James T. Kwok , Taifeng Wang , Tie-Yan Liu

Sparsity and rank functions are important ways of regularizing under-determined linear systems. Optimization of the resulting formulations is made difficult since both these penalties are non-convex and discontinuous. The most common remedy…

Optimization and Control · Mathematics 2019-01-01 Carl Olsson , Marcus Carlsson , Daniele Gerosa

Rank minimization (RM) is a wildly investigated task of finding solutions by exploiting low-rank structure of parameter matrices. Recently, solving RM problem by leveraging non-convex relaxations has received significant attention. It has…

Machine Learning · Computer Science 2018-09-17 Zaiyi Chen

Adaptive nuclear-norm penalization is proposed for low-rank matrix approximation, by which we develop a new reduced-rank estimation method for the general high-dimensional multivariate regression problems. The adaptive nuclear norm of a…

Methodology · Statistics 2012-09-25 Kun Chen , Hongbo Dong , Kung-Sik Chan

We consider the problem of recovering a lowrank matrix M from a small number of random linear measurements. A popular and useful example of this problem is matrix completion, in which the measurements reveal the values of a subset of the…

Information Theory · Computer Science 2009-10-05 Emmanuel J. Candes , Yaniv Plan

Matrix learning is at the core of many machine learning problems. A number of real-world applications such as collaborative filtering and text mining can be formulated as a low-rank matrix completion problem, which recovers incomplete…

Machine Learning · Computer Science 2021-02-23 Yaqing Wang , Quanming Yao , James T. Kwok

Low-rank matrix models have been universally useful for numerous applications, from classical system identification to more modern matrix completion in signal processing and statistics. The nuclear norm has been employed as a convex…

Statistics Theory · Mathematics 2023-03-06 Kiryung Lee , Rakshith Sharma Srinivasa , Marius Junge , Justin Romberg

The low-rank matrix reconstruction (LRMR) approach is widely used in direction-of-arrival (DOA) estimation. As the rank norm penalty in an LRMR is NP-hard to compute, the nuclear norm (or the trace norm for a positive semidefinite (PSD)…

Information Theory · Computer Science 2017-12-07 Xiaohuan Wu , Wei-Ping Zhu , Jun Yan

Minimization of the nuclear norm is often used as a surrogate, convex relaxation, for finding the minimum rank completion (recovery) of a partial matrix. The minimum nuclear norm problem can be solved as a trace minimization semidefinite…

Optimization and Control · Mathematics 2016-08-16 Shimeng Huang , Henry Wolkowicz

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

This paper considers the problem of recovery of a low-rank matrix in the situation when most of its entries are not observed and a fraction of observed entries are corrupted. The observations are noisy realizations of the sum of a low rank…

Statistics Theory · Mathematics 2016-07-05 Olga Klopp , Karim Lounici , Alexandre B. Tsybakov

We propose a convex optimization formulation with the nuclear norm and $\ell_1$-norm to find a large approximately rank-one submatrix of a given nonnegative matrix. We develop optimality conditions for the formulation and characterize the…

Optimization and Control · Mathematics 2010-11-09 Xuan Vinh Doan , Stephen A. Vavasis

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

In this paper, nonconvex and nonsmooth models for compressed sensing (CS) and low rank matrix completion (MC) is studied. The problem is formulated as a nonconvex regularized leat square optimization problems, in which the l0-norm and the…

Optimization and Control · Mathematics 2016-05-03 Zhuo-Xu Cui , Qibin Fan

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

Rank minimization has attracted a lot of attention due to its robustness in data recovery. To overcome the computational difficulty, rank is often replaced with nuclear norm. For several rank minimization problems, such a replacement has…

Machine Learning · Statistics 2013-07-02 Hongyang Zhang , Zhouchen Lin , Chao Zhang

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

In this paper, we investigate the matrix estimation problem in the multi-response regression model with measurement errors. A nonconvex error-corrected estimator based on a combination of the amended loss function and the nuclear norm…

Statistics Theory · Mathematics 2022-09-19 Xin Li , Dongya Wu