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This paper considers the problem of matrix completion when the observed entries are noisy and contain outliers. It begins with introducing a new optimization criterion for which the recovered matrix is defined as its solution. This…

Machine Learning · Statistics 2017-12-29 Raymond K. W. Wong , Thomas C. M. Lee

The importance of accurate recommender systems has been widely recognized by academia and industry. However, the recommendation quality is still rather low. Recently, a linear sparse and low-rank representation of the user-item matrix has…

Information Retrieval · Computer Science 2016-02-29 Zhao Kang , Qiang Cheng

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

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 finding a low rank matrix from observations of linear combinations of its elements. It is well known that if the problem fulfills a restricted isometry property (RIP), convex relaxations using the nuclear…

Optimization and Control · Mathematics 2017-11-13 Carl Olsson , Marcus Carlsson , Erik Bylow

Tensor completion is a fundamental tool for incomplete data analysis, where the goal is to predict missing entries from partial observations. However, existing methods often make the explicit or implicit assumption that the observed entries…

Machine Learning · Statistics 2022-03-18 Yuning Qiu , Guoxu Zhou , Qibin Zhao , Shengli Xie

For the problem of reconstructing a low-rank matrix from a few linear measurements, two classes of algorithms have been widely studied in the literature: convex approaches based on nuclear norm minimization, and non-convex approaches that…

Machine Learning · Statistics 2025-07-29 Dominik Stöger , Yizhe Zhu

We consider the problem of estimation of a low-rank matrix from a limited number of noisy rank-one projections. In particular, we propose two fast, non-convex \emph{proper} algorithms for matrix recovery and support them with rigorous…

Machine Learning · Statistics 2017-05-23 Mohammadreza Soltani , Chinmay Hegde

We consider in this paper the problem of noisy 1-bit matrix completion under a general non-uniform sampling distribution using the max-norm as a convex relaxation for the rank. A max-norm constrained maximum likelihood estimate is…

Machine Learning · Statistics 2013-09-25 T. Tony Cai , Wen-Xin Zhou

Matrix factorization is a popular approach for large-scale matrix completion. The optimization formulation based on matrix factorization can be solved very efficiently by standard algorithms in practice. However, due to the non-convexity…

Machine Learning · Computer Science 2016-11-18 Ruoyu Sun , Zhi-Quan Luo

Matrix completion is a ubiquitous tool in machine learning and data analysis. Most work in this area has focused on the number of observations necessary to obtain an accurate low-rank approximation. In practice, however, the cost of…

Machine Learning · Computer Science 2021-04-19 Dong Hu , Alex Gittens , Malik Magdon-Ismail

Non-convex gradient descent is a common approach for estimating a low-rank $n\times n$ ground truth matrix from noisy measurements, because it has per-iteration costs as low as $O(n)$ time, and is in theory capable of converging to a…

Optimization and Control · Mathematics 2024-02-29 Gavin Zhang , Hong-Ming Chiu , Richard Y. Zhang

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…

Machine Learning · Computer Science 2014-08-12 David Wipf

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…

Machine Learning · Statistics 2012-07-11 David Wipf

We consider the matrix completion problem of recovering a structured matrix from noisy and partial measurements. Recent works have proposed tractable estimators with strong statistical guarantees for the case where the underlying matrix is…

Machine Learning · Statistics 2015-09-16 Suriya Gunasekar , Pradeep Ravikumar , Joydeep Ghosh

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…

Machine Learning · Computer Science 2018-09-11 Yu Cheng , Rong Ge

This paper examines a general class of noisy matrix completion tasks where the goal is to estimate a matrix from observations obtained at a subset of its entries, each of which is subject to random noise or corruption. Our specific focus is…

Machine Learning · Statistics 2016-11-18 Akshay Soni , Swayambhoo Jain , Jarvis Haupt , Stefano Gonella

We propose a general framework for reconstructing and denoising single entries of incomplete and noisy entries. We describe: effective algorithms for deciding if and entry can be reconstructed and, if so, for reconstructing and denoising…

Machine Learning · Statistics 2013-04-02 Franz J. Király , Louis Theran

A vast majority of machine learning algorithms train their models and perform inference by solving optimization problems. In order to capture the learning and prediction problems accurately, structural constraints such as sparsity or low…

Machine Learning · Statistics 2017-12-22 Prateek Jain , Purushottam Kar

In the present paper, we consider the problem of matrix completion with noise. Unlike previous works, we consider quite general sampling distribution and we do not need to know or to estimate the variance of the noise. Two new nuclear-norm…

Statistics Theory · Mathematics 2014-02-06 Olga Klopp