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This paper studies the low-rank matrix completion problem from an information theoretic perspective. The completion problem is rephrased as a communication problem of an (uncoded) low-rank matrix source over an erasure channel. The paper…

Information Theory · Computer Science 2016-09-08 Sriram Vishwanath

This paper introduces an algorithm for the nonnegative matrix factorization-and-completion problem, which aims to find nonnegative low-rank matrices X and Y so that the product XY approximates a nonnegative data matrix M whose elements are…

Information Theory · Computer Science 2015-11-23 Yangyang Xu , Wotao Yin , Zaiwen Wen , Yin Zhang

Low-rank matrix approximations are often used to help scale standard machine learning algorithms to large-scale problems. Recently, matrix coherence has been used to characterize the ability to extract global information from a subset of…

Machine Learning · Statistics 2010-09-07 Mehryar Mohri , Ameet Talwalkar

We propose an iterative algorithm for low-rank matrix completion that can be interpreted as both an iteratively reweighted least squares (IRLS) algorithm and a saddle-escaping smoothing Newton method applied to a non-convex rank surrogate…

Optimization and Control · Mathematics 2020-09-08 Christian Kümmerle , Claudio M. Verdun

Given the superposition of a low-rank matrix plus the product of a known fat compression matrix times a sparse matrix, the goal of this paper is to establish deterministic conditions under which exact recovery of the low-rank and sparse…

Information Theory · Computer Science 2013-10-01 Morteza Mardani , Gonzalo Mateos , Georgios B. Giannakis

Low-rank modeling generally refers to a class of methods that solve problems by representing variables of interest as low-rank matrices. It has achieved great success in various fields including computer vision, data mining, signal…

Computer Vision and Pattern Recognition · Computer Science 2014-10-24 Xiaowei Zhou , Can Yang , Hongyu Zhao , Weichuan Yu

We study the low-rank phase retrieval problem, where we try to recover a $d_1\times d_2$ low-rank matrix from a series of phaseless linear measurements. This is a fourth-order inverse problem, as we are trying to recover factors of matrix…

Information Theory · Computer Science 2020-07-07 Kiryung Lee , Sohail Bahmani , Yonina Eldar , Justin Romberg

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

Rank deficient Hankel matrices are at the core of several applications. However, in practice, the coefficients of these matrices are noisy due to e.g. measurements errors and computational errors, so generically the involved matrices are…

Numerical Analysis · Mathematics 2020-12-15 Antonio Fazzi , Nicola Guglielmi , Ivan Markovsky

A new relaxed variant of interior point method for low-rank semidefinite programming problems is proposed in this paper. The method is a step outside of the usual interior point framework. In anticipation to converging to a low-rank primal…

Numerical Analysis · Mathematics 2021-03-26 Stefania Bellavia , Jacek Gondzio , Margherita Porcelli

Face recognition remains a hot topic in computer vision, and it is challenging to tackle the problem that both the training and testing images are corrupted. In this paper, we propose a novel semi-supervised method based on the theory of…

Computer Vision and Pattern Recognition · Computer Science 2019-12-11 Pei Xie , He-Feng Yin , Xiao-Jun Wu

The Nystrom method is an efficient technique used to speed up large-scale learning applications by generating low-rank approximations. Crucial to the performance of this technique is the assumption that a matrix can be well approximated by…

Machine Learning · Computer Science 2014-08-12 Ameet Talwalkar , Afshin Rostamizadeh

Given underdetermined measurements of a Positive Semi-Definite (PSD) matrix $X$ of known low rank $K$, we present a new algorithm to estimate $X$ based on recent advances in non-convex optimization schemes. We apply this in particular to…

Optimization and Control · Mathematics 2020-01-29 Marcus Carlsson , Daniele Gerosa

Low-rank matrix estimation plays a central role in various applications across science and engineering. Recently, nonconvex formulations based on matrix factorization are provably solved by simple gradient descent algorithms with strong…

Signal Processing · Electrical Eng. & Systems 2021-04-07 Cong Ma , Yuanxin Li , Yuejie Chi

We propose an iterative algorithm for low-rank matrix completion that can be interpreted as an iteratively reweighted least squares (IRLS) algorithm, a saddle-escaping smoothing Newton method or a variable metric proximal gradient method…

Optimization and Control · Mathematics 2021-06-07 Christian Kümmerle , Claudio Mayrink Verdun

Exact matrix completion and low rank matrix estimation problems has been studied in different underlying conditions. In this work we study exact low-rank completion under non-degenerate noise model. Non-degenerate random noise model has…

Machine Learning · Computer Science 2022-04-06 Jafar Jafarov

Low-rank matrix recovery problems are inverse problems which naturally arise in various fields like signal processing, imaging and machine learning. They are non-convex and NP-hard in full generality. It is therefore a delicate problem to…

Optimization and Control · Mathematics 2021-05-24 Irène Waldspurger

Learning of low-rank matrices is fundamental to many machine learning applications. A state-of-the-art algorithm is the rank-one matrix pursuit (R1MP). However, it can only be used in matrix completion problems with the square loss. In this…

Machine Learning · Computer Science 2016-07-28 Quanming Yao , James T. Kwok

Matrix completion refers to completing a low-rank matrix from a few observed elements of its entries and has been known as one of the significant and widely-used problems in recent years. The required number of observations for exact…

Information Theory · Computer Science 2021-11-02 Hamideh. Sadat Fazael Ardakani , Niloufar Rahmani , Sajad Daei

Low-rank matrix factorization (MF) is an important technique in data science. The key idea of MF is that there exists latent structures in the data, by uncovering which we could obtain a compressed representation of the data. By factorizing…

Numerical Analysis · Computer Science 2016-05-09 Yuan Lu , Jie Yang