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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

Recent work established that rank overparameterization eliminates spurious local minima in nonconvex low-rank matrix recovery under the restricted isometry property (RIP). But this does not fully explain the practical success of…

Optimization and Control · Mathematics 2025-05-07 Richard Y. Zhang

Low rank matrix factorization is a fundamental building block in machine learning, used for instance to summarize gene expression profile data or word-document counts. To be robust to outliers and differences in scale across features, a…

Machine Learning · Computer Science 2020-07-07 Marco Cuturi , Olivier Teboul , Jonathan Niles-Weed , Jean-Philippe Vert

The increasing size of transformer-based models in NLP makes the question of compressing them important. In this work, we present a comprehensive analysis of factorization based model compression techniques. Specifically, we focus on…

Computation and Language · Computer Science 2024-06-18 Ashim Gupta , Sina Mahdipour Saravani , P. Sadayappan , Vivek Srikumar

This article investigates the problem of noisy low-rank matrix completion with a shared factor structure, leveraging the auxiliary information from the missing indicator matrix to enhance prediction accuracy. Despite decades of development…

Methodology · Statistics 2025-04-08 Yuanhong A , Xinyan Fan , Bingyi Jing , Bo Zhang

The low-rank matrix reconstruction (LRMR) approach is widely used in direction-of-arrival (DOA) estimation. As the rank norm penalty in an LRMR is NP-hard to compute, the nuclear norm (or the trace norm for a positive semidefinite (PSD)…

Information Theory · Computer Science 2017-12-07 Xiaohuan Wu , Wei-Ping Zhu , Jun Yan

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

Low-rank matrix estimation plays a central role in various applications across science and engineering. Recently, nonconvex formulations based on matrix factorization are provably solved by simple gradient descent algorithms with strong…

Signal Processing · Electrical Eng. & Systems 2021-04-07 Cong Ma , Yuanxin Li , Yuejie Chi

Suppose we are given a matrix that is formed by adding an unknown sparse matrix to an unknown low-rank matrix. Our goal is to decompose the given matrix into its sparse and low-rank components. Such a problem arises in a number of…

Optimization and Control · Mathematics 2011-08-09 Venkat Chandrasekaran , Sujay Sanghavi , Pablo A. Parrilo , Alan S. Willsky

We use convex relaxation techniques to provide a sequence of solutions to the matrix completion problem. Using the nuclear norm as a regularizer, we provide simple and very efficient algorithms for minimizing the reconstruction error…

Machine Learning · Statistics 2009-06-12 Rahul Mazumder , Trevor Hastie , Rob Tibshirani

We propose a generic framework based on a new stochastic variance-reduced gradient descent algorithm for accelerating nonconvex low-rank matrix recovery. Starting from an appropriate initial estimator, our proposed algorithm performs…

Machine Learning · Statistics 2017-01-20 Lingxiao Wang , Xiao Zhang , Quanquan Gu

Higher-order low-rank tensors naturally arise in many applications including hyperspectral data recovery, video inpainting, seismic data recon- struction, and so on. We propose a new model to recover a low-rank tensor by simultaneously…

Numerical Analysis · Computer Science 2015-07-07 Yangyang Xu , Ruru Hao , Wotao Yin , Zhixun Su

We propose an algorithm for solving nonlinear convex programs defined in terms of a symmetric positive semidefinite matrix variable $X$. This algorithm rests on the factorization $X=Y Y^T$, where the number of columns of Y fixes the rank of…

Optimization and Control · Mathematics 2010-08-25 M. Journée , F. Bach , P. -A. Absil , R. Sepulchre

We prove new results about the robustness of well-known convex noise-blind optimization formulations for the reconstruction of low-rank matrices from underdetermined linear measurements. Our results are applicable for symmetric rank-one…

Information Theory · Computer Science 2020-10-26 Felix Krahmer , Christian Kümmerle , Oleh Melnyk

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

This paper concerns with a noisy structured low-rank matrix recovery problem which can be modeled as a structured rank minimization problem. We reformulate this problem as a mathematical program with a generalized complementarity constraint…

Optimization and Control · Mathematics 2017-03-14 Shujun Bi , Shaohua Pan , Defeng Sun

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

Nonconvex methods have emerged as a dominant approach for low-rank matrix estimation, a problem that arises widely in machine learning and AI for learning and representing high-dimensional data. Existing analyses for these methods often…

Machine Learning · Statistics 2026-05-08 Chengyu Cui , Gongjun Xu

Although many techniques have been applied to matrix factorization (MF), they may not fully exploit the feature structure. In this paper, we incorporate the grouping effect into MF and propose a novel method called Robust Matrix…

Machine Learning · Computer Science 2021-07-09 Haiyan Jiang , Shuyu Li , Luwei Zhang , Haoyi Xiong , Dejing Dou

Originally developed for imputing missing entries in low rank, or approximately low rank matrices, matrix completion has proven widely effective in many problems where there is no reason to assume low-dimensional linear structure in the…

Statistics Theory · Mathematics 2021-05-06 Yunhua Xiang , Tianyu Zhang , Xu Wang , Ali Shojaie , Noah Simon