Related papers: A New Nonconvex Strategy to Affine Matrix Rank Min…
Matrix completion is a well-studied problem with many machine learning applications. In practice, the problem is often solved by non-convex optimization algorithms. However, the current theoretical analysis for non-convex algorithms relies…
Low-rank and nonsmooth matrix optimization problems capture many fundamental tasks in statistics and machine learning. While significant progress has been made in recent years in developing efficient methods for \textit{smooth} low-rank…
We consider the estimation of the state transition matrix in vector autoregressive models, when time sequence data is limited but nonsequence steady-state data is abundant. To leverage both sources of data, we formulate the least squares…
We introduce an adaptive structured low rank algorithm to recover MR images from their undersampled Fourier coefficients. The image is modeled as a combination of a piecewise constant component and a piecewise linear component. The Fourier…
Despite the recent development in machine learning, most learning systems are still under the concept of "black box", where the performance cannot be understood and derived. With the rise of safety and privacy concerns in public, designing…
Recently, tensor fibered rank has demonstrated impressive performance by effectively leveraging the global low-rank property in all directions for low-rank tensor completion (LRTC). However, it still has some limitations. Firstly, the…
We study the problem of estimating low-rank matrices from linear measurements (a.k.a., matrix sensing) through nonconvex optimization. We propose an efficient stochastic variance reduced gradient descent algorithm to solve a nonconvex…
Matrix completion is a problem that arises in many data-analysis settings where the input consists of a partially-observed matrix (e.g., recommender systems, traffic matrix analysis etc.). Classical approaches to matrix completion assume…
Matrix representations are a powerful tool for designing efficient algorithms for combinatorial optimization problems such as matching, and linear matroid intersection and parity. In this paper, we initiate the study of matrix…
Dictionary Learning (DL) is one of the leading sparsity promoting techniques in the context of image classification, where the "dictionary" matrix D of images and the sparse matrix X are determined so as to represent a redundant image…
Consider a movie recommendation system where apart from the ratings information, side information such as user's age or movie's genre is also available. Unlike standard matrix completion, in this setting one should be able to predict…
We consider the problem of learning a low-rank matrix, constrained to lie in a linear subspace, and introduce a novel factorization for modeling such matrices. A salient feature of the proposed factorization scheme is it decouples the…
In many applications that require matrix solutions of minimal rank, the underlying cost function is non-convex leading to an intractable, NP-hard optimization problem. Consequently, the convex nuclear norm is frequently used as a surrogate…
In many applications that require matrix solutions of minimal rank, the underlying cost function is non-convex leading to an intractable, NP-hard optimization problem. Consequently, the convex nuclear norm is frequently used as a surrogate…
Matrix rank minimization (RM) problems recently gained extensive attention due to numerous applications in machine learning, system identification and graphical models. In RM problem, one aims to find the matrix with the lowest rank that…
Conventional matrix completion methods approximate the missing values by assuming the matrix to be low-rank, which leads to a linear approximation of missing values. It has been shown that enhanced performance could be attained by using…
The Nystr\"om method is a popular choice for finding a low-rank approximation to a symmetric positive semi-definite matrix. The method can fail when applied to symmetric indefinite matrices, for which the error can be unboundedly large. In…
This paper proposes a new method for solving the well-known rank aggregation problem from pairwise comparisons using the method of low-rank matrix completion. The partial and noisy data of pairwise comparisons is transformed into a matrix…
Achieving weighted throughput maximization (WTM) through power control has been a long standing open problem in interference-limited wireless networks. The complicated coupling between the mutual interferences of links gives rise to a…
Nowadays, low-rank approximations of matrices are an important component of many methods in science and engineering. Traditionally, low-rank approximations are considered in unitary invariant norms, however, recently element-wise…