English
Related papers

Related papers: Structured low-rank matrix completion for forecast…

200 papers

We consider the problem of robust matrix completion, which aims to recover a low rank matrix $L_*$ and a sparse matrix $S_*$ from incomplete observations of their sum $M=L_*+S_*\in\mathbb{R}^{m\times n}$. Algorithmically, the robust matrix…

Machine Learning · Statistics 2020-03-25 Yunfeng Cai , Ping Li

Matrix completion, the problem of completing missing entries in a data matrix with low dimensional structure (such as rank), has seen many fruitful approaches and analyses. Tensor completion is the tensor analog, that attempts to impute…

Numerical Analysis · Mathematics 2021-07-07 Zehan Chao , Longxiu Huang , Deanna Needell

Recently, fundamental conditions on the sampling patterns have been obtained for finite completability of low-rank matrices or tensors given the corresponding ranks. In this paper, we consider the scenario where the rank is not given and we…

Machine Learning · Computer Science 2017-11-03 Morteza Ashraphijuo , Xiaodong Wang , Vaneet Aggarwal

In this paper, we review the problem of matrix completion and expose its intimate relations with algebraic geometry, combinatorics and graph theory. We present the first necessary and sufficient combinatorial conditions for matrices of…

Machine Learning · Computer Science 2012-07-03 Franz Kiraly , Ryota Tomioka

We consider robust low rank matrix estimation as a trace regression when outputs are contaminated by adversaries. The adversaries are allowed to add arbitrary values to arbitrary outputs. Such values can depend on any samples. We deal with…

Machine Learning · Statistics 2024-05-27 Takeyuki Sasai , Hironori Fujisawa

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

The aim of this note (as well as of the course itself) is to give a largely self-contained proof of two of the main results in the field of low-rank matrix recovery. This field aims for identification of low-rank matrices from only limited…

Functional Analysis · Mathematics 2016-09-27 Jan Vybiral

In this paper we study the low rank matrix completion problem using tools from Schur complement. We give a sufficient and necessary condition such that the completed matrix is globally unique with given data. We assume the observed entries…

Optimization and Control · Mathematics 2022-07-01 Fei Wang

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 considers the problem of estimating a low-rank matrix from the observation of all or a subset of its entries in the presence of Poisson noise. When we observe all entries, this is a problem of matrix denoising; when we observe…

Machine Learning · Statistics 2024-04-22 Andrew D. McRae , Mark A. Davenport

Recovering low-rank and sparse matrices from incomplete or corrupted observations is an important problem in machine learning, statistics, bioinformatics, computer vision, as well as signal and image processing. In theory, this problem can…

Machine Learning · Computer Science 2014-09-04 Fanhua Shang , Yuanyuan Liu , Hanghang Tong , James Cheng , Hong Cheng

Matrix completion aims to recover an unknown low-rank matrix from a small subset of its entries. In many applications, the rank of the unknown target matrix is known in advance. In this paper, first we revisit a recently proposed rank-based…

Optimization and Control · Mathematics 2024-06-11 Tacildo de Souza Araújo , Douglas S. Gonçalves , Cristiano Torezzan

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

Low-rank approximation of a matrix by means of random sampling has been consistently efficient in its empirical studies by many scientists who applied it with various sparse and structured multipliers, but adequate formal support for this…

Numerical Analysis · Mathematics 2016-06-07 Victor Y. Pan , Liang Zhao

Low rank matrix and tensor completion problems are to recover the incomplete two and higher order data by using their low rank structures. The essential problem in the matrix and tensor completion problems is how to improve the efficiency.…

Optimization and Control · Mathematics 2024-08-23 Quan Yu , Xinzhen Zhang

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

Unlike the matrix case, computing low-rank approximations of tensors is NP-hard and numerically ill-posed in general. Even the best rank-1 approximation of a tensor is NP-hard. In this paper, we use convex optimization to develop…

Statistics Theory · Mathematics 2016-09-14 Anil Aswani

Low rank model arises from a wide range of applications, including machine learning, signal processing, computer algebra, computer vision, and imaging science. Low rank matrix recovery is about reconstructing a low rank matrix from…

Numerical Analysis · Mathematics 2018-09-12 Jian-Feng Cai , Ke Wei

Low-rank matrix approximation is one of the central concepts in machine learning, with applications in dimension reduction, de-noising, multivariate statistical methodology, and many more. A recent extension to LRMA is called low-rank…

Machine Learning · Statistics 2021-09-24 Elena Tuzhilina , Trevor Hastie

This paper considers theoretical analysis of recovering a low rank matrix given a few expansion coefficients with respect to any basis. The current approach generalizes the existing analysis for the low-rank matrix completion problem with…

Information Theory · Computer Science 2018-12-17 Abiy Tasissa , Rongjie Lai