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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

We study the problem of symmetric positive semi-definite low-rank matrix completion (MC) with deterministic entry-dependent sampling. In particular, we consider rectified linear unit (ReLU) sampling, where only positive entries are…

Machine Learning · Computer Science 2024-06-11 Huikang Liu , Peng Wang , Longxiu Huang , Qing Qu , Laura Balzano

We describe several algorithms for matrix completion and matrix approximation when only some of its entries are known. The approximation constraint can be any whose approximated solution is known for the full matrix. For low rank…

Numerical Analysis · Mathematics 2014-07-01 Gil Shabat , Yaniv Shmueli , Amir Averbuch

In this paper, we review the problem of matrix completion and expose its intimate relations with algebraic geometry, combinatorics and graph theory. We present the first necessary and sufficient combinatorial conditions for matrices of…

Machine Learning · Computer Science 2012-07-03 Franz Kiraly , Ryota Tomioka

The problem of completing a large matrix with lots of missing entries has received widespread attention in the last couple of decades. Two popular approaches to the matrix completion problem are based on singular value thresholding and…

Statistics Theory · Mathematics 2022-04-25 Sohom Bhattacharya , Sourav Chatterjee

The task of predicting missing entries of a matrix, from a subset of known entries, is known as \textit{matrix completion}. In today's data-driven world, data completion is essential whether it is the main goal or a pre-processing step.…

Numerical Analysis · Mathematics 2021-05-18 Henry Adams , Lara Kassab , Deanna Needell

Low rank model arises from a wide range of applications, including machine learning, signal processing, computer algebra, computer vision, and imaging science. Low rank matrix recovery is about reconstructing a low rank matrix from…

Numerical Analysis · Mathematics 2018-09-12 Jian-Feng Cai , Ke Wei

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

We address the collective matrix completion problem of jointly recovering a collection of matrices with shared structure from partial (and potentially noisy) observations. To ensure well--posedness of the problem, we impose a joint low rank…

Machine Learning · Statistics 2015-04-09 Suriya Gunasekar , Makoto Yamada , Dawei Yin , Yi Chang

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

The task of estimating a matrix given a sample of observed entries is known as the \emph{matrix completion problem}. Most works on matrix completion have focused on recovering an unknown real-valued low-rank matrix from a random sample of…

Statistics Theory · Mathematics 2014-08-27 Olga Klopp , Jean Lafond , Eric Moulines , Joseph Salmon

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

Nonnegative matrix factorization is the following problem: given a nonnegative input matrix $V$ and a factorization rank $K$, compute two nonnegative matrices, $W$ with $K$ columns and $H$ with $K$ rows, such that $WH$ approximates $V$ as…

Optimization and Control · Mathematics 2025-01-10 Valentin Leplat , Yurii Nesterov , Nicolas Gillis , François Glineur

The problem of completing high-dimensional matrices from a limited set of observations arises in many big data applications, especially, recommender systems. Existing matrix completion models generally follow either a memory- or a…

Machine Learning · Computer Science 2019-09-30 Duc Minh Nguyen , Robert Calderbank , Nikos Deligiannis

Robust low-rank matrix completion (RMC), or robust principal component analysis with partially observed data, has been studied extensively for computer vision, signal processing and machine learning applications. This problem aims to…

Machine Learning · Computer Science 2021-06-09 Minhui Huang , Shiqian Ma , Lifeng Lai

Alternating minimization represents a widely applicable and empirically successful approach for finding low-rank matrices that best fit the given data. For example, for the problem of low-rank matrix completion, this method is believed to…

Machine Learning · Statistics 2012-12-04 Prateek Jain , Praneeth Netrapalli , Sujay Sanghavi

In this paper, we introduce a novel and robust approach to Quantized Matrix Completion (QMC). First, we propose a rank minimization problem with constraints induced by quantization bounds. Next, we form an unconstrained optimization problem…

Machine Learning · Statistics 2019-02-20 Ashkan Esmaeili , Farokh Marvasti

Matrix completion is the study of recovering an underlying matrix from a sparse subset of noisy observations. Traditionally, it is assumed that the entries of the matrix are "missing completely at random" (MCAR), i.e., each entry is…

Econometrics · Economics 2021-10-01 Anish Agarwal , Munther Dahleh , Devavrat Shah , Dennis Shen

In this paper, we introduce a powerful technique based on Leave-one-out analysis to the study of low-rank matrix completion problems. Using this technique, we develop a general approach for obtaining fine-grained, entrywise bounds for…

Machine Learning · Statistics 2020-06-18 Lijun Ding , Yudong Chen

Positive semi-definite matrices commonly occur as normal matrices of least squares problems in statistics or as kernel matrices in machine learning and approximation theory. They are typically large and dense. Thus algorithms to solve…

Numerical Analysis · Mathematics 2020-12-01 Markus Hegland , Frank deHoog