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In this work, we consider the matrix completion problem, where the objective is to reconstruct a low-rank matrix from a few observed entries. A commonly employed approach involves nuclear norm minimization. For this method to succeed, the…

Signal Processing · Electrical Eng. & Systems 2024-06-25 Hamideh. Sadat Fazael Ardakani , Sajad Daei , Arash Amini , Mikael Skoglund , Gabor Fodor

The problem of approximating a matrix by a low-rank one has been extensively studied. This problem assumes, however, that the whole matrix has a low-rank structure. This assumption is often false for real-world matrices. We consider the…

Data Structures and Algorithms · Computer Science 2025-11-05 Martino Ciaperoni , Aristides Gionis , Heikki Mannila

In this paper, we propose an analytical framework to quantify the amount of data samples needed to obtain accurate state estimation in a power system - a problem known as sample complexity analysis in computer science. Motivated by the…

Optimization and Control · Mathematics 2019-09-20 Joshua Comden , Marcello Colombino , Andrey Bernstein , Zhenhua Liu

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

This paper is concerned with the low-rank approximation for large-scale nonsymmetric matrices. Inspired by the classical Nystrom method, which is a popular method to find the low-rank approximation for symmetric positive semidefinite…

Numerical Analysis · Mathematics 2024-10-30 Yatian Wang , Hua Xiang , Chi Zhang , Songling Zhang

Low-rank approximation of a matrix by means of random sampling has been consistently efficient in its empirical studies by many scientists who applied it with various sparse and structured multipliers, but adequate formal support for this…

Numerical Analysis · Mathematics 2016-06-07 Victor Y. Pan , Liang Zhao

The problem of finding the missing values of a matrix given a few of its entries, called matrix completion, has gathered a lot of attention in the recent years. Although the problem under the standard low rank assumption is NP-hard,…

Machine Learning · Computer Science 2014-12-01 Vassilis Kalofolias , Xavier Bresson , Michael Bronstein , Pierre Vandergheynst

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

We focus on \emph{row sampling} based approximations for matrix algorithms, in particular matrix multipication, sparse matrix reconstruction, and \math{\ell_2} regression. For \math{\matA\in\R^{m\times d}} (\math{m} points in \math{d\ll m}…

Data Structures and Algorithms · Computer Science 2011-03-29 Malik Magdon-Ismail

We study three fundamental problems of Linear Algebra, lying in the heart of various Machine Learning applications, namely: 1)"Low-rank Column-based Matrix Approximation". We are given a matrix A and a target rank k. The goal is to select a…

Data Structures and Algorithms · Computer Science 2011-05-05 Christos Boutsidis

We address the subset selection problem for matrices, where the goal is to select a subset of $k$ columns from a "short-and-fat" matrix $X \in \mathbb{R}^{m \times n}$, such that the pseudoinverse of the sampled submatrix has as small…

Numerical Analysis · Mathematics 2025-07-29 Ivan Kozyrev , Alexander Osinsky

We propose a continuous optimization algorithm for the Column Subset Selection Problem (CSSP) and Nystr\"om approximation. The CSSP and Nystr\"om method construct low-rank approximations of matrices based on a predetermined subset of…

Methodology · Statistics 2023-04-20 Anant Mathur , Sarat Moka , Zdravko Botev

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

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

We give an online algorithm and prove novel mistake and regret bounds for online binary matrix completion with side information. The mistake bounds we prove are of the form $\tilde{O}(D/\gamma^2)$. The term $1/\gamma^2$ is analogous to the…

Machine Learning · Computer Science 2020-05-18 Mark Herbster , Stephen Pasteris , Lisa Tse

Matrix completion is a classical problem in data science wherein one attempts to reconstruct a low-rank matrix while only observing some subset of the entries. Previous authors have phrased this problem as a nuclear norm minimization…

Machine Learning · Computer Science 2019-04-19 Christian Parkinson , Kevin Huynh , Deanna Needell

We study the problem of learning a partially observed matrix under the low rank assumption in the presence of fully observed side information that depends linearly on the true underlying matrix. This problem consists of an important…

Machine Learning · Statistics 2026-02-05 Dimitris Bertsimas , Nicholas A. G. Johnson

Given a full rank matrix $X$ with more columns than rows, consider the task of estimating the pseudo inverse $X^+$ based on the pseudo inverse of a sampled subset of columns (of size at least the number of rows). We show that this is…

Machine Learning · Computer Science 2018-06-07 Michał Dereziński , Manfred K. Warmuth

This paper is concerned with estimating the column space of an unknown low-rank matrix $\boldsymbol{A}^{\star}\in\mathbb{R}^{d_{1}\times d_{2}}$, given noisy and partial observations of its entries. There is no shortage of scenarios where…

Statistics Theory · Mathematics 2022-09-13 Changxiao Cai , Gen Li , Yuejie Chi , H. Vincent Poor , Yuxin Chen

This paper studies the problem of completing a low-rank matrix from a few of its random entries with the aid of prior information. We suggest a strategy to incorporate prior information into the standard matrix completion procedure by…

Information Theory · Computer Science 2020-07-15 Xu Zhang , Wei Cui , Yulong Liu