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We present a concise survey of matrix completion methods and associated implementations of several fundamental algorithms. Our study covers both passive and adaptive strategies. We further illustrate the behavior of a simple adaptive…

Computation · Statistics 2025-12-10 Connor Panish , Leo Villani

Given only a few observed entries from a low-rank matrix $X$, matrix completion is the problem of imputing the missing entries, and it formalizes a wide range of real-world settings that involve estimating missing data. However, when there…

Machine Learning · Computer Science 2023-06-08 Steven Cao , Percy Liang , Gregory Valiant

Factorization-based gradient descent is a scalable and efficient algorithm for solving low-rank matrix completion. Recent progress in structured non-convex optimization has offered global convergence guarantees for gradient descent under…

Optimization and Control · Mathematics 2021-02-09 Trung Vu , Raviv Raich

This paper is concerned with the problem of recovering an unknown matrix from a small fraction of its entries. This is known as the matrix completion problem, and comes up in a great number of applications, including the famous Netflix…

Information Theory · Computer Science 2009-03-10 Emmanuel J. Candes , Terence Tao

We present a new algorithm for finding a near optimal low-rank approximation of a matrix $A$ in $O(nnz(A))$ time. Our method is based on a recursive sampling scheme for computing a representative subset of $A$'s columns, which is then used…

Data Structures and Algorithms · Computer Science 2016-10-10 Michael B. Cohen , Cameron Musco , Christopher Musco

In this paper we study the matrix completion problem: Suppose $X \in {\mathbb R}^{n_r \times n_c}$ is unknown except for a known upper bound $r$ on its rank. By measuring a small number $m \ll n_r n_c$ of elements of $X$, is it possible to…

Machine Learning · Statistics 2020-05-22 Shantanu Prasad Burnwal , Mathukumalli Vidyasagar

Matrix completion has received vast amount of attention and research due to its wide applications in various study fields. Existing methods of matrix completion consider only nonlinear (or linear) relations among entries in a data matrix…

Machine Learning · Computer Science 2021-07-16 Saeid Mehrdad , Mohammad Hossein Kahaei

This paper addresses matrix approximation problems for matrices that are large, sparse and/or that are representations of large graphs. To tackle these problems, we consider algorithms that are based primarily on coarsening techniques,…

Numerical Analysis · Computer Science 2018-10-03 Shashanka Ubaru , Yousef Saad

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

We study exact matrix completion from partially available data with hidden connectivity patterns. Exact matrix completion was shown to be possible recently by Cosse and Demanet in 2021 with Lasserre's relaxation using the trace of the…

Optimization and Control · Mathematics 2023-11-28 Godai Azuma , Sunyoung Kim , Makoto Yamashita

In this paper, we propose a new algorithm for recovery of low-rank matrices from compressed linear measurements. The underlying idea of this algorithm is to closely approximate the rank function with a smooth function of singular values,…

Information Theory · Computer Science 2016-11-18 Mohammadreza Malek-Mohammadi , Massoud Babaie-Zadeh , Mikael Skoglund

We apply a method recently introduced to the statistical literature to directly estimate the precision matrix from an ensemble of samples drawn from a corresponding Gaussian distribution. Motivated by the observation that cosmological…

Instrumentation and Methods for Astrophysics · Physics 2016-05-25 Nikhil Padmanabhan , Martin White , Harrison H. Zhou , Ross O'Connell

The low-rank matrix completion problem can be solved by Riemannian optimization on a fixed-rank manifold. However, a drawback of the known approaches is that the rank parameter has to be fixed a priori. In this paper, we consider the…

Optimization and Control · Mathematics 2022-02-21 Bin Gao , P. -A. Absil

We consider the matrix completion problem of recovering a structured low rank matrix with partially observed entries with mixed data types. Vast majority of the solutions have proposed computationally feasible estimators with strong…

Machine Learning · Statistics 2020-05-27 Daqian Sun , Martin T. Wells

We address the rectangular matrix completion problem by lifting the unknown matrix to a positive semidefinite matrix in higher dimension, and optimizing a nonconvex objective over the semidefinite factor using a simple gradient descent…

Machine Learning · Statistics 2016-11-23 Qinqing Zheng , John Lafferty

The CUR matrix decomposition and the Nystr\"{o}m approximation are two important low-rank matrix approximation techniques. The Nystr\"{o}m method approximates a symmetric positive semidefinite matrix in terms of a small number of its…

Machine Learning · Computer Science 2013-10-02 Shusen Wang , Zhihua Zhang

We consider the problem of efficiently solving large-scale linear least squares problems that have one or more linear constraints that must be satisfied exactly. Whilst some classical approaches are theoretically well founded, they can face…

Numerical Analysis · Mathematics 2021-12-24 Jennifer Scott , Miroslav Tuma

Low-rank matrix completion concerns the problem of estimating unobserved entries in a matrix using a sparse set of observed entries. We consider the non-uniform setting where the observed entries are sampled with highly varying…

Machine Learning · Statistics 2024-03-04 Xumei Xi , Christina Lee Yu , Yudong Chen

An arbitrary $m\times n$ Boolean matrix $M$ can be decomposed {\em exactly} as $M =U\circ V$, where $U$ (resp. $V$) is an $m\times k$ (resp. $k\times n$) Boolean matrix and $\circ$ denotes the Boolean matrix multiplication operator. We…

Discrete Mathematics · Computer Science 2015-12-29 Yuan Sun , Shiwei Ye , Yi Sun , Tsunehiko Kameda

This paper proposes a new method for estimating sparse precision matrices in the high dimensional setting. It has been popular to study fast computation and adaptive procedures for this problem. We propose a novel approach, called Sparse…

Methodology · Statistics 2016-12-23 Weidong Liu , Xi Luo
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