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Low-rank matrix approximation is one of the central concepts in machine learning, with applications in dimension reduction, de-noising, multivariate statistical methodology, and many more. A recent extension to LRMA is called low-rank…

Machine Learning · Statistics 2021-09-24 Elena Tuzhilina , Trevor Hastie

The task of reconstructing a low rank matrix from incomplete linear measurements arises in areas such as machine learning, quantum state tomography and in the phase retrieval problem. In this note, we study the particular setup that the…

Information Theory · Computer Science 2016-12-12 Holger Rauhut , Ulrich Terstiege

Low rank model arises from a wide range of applications, including machine learning, signal processing, computer algebra, computer vision, and imaging science. Low rank matrix recovery is about reconstructing a low rank matrix from…

Numerical Analysis · Mathematics 2018-09-12 Jian-Feng Cai , Ke Wei

The task of reconstructing a matrix given a sample of observedentries is known as the matrix completion problem. It arises ina wide range of problems, including recommender systems, collaborativefiltering, dimensionality reduction, image…

Statistics Theory · Mathematics 2014-12-20 Jean Lafond , Olga Klopp , Eric Moulines , Jospeh Salmon

Standard regularization methods that are used to compute solutions to ill-posed inverse problems require knowledge of the forward model. In many real-life applications, the forward model is not known, but training data is readily available.…

Numerical Analysis · Mathematics 2015-06-19 Julianne Chung , Matthias Chung

We consider the problem of recovering elements of a low-dimensional model from under-determined linear measurements. To perform recovery, we consider the minimization of a convex regularizer subject to a data fit constraint. Given a model,…

Signal Processing · Electrical Eng. & Systems 2024-04-22 Yann Traonmilin , Rémi Gribonval , Samuel Vaiter

Low-rank learning has attracted much attention recently due to its efficacy in a rich variety of real-world tasks, e.g., subspace segmentation and image categorization. Most low-rank methods are incapable of capturing low-dimensional…

Computer Vision and Pattern Recognition · Computer Science 2016-11-16 Ping Li , Jun Yu , Meng Wang , Luming Zhang , Deng Cai , Xuelong Li

We introduce a reformulation of regularized low-rank recovery models to take advantage of GPU, multiple CPU, and hybridized architectures. Low-rank recovery often involves nuclear-norm minimization through iterative thresholding of singular…

Optimization and Control · Mathematics 2017-10-05 Derek Driggs , Stephen Becker , Aleksandr Aravkin

Feature selection in learning to rank has recently emerged as a crucial issue. Whereas several preprocessing approaches have been proposed, only a few works have been focused on integrating the feature selection into the learning process.…

Machine Learning · Computer Science 2015-07-03 Léa Laporte , Rémi Flamary , Stephane Canu , Sébastien Déjean , Josiane Mothe

The problem of recovering a low-rank matrix from the linear constraints, known as affine matrix rank minimization problem, has been attracting extensive attention in recent years. In general, affine matrix rank minimization problem is a…

Optimization and Control · Mathematics 2020-01-31 Angang Cui , Jigen Peng , Haiyang Li

Waves from a sparse set of source hidden in additive noise are observed by a sensor array. We treat the estimation of the sparse set of sources as a generalized complex-valued LASSO problem. The corresponding dual problem is formulated and…

Statistics Theory · Mathematics 2015-09-03 Christoph F. Mecklenbräuker , Peter Gerstoft , Erich Zöchmann

In this paper, the problem of matrix rank minimization under affine constraints is addressed. The state-of-the-art algorithms can recover matrices with a rank much less than what is sufficient for the uniqueness of the solution of this…

Information Theory · Computer Science 2016-11-15 Mohammadreza Malek-Mohammadi , Massoud Babaie-Zadeh , Arash Amini , Christian Jutten

Gradient descent algorithms on Riemannian manifolds have been used recently for the optimization of quantum channels. In this contribution, we investigate the influence of various regularization terms added to the cost function of these…

Quantum Physics · Physics 2024-05-01 Felix Soest , Konstantin Beyer , Walter T. Strunz

The nuclear norm (NN) has been widely explored in matrix recovery problems, such as Robust PCA and matrix completion, leveraging the inherent global low-rank structure of the data. In this study, we introduce a new modified nuclear norm…

Computer Vision and Pattern Recognition · Computer Science 2025-07-25 Jiangjun Peng , Yisi Luo , Xiangyong Cao , Shuang Xu , Deyu Meng

Many applications require recovering a matrix of minimal rank within an affine constraint set, with matrix completion a notable special case. Because the problem is NP-hard in general, it is common to replace the matrix rank with the…

Machine Learning · Computer Science 2015-07-08 Bo Xin , David Wipf

To alleviate the bias generated by the l1-norm in the low-rank tensor completion problem, nonconvex surrogates/regularizers have been suggested to replace the tensor nuclear norm, although both can achieve sparsity. However, the…

Machine Learning · Computer Science 2023-10-11 Zhi-Yong Wang , Hing Cheung So , Abdelhak M. Zoubir

The rank minimization problem is to find the lowest-rank matrix in a given set. Nuclear norm minimization has been proposed as an convex relaxation of rank minimization. Recht, Fazel, and Parrilo have shown that nuclear norm minimization…

Information Theory · Computer Science 2009-03-30 Kiryung Lee , Yoram Bresler

Many inverse problems and signal processing problems involve low-rank regularizers based on the nuclear norm. Commonly, proximal gradient methods (PGM) are adopted to solve this type of non-smooth problems as they can offer fast and…

Signal Processing · Electrical Eng. & Systems 2025-11-25 Rodrigo A. Lobos , Javier Salazar Cavazos , Raj Rao Nadakuditi , Jeffrey A. Fessler

The low-rank matrix approximation problem with respect to the entry-wise $\ell_{\infty}$-norm is the following: given a matrix $M$ and a factorization rank $r$, find a matrix $X$ whose rank is at most $r$ and that minimizes $\max_{i,j}…

Computational Complexity · Computer Science 2019-08-06 Nicolas Gillis , Yaroslav Shitov

The explorations of models beyond the Standard Model (BSM) naturally involve scans over the unknown BSM parameters. On the other hand, high precision predictions require calculations at the loop-level and thus a renormalization of (some of)…

High Energy Physics - Phenomenology · Physics 2024-07-01 S. Heinemeyer , F. von der Pahlen
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