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The matrix completion problem consists of finding or approximating a low-rank matrix based on a few samples of this matrix. We propose a new algorithm for matrix completion that minimizes the least-square distance on the sampling set over…

Optimization and Control · Mathematics 2012-09-19 Bart Vandereycken

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 has attracted much interest in the past decade in machine learning and computer vision. For low-rank promotion in matrix completion, the nuclear norm penalty is convenient due to its convexity but has a bias problem.…

Machine Learning · Computer Science 2019-03-05 Fei Wen , Rendong Ying , Peilin Liu , Trieu-Kien Truong

Convex regularizers are often used for sparse learning. They are easy to optimize, but can lead to inferior prediction performance. The difference of $\ell_1$ and $\ell_2$ ($\ell_{1-2}$) regularizer has been recently proposed as a nonconvex…

Machine Learning · Computer Science 2017-06-21 Quanming Yao , James T. Kwok , Xiawei Guo

We revisit the inductive matrix completion problem that aims to recover a rank-$r$ matrix with ambient dimension $d$ given $n$ features as the side prior information. The goal is to make use of the known $n$ features to reduce sample and…

Machine Learning · Statistics 2018-03-06 Xiao Zhang , Simon S. Du , Quanquan Gu

Gradient descent methods are fundamental first-order optimization algorithms in both Euclidean spaces and Riemannian manifolds. However, the exact gradient is not readily available in many scenarios. This paper proposes a novel inexact…

Optimization and Control · Mathematics 2024-09-18 Juan Zhou , Kangkang Deng , Hongxia Wang , Zheng Peng

This paper considers the problem of solving systems of quadratic equations, namely, recovering an object of interest $\mathbf{x}^{\natural}\in\mathbb{R}^{n}$ from $m$ quadratic equations/samples…

Machine Learning · Statistics 2019-06-13 Yuxin Chen , Yuejie Chi , Jianqing Fan , Cong Ma

Substantial progress has been made recently on developing provably accurate and efficient algorithms for low-rank matrix factorization via nonconvex optimization. While conventional wisdom often takes a dim view of nonconvex optimization…

Machine Learning · Computer Science 2019-10-23 Yuejie Chi , Yue M. Lu , Yuxin Chen

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…

Machine Learning · Computer Science 2023-06-30 Shuai 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

This paper studies the problem of recovering a low-rank matrix from several noisy random linear measurements. We consider the setting where the rank of the ground-truth matrix is unknown a priori and use an objective function built from a…

Optimization and Control · Mathematics 2025-07-29 Lijun Ding , Zhen Qin , Liwei Jiang , Jinxin Zhou , Zhihui Zhu

Despite recent theoretical progress on the non-convex optimization of two-layer neural networks, it is still an open question whether gradient descent on neural networks without unnatural modifications can achieve better sample complexity…

Machine Learning · Computer Science 2023-10-10 Arvind Mahankali , Jeff Z. Haochen , Kefan Dong , Margalit Glasgow , Tengyu Ma

This letter proposes to estimate low-rank matrices by formulating a convex optimization problem with non-convex regularization. We employ parameterized non-convex penalty functions to estimate the non-zero singular values more accurately…

Computer Vision and Pattern Recognition · Computer Science 2016-04-14 Ankit Parekh , Ivan W. Selesnick

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

The completion of matrices with missing values under the rank constraint is a non-convex optimization problem. A popular convex relaxation is based on minimization of the nuclear norm (sum of singular values) of the matrix. For this…

Optimization and Control · Mathematics 2015-06-11 Konstantin Usevich , Pierre Comon

Extrapolation is a well-known technique for solving convex optimization and variational inequalities and recently attracts some attention for non-convex optimization. Several recent works have empirically shown its success in some machine…

Optimization and Control · Mathematics 2019-02-06 Yi Xu , Zhuoning Yuan , Sen Yang , Rong Jin , Tianbao Yang

Randomly initialized first-order optimization algorithms are the method of choice for solving many high-dimensional nonconvex problems in machine learning, yet general theoretical guarantees cannot rule out convergence to critical points of…

Optimization and Control · Mathematics 2018-09-28 Dar Gilboa , Sam Buchanan , John Wright

There is a recent surge of interest in nonconvex reformulations via low-rank factorization for stochastic convex semidefinite optimization problem in the purpose of efficiency and scalability. Compared with the original convex formulations,…

Optimization and Control · Mathematics 2018-02-27 Jinshan Zeng , Ke Ma , Yuan Yao

This paper considers the matrix completion problem. We show that it is not necessary to assume joint incoherence, which is a standard but unintuitive and restrictive condition that is imposed by previous studies. This leads to a sample…

Information Theory · Computer Science 2016-11-15 Yudong Chen

We study the problem of robust matrix completion (RMC), where the partially observed entries of an underlying low-rank matrix is corrupted by sparse noise. Existing analysis of the non-convex methods for this problem either requires the…

Information Theory · Computer Science 2025-04-28 Tianming Wang , Ke Wei