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Alternating Minimization is a widely used and empirically successful heuristic for matrix completion and related low-rank optimization problems. Theoretical guarantees for Alternating Minimization have been hard to come by and are still…

Machine Learning · Computer Science 2014-05-15 Moritz Hardt

Low rank matrix recovery is the focus of many applications, but it is a NP-hard problem. A popular way to deal with this problem is to solve its convex relaxation, the nuclear norm regularized minimization problem (NRM), which includes…

Optimization and Control · Mathematics 2019-09-17 Pan Shang , Lingchen Kong

The low-rank matrix recovery (LMR) is a rank minimization problem subject to linear equality constraints, and it arises in many fields such as signal and image processing, statistics, computer vision, system identification and control. This…

Information Theory · Computer Science 2011-06-17 Lingchen Kong , Levent Tunçel , Naihua Xiu

Matrix completion has become an extremely important technique as data scientists are routinely faced with large, incomplete datasets on which they wish to perform statistical inferences. We investigate how error introduced via matrix…

Statistics Theory · Mathematics 2019-07-09 Jamie Haddock , Denali Molitor , Deanna Needell , Sneha Sambandam , Joy Song , Simon Sun

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 consider general rank minimization problems with rank appearing in either objective function or constraint. We first establish that a class of special rank minimization problems has closed-form solutions. Using this result,…

Optimization and Control · Mathematics 2012-05-30 Zhaosong Lu , Yong 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

The nuclear norm is widely used as a convex surrogate of the rank function in compressive sensing for low rank matrix recovery with its applications in image recovery and signal processing. However, solving the nuclear norm based relaxed…

Machine Learning · Computer Science 2016-01-20 Canyi Lu , Jinhui Tang , Shuicheng Yan , Zhouchen Lin

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 completion problem asks whether a given real matrix with missing values can be completed so that the resulting matrix has low rank or is close to a low-rank matrix. The completed matrix is often required to satisfy…

Computational Complexity · Computer Science 2025-06-24 Dror Chawin , Ishay Haviv

It is the main goal of this paper to propose a novel method to perform matrix completion on-line. Motivated by a wide variety of applications, ranging from the design of recommender systems to sensor network localization through seismic…

Machine Learning · Statistics 2014-01-13 Charanpal Dhanjal , Romaric Gaudel , Stéphan Clémençon

We present a unified framework for low-rank matrix estimation with nonconvex penalties. We first prove that the proposed estimator attains a faster statistical rate than the traditional low-rank matrix estimator with nuclear norm penalty.…

Machine Learning · Statistics 2015-07-07 Huan Gui , Quanquan Gu

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

We consider the symmetric Toeplitz matrix completion problem, whose matrix under consideration possesses specific row and column structures. This problem, which has wide application in diverse areas, is well-known to be computationally…

Optimization and Control · Mathematics 2024-03-15 Xihong Yan , Jiahao Guo , Yi Xu

Matrix completion, i.e., the exact and provable recovery of a low-rank matrix from a small subset of its elements, is currently only known to be possible if the matrix satisfies a restrictive structural constraint---known as {\em…

Machine Learning · Statistics 2014-07-22 Yudong Chen , Srinadh Bhojanapalli , Sujay Sanghavi , Rachel Ward

This paper considers the problem of completing a matrix with many missing entries under the assumption that the columns of the matrix belong to a union of multiple low-rank subspaces. This generalizes the standard low-rank matrix completion…

Information Theory · Computer Science 2011-12-30 Brian Eriksson , Laura Balzano , Robert Nowak

The low-rank matrix completion problem can be succinctly stated as follows: given a subset of the entries of a matrix, find a low-rank matrix consistent with the observations. While several low-complexity algorithms for matrix completion…

Information Theory · Computer Science 2010-06-11 Wei Dai , Ely Kerman , Olgica Milenkovic

Conventional matrix completion methods approximate the missing values by assuming the matrix to be low-rank, which leads to a linear approximation of missing values. It has been shown that enhanced performance could be attained by using…

Information Theory · Computer Science 2024-03-18 Sajad Faramarzi , Farzan Haddadi , Sajjad Amini , Masoud Ahookhosh

The matrix completion problem aims to reconstruct a low-rank matrix based on a revealed set of possibly noisy entries. Prior works consider completing the entire matrix with generalization error guarantees. However, the completion accuracy…

Machine Learning · Computer Science 2023-12-19 Elad Hazan , Adam Tauman Kalai , Varun Kanade , Clara Mohri , Y. Jennifer Sun

The paper addresses the problem of low-rank trace norm minimization. We propose an algorithm that alternates between fixed-rank optimization and rank-one updates. The fixed-rank optimization is characterized by an efficient factorization…

Optimization and Control · Mathematics 2013-06-04 B. Mishra , G. Meyer , F. Bach , R. Sepulchre