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This paper introduces a novel algorithm to approximate the matrix with minimum nuclear norm among all matrices obeying a set of convex constraints. This problem may be understood as the convex relaxation of a rank minimization problem, and…

Optimization and Control · Mathematics 2008-10-21 Jian-Feng Cai , Emmanuel J. Candes , Zuowei Shen

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

For the problems of low-rank matrix completion, the efficiency of the widely-used nuclear norm technique may be challenged under many circumstances, especially when certain basis coefficients are fixed, for example, the low-rank correlation…

Optimization and Control · Mathematics 2015-06-23 Weimin Miao , Shaohua Pan , Defeng Sun

The importance of accurate recommender systems has been widely recognized by academia and industry. However, the recommendation quality is still rather low. Recently, a linear sparse and low-rank representation of the user-item matrix has…

Information Retrieval · Computer Science 2016-02-29 Zhao Kang , Qiang Cheng

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

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

The goal of affine matrix rank minimization problem is to reconstruct a low-rank or approximately low-rank matrix under linear constraints. In general, this problem is combinatorial and NP-hard. In this paper, a nonconvex fraction function…

Optimization and Control · Mathematics 2018-06-21 Angang Cui , Jigen Peng , Haiyang Li

Low rank regularization, in essence, involves introducing a low rank or approximately low rank assumption for matrix we aim to learn, which has achieved great success in many fields including machine learning, data mining and computer…

Computer Vision and Pattern Recognition · Computer Science 2020-12-11 Zhanxuan Hu , Feiping Nie , Rong Wang , Xuelong Li

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

Regularized nonnegative low-rank approximations, such as sparse Nonnegative Matrix Factorization or sparse Nonnegative Tucker Decomposition, form an important branch of dimensionality reduction models known for their enhanced…

Machine Learning · Computer Science 2025-01-31 Jeremy E. Cohen , Valentin Leplat

This paper considers the problem of recovering either a low rank matrix or a sparse vector from observations of linear combinations of the vector or matrix elements. Recent methods replace the non-convex regularization with $\ell_1$ or…

Optimization and Control · Mathematics 2017-03-22 Carl Olsson , Marcus Carlsson , Fredrik Andersson , Viktor Larsson

The problem of recovering a matrix of low rank from an incomplete and possibly noisy set of linear measurements arises in a number of areas. In order to derive rigorous recovery results, the measurement map is usually modeled…

Information Theory · Computer Science 2015-07-28 Maryia Kabanava , Richard Kueng , Holger Rauhut , Ulrich Terstiege

High-dimensional matrix regression has been studied in various aspects, such as statistical properties, computational efficiency and application to specific instances including multivariate regression, system identification and matrix…

Statistics Theory · Mathematics 2024-03-06 Xin Li , Dongya Wu

Rank minimization (RM) is a wildly investigated task of finding solutions by exploiting low-rank structure of parameter matrices. Recently, solving RM problem by leveraging non-convex relaxations has received significant attention. It has…

Machine Learning · Computer Science 2018-09-17 Zaiyi Chen

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 this paper, we study the problem of low-rank tensor learning, where only a few of training samples are observed and the underlying tensor has a low-rank structure. The existing methods are based on the sum of nuclear norms of unfolding…

Machine Learning · Computer Science 2024-10-25 Sijia Xia , Michael K. Ng , Xiongjun Zhang

The task of recovering a low-rank matrix from its noisy linear measurements plays a central role in computational science. Smooth formulations of the problem often exhibit an undesirable phenomenon: the condition number, classically…

Optimization and Control · Mathematics 2019-04-24 Vasileios Charisopoulos , Yudong Chen , Damek Davis , Mateo Díaz , Lijun Ding , Dmitriy Drusvyatskiy

As surrogate functions of $L_0$-norm, many nonconvex penalty functions have been proposed to enhance the sparse vector recovery. It is easy to extend these nonconvex penalty functions on singular values of a matrix to enhance low-rank…

Computer Vision and Pattern Recognition · Computer Science 2016-11-17 Canyi Lu , Jinhui Tang , Shuicheng Yan , Zhouchen Lin

The reconstruction of low-rank matrix from its noisy observation finds its usage in many applications. It can be reformulated into a constrained nuclear norm minimization problem, where the bound $\eta$ of the constraint is explicitly given…

Optimization and Control · Mathematics 2022-04-14 Kexin Li , Hongwei Li , Raymond H. Chan , You-wei Wen

We study the problem of estimating low-rank matrices from linear measurements (a.k.a., matrix sensing) through nonconvex optimization. We propose an efficient stochastic variance reduced gradient descent algorithm to solve a nonconvex…

Machine Learning · Statistics 2017-01-17 Xiao Zhang , Lingxiao Wang , Quanquan Gu