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We propose two practical non-convex approaches for learning near-isometric, linear embeddings of finite sets of data points. Given a set of training points $\mathcal{X}$, we consider the secant set $S(\mathcal{X})$ that consists of all…

Machine Learning · Statistics 2016-04-26 Jerry Luo , Kayla Shapiro , Hao-Jun Michael Shi , Qi Yang , Kan Zhu

Learning of low-rank matrices is fundamental to many machine learning applications. A state-of-the-art algorithm is the rank-one matrix pursuit (R1MP). However, it can only be used in matrix completion problems with the square loss. In this…

Machine Learning · Computer Science 2016-07-28 Quanming Yao , James T. Kwok

We study the general norm optimization for combinatorial problems, initiated by Chakrabarty and Swamy (STOC 2019). We propose a general formulation that captures a large class of combinatorial structures: we are given a set $U$ of $n$…

Data Structures and Algorithms · Computer Science 2025-05-01 Kuowen Chen , Jian Li , Yuval Rabani , Yiran Zhang

Estimation of low-rank matrices is of significant interest in a range of contemporary applications. In this paper, we introduce a rank-one projection model for low-rank matrix recovery and propose a constrained nuclear norm minimization…

Statistics Theory · Mathematics 2014-12-10 T. Tony Cai , Anru Zhang

We consider the problem of approximating an affinely structured matrix, for example a Hankel matrix, by a low-rank matrix with the same structure. This problem occurs in system identification, signal processing and computer algebra, among…

Numerical Analysis · Mathematics 2014-06-25 Mariya Ishteva , Konstantin Usevich , Ivan Markovsky

The affine rank minimization problem consists of finding a matrix of minimum rank that satisfies a given system of linear equality constraints. Such problems have appeared in the literature of a diverse set of fields including system…

Optimization and Control · Mathematics 2010-08-09 Benjamin Recht , Maryam Fazel , Pablo A. Parrilo

Low-rank matrix completion (LRMC) has demonstrated remarkable success in a wide range of applications. To address the NP-hard nature of the rank minimization problem, the nuclear norm is commonly used as a convex and computationally…

Computer Vision and Pattern Recognition · Computer Science 2025-12-25 Zhijie Wang , Liangtian He , Qinghua Zhang , Jifei Miao , Liang-Jian Deng , Jun Liu

There are a number of approximation algorithms for NP-hard versions of low rank approximation, such as finding a rank-$k$ matrix $B$ minimizing the sum of absolute values of differences to a given $n$-by-$n$ matrix $A$,…

Data Structures and Algorithms · Computer Science 2020-04-20 Zhao Song , David P. Woodruff , Peilin Zhong

We characterize optimal rank-1 matrix approximations with Hankel or Toeplitz structure with regard to two different norms, the Frobenius norm and the spectral norm, in a new way. More precisely, we show that these rank-1 matrix…

Numerical Analysis · Mathematics 2021-03-09 Hanna Knirsch , Markus Petz , Gerlind Plonka

We consider multilevel low rank (MLR) matrices, defined as a row and column permutation of a sum of matrices, each one a block diagonal refinement of the previous one, with all blocks low rank given in factored form. MLR matrices extend low…

Machine Learning · Statistics 2025-10-27 Tetiana Parshakova , Trevor Hastie , Eric Darve , Stephen Boyd

We consider the problem of recovering low-rank matrices from random rank-one measurements, which spans numerous applications including covariance sketching, phase retrieval, quantum state tomography, and learning shallow polynomial neural…

Information Theory · Computer Science 2018-12-04 Yuanxin Li , Cong Ma , Yuxin Chen , Yuejie Chi

In the undetermined linear system $\bm{b}=\mathcal{A}(\bm{X})+\bm{s}$, vector $\bm{b}$ and operator $\mathcal{A}$ are the known measurements and $\bm{s}$ is the unknown noise. In this paper, we investigate sufficient conditions for exactly…

Optimization and Control · Mathematics 2023-08-08 Yan Li , Liping Zhang

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

Low-rank approximation of a matrix by means of structured random sampling has been consistently efficient in its extensive empirical studies around the globe, but adequate formal support for this empirical phenomenon has been missing so…

Numerical Analysis · Mathematics 2016-07-21 Victor Pan , John Svadlenka , Liang Zhao

Affine matrix rank minimization problem is a fundamental problem with a lot of important applications in many fields. It is well known that this problem is combinatorial and NP-hard in general. In this paper, a continuous promoting low rank…

Optimization and Control · Mathematics 2017-05-02 Angang Cui , Jigen Peng , Haiyang Li , Chengyi Zhang , Yongchao Yu

We develop an efficient stochastic variance reduced gradient descent algorithm to solve the affine rank minimization problem consists of finding a matrix of minimum rank from linear measurements. The proposed algorithm as a stochastic…

Optimization and Control · Mathematics 2022-11-08 Ningning Han , Juan Nie , Jian Lu , Michael K. Ng

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

Matrix rank minimizing subject to affine constraints arises in many application areas, ranging from signal processing to machine learning. Nuclear norm is a convex relaxation for this problem which can recover the rank exactly under some…

Computer Vision and Pattern Recognition · Computer Science 2015-08-20 Zhao Kang , Chong Peng , Qiang Cheng

We study the problem of matrix estimation and matrix completion under a general framework. This framework includes several important models as special cases such as the gaussian mixture model, mixed membership model, bi-clustering model and…

Statistics Theory · Mathematics 2017-07-10 Olga Klopp , Yu Lu , Alexandre B. Tsybakov , Harrison H. Zhou

This paper addresses the problem of low-rank distance matrix completion. This problem amounts to recover the missing entries of a distance matrix when the dimension of the data embedding space is possibly unknown but small compared to the…

Optimization and Control · Mathematics 2013-04-26 B. Mishra , G. Meyer , R. Sepulchre
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