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Given a known matrix that is the sum of a low rank matrix and a masked sparse matrix, we wish to recover both the low rank component and the sparse component. The sparse matrix is masked in the sense that a linear transformation has been…

Information Theory · Computer Science 2025-04-29 Xuemei Chen , Rongrong Wang

We consider the related tasks of matrix completion and matrix approximation from missing data and propose adaptive sampling procedures for both problems. We show that adaptive sampling allows one to eliminate standard incoherence…

Machine Learning · Statistics 2014-07-15 Akshay Krishnamurthy , Aarti Singh

Motivated by the philosophy and phenomenal success of compressed sensing, the problem of reconstructing a matrix from a sampling of its entries has attracted much attention recently. Such a problem can be viewed as an information-theoretic…

Information Theory · Computer Science 2009-05-15 Zhisu Zhu , Anthony Man-Cho So , Yinyu Ye

We consider the problem of reconstructing a rank-$k$ $n \times n$ matrix $M$ from a sampling of its entries. Under a certain incoherence assumption on $M$ and for the case when both the rank and the condition number of $M$ are bounded, it…

Machine Learning · Statistics 2017-08-23 David Gamarnik , Quan Li , Hongyi Zhang

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

Matrix Completion is the problem of recovering an unknown real-valued low-rank matrix from a subsample of its entries. Important recent results show that the problem can be solved efficiently under the assumption that the unknown matrix is…

Computational Complexity · Computer Science 2014-04-11 Moritz Hardt , Raghu Meka , Prasad Raghavendra , Benjamin Weitz

We consider the problem of recovering low-rank matrices from random rank-one measurements, which spans numerous applications including covariance sketching, phase retrieval, quantum state tomography, and learning shallow polynomial neural…

Information Theory · Computer Science 2018-12-04 Yuanxin Li , Cong Ma , Yuxin Chen , Yuejie Chi

Most of the existing works on provable guarantees for low-rank matrix completion algorithms rely on some unrealistic assumptions such that matrix entries are sampled randomly or the sampling pattern has a specific structure. In this work,…

Machine Learning · Statistics 2023-06-06 Hanbyul Lee , Rahul Mazumder , Qifan Song , Jean Honorio

In this paper, we study the problem of image recovery from given partial (corrupted) observations. Recovering an image using a low-rank model has been an active research area in data analysis and machine learning. But often, images are not…

Computer Vision and Pattern Recognition · Computer Science 2020-03-13 Pawan Goyal , Hussam Al Daas , Peter Benner

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

We present and analyze an efficient implementation of an iteratively reweighted least squares algorithm for recovering a matrix from a small number of linear measurements. The algorithm is designed for the simultaneous promotion of both a…

Numerical Analysis · Mathematics 2011-07-19 Massimo Fornasier , Holger Rauhut , Rachel Ward

Low-rank matrix factorizations arise in a wide variety of applications -- including recommendation systems, topic models, and source separation, to name just a few. In these and many other applications, it has been widely noted that by…

Machine Learning · Statistics 2016-11-01 Liangbei Xu , Mark A. Davenport

We consider the nonconvex regularized method for low-rank matrix recovery. Under the assumption on the singular values of the parameter matrix, we provide the recovery bound for any stationary point of the nonconvex method by virtue of…

Optimization and Control · Mathematics 2024-12-24 Xin Li , Dongya Wu

This paper studies the problem of completing a low-rank matrix from a few of its random entries with the aid of prior information. We suggest a strategy to incorporate prior information into the standard matrix completion procedure by…

Information Theory · Computer Science 2020-07-15 Xu Zhang , Wei Cui , Yulong Liu

Existing results for low-rank matrix recovery largely focus on quadratic loss, which enjoys favorable properties such as restricted strong convexity/smoothness (RSC/RSM) and well conditioning over all low rank matrices. However, many…

Machine Learning · Statistics 2021-11-17 Lijun Ding , Yuqian Zhang , Yudong Chen

In this paper we investigate the reconstruction conditions of nuclear norm minimization for low-rank matrix recovery. We obtain sufficient conditions $\delta_{tr}<t/(4-t)$ with $0<t<4/3$ to guarantee the robust reconstruction $(z\neq0)$ or…

Information Theory · Computer Science 2020-03-11 Jianwen Huang , Jianjun Wang , Feng Zhang , Wendong Wang

Alternating minimization represents a widely applicable and empirically successful approach for finding low-rank matrices that best fit the given data. For example, for the problem of low-rank matrix completion, this method is believed to…

Machine Learning · Statistics 2012-12-04 Prateek Jain , Praneeth Netrapalli , Sujay Sanghavi

In this work, we develop a new complexity metric for an important class of low-rank matrix optimization problems in both symmetric and asymmetric cases, where the metric aims to quantify the complexity of the nonconvex optimization…

Optimization and Control · Mathematics 2023-07-24 Haixiang Zhang , Baturalp Yalcin , Javad Lavaei , Somayeh Sojoudi

The most frequently used condition for sampling matrices employed in compressive sampling is the restricted isometry (RIP) property of the matrix when restricted to sparse signals. At the same time, imposing this condition makes it…

Information Theory · Computer Science 2013-03-11 Alexander Barg , Arya Mazumdar , Rongrong Wang

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