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Weighted low rank approximation (WLRA) is an important yet computationally challenging primitive with applications ranging from statistical analysis, model compression, and signal processing. To cope with the NP-hardness of this problem,…

Data Structures and Algorithms · Computer Science 2024-06-05 David P. Woodruff , Taisuke Yasuda

Low rank inference on matrices is widely conducted by optimizing a cost function augmented with a penalty proportional to the nuclear norm $\Vert \cdot \Vert_*$. However, despite the assortment of computational methods for such problems,…

Machine Learning · Statistics 2025-10-08 Simon Segert , Nathan Wycoff

This work considers two popular minimization problems: (i) the minimization of a general convex function $f(\mathbf{X})$ with the domain being positive semi-definite matrices; (ii) the minimization of a general convex function…

Information Theory · Computer Science 2019-02-22 Qiuwei Li , Zhihui Zhu , Gongguo Tang

The fundamental matrix can be estimated from point matches. The current gold standard is to bootstrap the eight-point algorithm and two-view projective bundle adjustment. The eight-point algorithm first computes a simple linear least…

Optimization and Control · Mathematics 2014-03-20 Florian Bugarin , Adrien Bartoli , Didier Henrion , Jean-Bernard Lasserre , Jean-José Orteu , Thierry Sentenac

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

Low-rank matrix completion has achieved great success in many real-world data applications. A matrix factorization model that learns latent features is usually employed and, to improve prediction performance, the similarities between latent…

Machine Learning · Statistics 2020-01-28 Kaiyi Ji , Jian Tan , Jinfeng Xu , Yuejie Chi

Low-rank tensor approximation techniques attempt to mitigate the overwhelming complexity of linear algebra tasks arising from high-dimensional applications. In this work, we study the low-rank approximability of solutions to linear systems…

Numerical Analysis · Mathematics 2016-01-08 Daniel Kressner , André Uschmajew

We present a new perspective on graph-based methods for collaborative ranking for recommender systems. Unlike user-based or item-based methods that compute a weighted average of ratings given by the nearest neighbors, or low-rank…

Machine Learning · Computer Science 2016-02-17 Da Kuang , Zuoqiang Shi , Stanley Osher , Andrea Bertozzi

We study the Sparse Plus Low-Rank decomposition problem (SLR), which is the problem of decomposing a corrupted data matrix into a sparse matrix of perturbations plus a low-rank matrix containing the ground truth. SLR is a fundamental…

Machine Learning · Statistics 2023-11-15 Dimitris Bertsimas , Ryan Cory-Wright , Nicholas A. G. Johnson

We describe several algorithms for matrix completion and matrix approximation when only some of its entries are known. The approximation constraint can be any whose approximated solution is known for the full matrix. For low rank…

Numerical Analysis · Mathematics 2014-07-01 Gil Shabat , Yaniv Shmueli , Amir Averbuch

This paper considers the problem of minimizing the sum of a smooth function and the Schatten-$p$ norm of the matrix. Our contribution involves proposing accelerated iteratively reweighted nuclear norm methods designed for solving the…

Optimization and Control · Mathematics 2024-06-27 Hao Wang , Ye Wang , Xiangyu Yang

This document introduces a strategy to solve linear optimization problems. The strategy is based on the bounding condition each constraint produces on each one of the problem's dimension. The solution of a linear optimization problem is…

Optimization and Control · Mathematics 2018-09-24 Gerardo L. Febres

The matrix rank minimization problem has applications in many fields such as system identification, optimal control, low-dimensional embedding, etc. As this problem is NP-hard in general, its convex relaxation, the nuclear norm minimization…

Optimization and Control · Mathematics 2011-01-04 Donald Goldfarb , Shiqian Ma

Recovering intrinsic data structure from corrupted observations plays an important role in various tasks in the communities of machine learning and signal processing. In this paper, we propose a novel model, named log-sum heuristic recovery…

Numerical Analysis · Computer Science 2014-08-13 Yue Deng , Qionghai Dai , Risheng Liu , Zengke Zhang , Sanqing Hu

Recovering a low rank matrix from a subset of its entries, some of which may be corrupted, is known as the robust matrix completion (RMC) problem. Existing RMC methods have several limitations: they require a relatively large number of…

Machine Learning · Computer Science 2025-12-16 Eilon Vaknin Laufer , Boaz Nadler

The low-rank tensor completion (LRTC) problem aims to reconstruct a tensor from partial sample information, which has attracted significant interest in a wide range of practical applications such as image processing and computer vision.…

Computer Vision and Pattern Recognition · Computer Science 2025-06-09 Hongbing Zhang , Bing Zheng

We propose a unified framework for estimating low-rank matrices through nonconvex optimization based on gradient descent algorithm. Our framework is quite general and can be applied to both noisy and noiseless observations. In the general…

Machine Learning · Statistics 2016-10-18 Lingxiao Wang , Xiao Zhang , Quanquan Gu

A novel algorithm for the recovery of low-rank matrices acquired via compressive linear measurements is proposed and analyzed. The algorithm, a variation on the iterative hard thresholding algorithm for low-rank recovery, is designed to…

Numerical Analysis · Mathematics 2018-10-30 Simon Foucart , Srinivas Subramanian

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

The problem of low-rank matrix estimation recently received a lot of attention due to challenging applications. A lot of work has been done on rank-penalized methods and convex relaxation, both on the theoretical and applied sides. However,…

Machine Learning · Statistics 2018-06-27 Pierre Alquier