English
Related papers

Related papers: Matrix Completion with Model-free Weighting

200 papers

We formulate the problem of matrix completion with and without side information as a non-convex optimization problem. We design fastImpute based on non-convex gradient descent and show it converges to a global minimum that is guaranteed to…

Machine Learning · Computer Science 2021-01-05 Dimitris Bertsimas , Michael Lingzhi Li

In this paper, we propose an efficient and scalable low rank matrix completion algorithm. The key idea is to extend orthogonal matching pursuit method from the vector case to the matrix case. We further propose an economic version of our…

Machine Learning · Computer Science 2014-04-17 Zheng Wang , Ming-Jun Lai , Zhaosong Lu , Wei Fan , Hasan Davulcu , Jieping Ye

Balancing weights have been widely applied to single or monotone missingness due to empirical advantages over likelihood-based methods and inverse probability weighting approaches. This paper considers non-monotone missing data under the…

Methodology · Statistics 2024-12-13 Jianing Dong , Raymond K. W. Wong , Kwun Chuen Gary Chan

The problem of low-rank matrix completion has recently generated a lot of interest leading to several results that offer exact solutions to the problem. However, in order to do so, these methods make assumptions that can be quite…

Machine Learning · Statistics 2014-07-14 Srinadh Bhojanapalli , Prateek Jain

We consider the problem of robust matrix completion, which aims to recover a low rank matrix $L_*$ and a sparse matrix $S_*$ from incomplete observations of their sum $M=L_*+S_*\in\mathbb{R}^{m\times n}$. Algorithmically, the robust matrix…

Machine Learning · Statistics 2020-03-25 Yunfeng Cai , Ping Li

We consider the problem of matrix completion on an $n \times m$ matrix. We introduce the problem of Interpretable Matrix Completion that aims to provide meaningful insights for the low-rank matrix using side information. We show that the…

Optimization and Control · Mathematics 2020-03-05 Dimitris Bertsimas , Michael Lingzhi Li

We give a new framework for solving the fundamental problem of low-rank matrix completion, i.e., approximating a rank-$r$ matrix $\mathbf{M} \in \mathbb{R}^{m \times n}$ (where $m \ge n$) from random observations. First, we provide an…

Machine Learning · Computer Science 2023-08-08 Jonathan A. Kelner , Jerry Li , Allen Liu , Aaron Sidford , Kevin Tian

Recovering a low rank matrix from a subset of its entries, some of which may be corrupted, is known as the robust matrix completion (RMC) problem. Existing RMC methods have several limitations: they require a relatively large number of…

Machine Learning · Computer Science 2025-12-16 Eilon Vaknin Laufer , Boaz Nadler

A very simple interpretation of matrix completion problem is introduced based on statistical models. Combined with the well-known results from missing data analysis, such interpretation indicates that matrix completion is still a valid and…

Machine Learning · Statistics 2016-05-11 Tianxi Li

We study the problem of exact completion for $m \times n$ sized matrix of rank $r$ with the adaptive sampling method. We introduce a relation of the exact completion problem with the sparsest vector of column and row spaces (which we call…

Machine Learning · Computer Science 2022-03-08 Ilqar Ramazanli , Barnabas Poczos

Matrix completion aims to predict missing elements in a partially observed data matrix which in typical applications, such as collaborative filtering, is large and extremely sparsely observed. A standard solution is matrix factorization,…

Machine Learning · Computer Science 2019-08-06 Xiangju Qin , Paul Blomstedt , Samuel Kaski

This study proposes a new Bayesian approach to infer binary treatment effects. The approach treats counterfactual untreated outcomes as missing observations and infers them by completing a matrix composed of realized and potential untreated…

Methodology · Statistics 2021-04-20 Masahiro Tanaka

This paper studies the open problem of conformalized entry prediction in a row/column-exchangeable matrix. The matrix setting presents novel and unique challenges, but there exists little work on this interesting topic. We meticulously…

Machine Learning · Computer Science 2023-06-07 Meijia Shao , Yuan Zhang

We consider the low rank matrix completion problem over finite fields. This problem has been extensively studied in the domain of real/complex numbers, however, to the best of authors' knowledge, there exists merely one efficient algorithm…

Information Theory · Computer Science 2023-08-23 Mahdi Soleymani , Qiang Liu , Hessam Mahdavifar , Laura Balzano

Matrix completion is a problem that arises in many data-analysis settings where the input consists of a partially-observed matrix (e.g., recommender systems, traffic matrix analysis etc.). Classical approaches to matrix completion assume…

Machine Learning · Computer Science 2017-05-02 Natali Ruchansky , Mark Crovella , Evimaria Terzi

Matrix element reweighting is a powerful experimental technique widely employed to maximize the amount of information that can be extracted from a collider data set. We present a procedure that allows to automatically evaluate the weights…

High Energy Physics - Phenomenology · Physics 2011-02-02 P. Artoisenet , V. Lemaître , F. Maltoni , O. Mattelaer

The National Health and Nutrition Examination Survey (NHANES) studies the nutritional and health status over the whole U.S. population with comprehensive physical examinations and questionnaires. However, survey data analyses become…

Methodology · Statistics 2019-08-06 Xiaojun Mao , Zhonglei Wang , Shu Yang

Matrix completion has attracted significant recent attention in many fields including statistics, applied mathematics and electrical engineering. Current literature on matrix completion focuses primarily on independent sampling models under…

Methodology · Statistics 2015-04-09 Tianxi Cai , T. Tony Cai , Anru Zhang

This paper studies the matrix completion problem under arbitrary sampling schemes. We propose a new estimator incorporating both max-norm and nuclear-norm regularization, based on which we can conduct efficient low-rank matrix recovery…

Machine Learning · Statistics 2016-09-27 Ethan X. Fang , Han Liu , Kim-Chuan Toh , Wen-Xin Zhou

Forecasting project expenses is a crucial step for businesses to avoid budget overruns and project failures. Traditionally, this has been done by financial analysts or data science techniques such as time-series analysis. However, these…

Machine Learning · Computer Science 2023-10-25 Cheng Qian , Lucas Glass , Nikos Sidiropoulos