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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

In this paper, we study the robust subspace clustering problem, which aims to cluster the given possibly noisy data points into their underlying subspaces. A large pool of previous subspace clustering methods focus on the graph construction…

Computer Vision and Pattern Recognition · Computer Science 2015-01-20 Canyi Lu , Jinhui Tang , Min Lin , Liang Lin , Shuicheng Yan , Zhouchen Lin

Randomized matrix compression techniques, such as the Johnson-Lindenstrauss transform, have emerged as an effective and practical way for solving large-scale problems efficiently. With a focus on computational efficiency, however, forsaking…

Machine Learning · Statistics 2015-10-19 Stephen Becker , Ban Kawas , Marek Petrik , Karthikeyan N. Ramamurthy

We consider the problem of noisy matrix completion, in which the goal is to reconstruct a structured matrix whose entries are partially observed in noise. Standard approaches to this underdetermined inverse problem are based on assuming…

Machine Learning · Statistics 2017-09-04 Nihar B. Shah , Sivaraman Balakrishnan , Martin J. Wainwright

This paper studies the matrix completion problem under arbitrary sampling schemes. We propose a new estimator incorporating both max-norm and nuclear-norm regularization, based on which we can conduct efficient low-rank matrix recovery…

Machine Learning · Statistics 2016-09-27 Ethan X. Fang , Han Liu , Kim-Chuan Toh , Wen-Xin Zhou

As a well-established adaptation criterion, the maximum correntropy criterion (MCC) has been receiving increasing attention due to its robust against outliers. In this paper, a new complex recursive maximum correntropy (CRMC) algorithm…

Systems and Control · Computer Science 2017-02-27 Lu Lu , Haiquan Zhao

Despite decades of research and recent progress in adaptive control and reinforcement learning, there remains a fundamental lack of understanding in designing controllers that provide robustness to inherent non-asymptotic uncertainties…

Machine Learning · Computer Science 2021-08-13 Benjamin Gravell , Tyler Summers

This paper considers the problem of recovery of a low-rank matrix in the situation when most of its entries are not observed and a fraction of observed entries are corrupted. The observations are noisy realizations of the sum of a low rank…

Statistics Theory · Mathematics 2016-07-05 Olga Klopp , Karim Lounici , Alexandre B. Tsybakov

A matrix completion problem is to recover the missing entries in a partially observed matrix. Most of the existing matrix completion methods assume a low rank structure of the underlying complete matrix. In this paper, we introduce an…

Machine Learning · Statistics 2020-11-16 Chencheng Cai , Rong Chen , Han Xiao

We study the problem of recovering an incomplete $m\times n$ matrix of rank $r$ with columns arriving online over time. This is known as the problem of life-long matrix completion, and is widely applied to recommendation system, computer…

Machine Learning · Computer Science 2016-12-04 Maria-Florina Balcan , Hongyang Zhang

We consider the problem of noisy 1-bit matrix completion under an exact rank constraint on the true underlying matrix $M^*$. Instead of observing a subset of the noisy continuous-valued entries of a matrix $M^*$, we observe a subset of…

Machine Learning · Statistics 2015-02-25 Sonia Bhaskar , Adel Javanmard

We propose a new framework -- Square Root Principal Component Pursuit -- for low-rank matrix recovery from observations corrupted with noise and outliers. Inspired by the square root Lasso, this new formulation does not require prior…

Machine Learning · Computer Science 2021-11-01 Junhui Zhang , Jingkai Yan , John Wright

Robust diffusion adaptive estimation algorithms based on the maximum correntropy criterion (MCC), including adaptation to combination MCC and combination to adaptation MCC, are developed to deal with the distributed estimation over network…

Machine Learning · Statistics 2016-02-04 Wentao Ma , Badong Chen , Jiandong Duan , Haiquan Zhao

Sparseness and robustness are two important properties for many machine learning scenarios. In the present study, regarding the maximum correntropy criterion (MCC) based robust regression algorithm, we investigate to integrate the MCC…

Machine Learning · Computer Science 2023-11-22 Yuanhao Li , Badong Chen , Okito Yamashita , Natsue Yoshimura , Yasuharu Koike

Firms earning prediction plays a vital role in investment decisions, dividends expectation, and share price. It often involves multiple tensor-compatible datasets with non-linear multi-way relationships, spatiotemporal structures, and…

Machine Learning · Computer Science 2021-09-07 Ajim Uddin , Dan Zhou , Xinyuan Tao , Chia-Ching Chou , Dantong Yu

Robust principal component analysis (RPCA) can recover low-rank matrices when they are corrupted by sparse noises. In practice, many matrices are, however, of high-rank and hence cannot be recovered by RPCA. We propose a novel method called…

Machine Learning · Computer Science 2019-04-19 Jicong Fan , Tommy W. S. Chow

As an efficient algorithm to solve the multi-view registration problem,the motion averaging (MA) algorithm has been extensively studied and many MA-based algorithms have been introduced. They aim at recovering global motions from relative…

Computer Vision and Pattern Recognition · Computer Science 2022-08-25 Yugeng Huang , Haitao Liu , Tian Huang

This paper is concerned with noisy matrix completion--the problem of recovering a low-rank matrix from partial and noisy entries. Under uniform sampling and incoherence assumptions, we prove that a tuning-free square-root matrix completion…

Statistics Theory · Mathematics 2024-02-13 Yuepeng Yang , Cong Ma

This paper considers the problem of matrix completion when some number of the columns are completely and arbitrarily corrupted, potentially by a malicious adversary. It is well-known that standard algorithms for matrix completion can return…

Machine Learning · Statistics 2016-04-26 Yudong Chen , Huan Xu , Constantine Caramanis , Sujay Sanghavi

We consider the problem of Robust PCA in the fully and partially observed settings. Without corruptions, this is the well-known matrix completion problem. From a statistical standpoint this problem has been recently well-studied, and…

Information Theory · Computer Science 2016-09-20 Xinyang Yi , Dohyung Park , Yudong Chen , Constantine Caramanis