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We give the first algorithm for Matrix Completion whose running time and sample complexity is polynomial in the rank of the unknown target matrix, linear in the dimension of the matrix, and logarithmic in the condition number of the matrix.…

Machine Learning · Computer Science 2014-07-16 Moritz Hardt , Mary Wootters

Low-rank matrix approximation (LRMA) has been arisen in many applications, such as dynamic MRI, recommendation system and so on. The alternating direction method of multipliers (ADMM) has been designed for the nuclear norm regularized least…

Optimization and Control · Mathematics 2023-12-05 Zekun Liu

Anomaly detection in time-series has a wide range of practical applications. While numerous anomaly detection methods have been proposed in the literature, a recent survey concluded that no single method is the most accurate across various…

Machine Learning · Computer Science 2023-03-14 Mononito Goswami , Cristian Challu , Laurent Callot , Lenon Minorics , Andrey Kan

The affine rank minimization problem consists of finding a matrix of minimum rank that satisfies a given system of linear equality constraints. Such problems have appeared in the literature of a diverse set of fields including system…

Optimization and Control · Mathematics 2010-08-09 Benjamin Recht , Maryam Fazel , Pablo A. Parrilo

This paper presents generalizations of semidefinite programming formulations of 1-norm optimization problems over infinite dictionaries of vectors of complex exponentials, which were recently proposed for superresolution, gridless…

Optimization and Control · Mathematics 2016-04-12 Hsiao-Han Chao , Lieven Vandenberghe

In label-noise learning, the transition matrix plays a key role in building statistically consistent classifiers. Existing consistent estimators for the transition matrix have been developed by exploiting anchor points. However, the…

Machine Learning · Computer Science 2021-10-22 Xuefeng Li , Tongliang Liu , Bo Han , Gang Niu , Masashi Sugiyama

Solving an ill-posed linear inverse problem requires knowledge about the underlying signal model. In many applications, this model is a priori unknown and has to be learned from data. However, it is impossible to learn the model using…

Machine Learning · Statistics 2024-10-22 Julián Tachella , Dongdong Chen , Mike Davies

The paper studies the problem of recovering a spectrally sparse object from a small number of time domain samples. Specifically, the object of interest with ambient dimension $n$ is assumed to be a mixture of $r$ complex multi-dimensional…

Information Theory · Computer Science 2015-01-06 Yuxin Chen , Yuejie Chi

In this paper, we study the nonlinear inverse problem of estimating the spectrum of a system matrix, that drives a finite-dimensional affine dynamical system, from partial observations of a single trajectory data. In the noiseless case, we…

Numerical Analysis · Mathematics 2021-12-22 Jiahui Cheng , Sui Tang

Matrix completion is the problem of recovering a low rank matrix by observing a small fraction of its entries. A series of recent works [KOM12,JNS13,HW14] have proposed fast non-convex optimization based iterative algorithms to solve this…

Numerical Analysis · Computer Science 2014-11-06 Prateek Jain , Praneeth Netrapalli

In this paper we consider the trace regression model. Assume that we observe a small set of entries or linear combinations of entries of an unknown matrix $A_0$ corrupted by noise. We propose a new rank penalized estimator of $A_0$. For…

Statistics Theory · Mathematics 2011-09-14 Olga Klopp

Entity resolution (ER) refers to the problem of matching records in one or more relations that refer to the same real-world entity. While supervised machine learning (ML) approaches achieve the state-of-the-art results, they require a large…

Databases · Computer Science 2020-04-07 Renzhi Wu , Sanya Chaba , Saurabh Sawlani , Xu Chu , Saravanan Thirumuruganathan

This paper examines the problem of state estimation in power distribution systems under low-observability conditions. The recently proposed constrained matrix completion method which combines the standard matrix completion method and power…

Optimization and Control · Mathematics 2020-06-09 Yajing Liu , April Sagan , Andrey Bernstein , Rui Yang , Xinyang Zhou , Yingchen Zhang

In compressed sensing one measures sparse signals directly in a compressed form via a linear transform and then reconstructs the original signal. However, it is often the case that the linear transform itself is known only approximately, a…

Information Theory · Computer Science 2013-11-13 Florent Krzakala , Marc Mézard , Lenka Zdeborová

A new technique for approximating the entire solution set for a nonlinear system of relations (nonlinear equations, inequalities, etc. involving algebraic, smooth, or even continuous functions) is presented. The technique is to first plot…

Numerical Analysis · Computer Science 2017-12-07 David I. Spivak

Matrix sensing is the problem of reconstructing a low-rank matrix from a few linear measurements. In many applications such as collaborative filtering, the famous Netflix prize problem, and seismic data interpolation, there exists some…

Information Theory · Computer Science 2019-04-30 Sajad Daei , Arash Amini , Farzan Haddadi

In this paper, we study the convergence of Alternating Projection (AP) algorithm for the matrix completion and compressed sensing problems. We also present computational evidence for the excellent performance of the algorithm. Also, in the…

Optimization and Control · Mathematics 2017-11-08 Ming Jun Lai , Abraham Varghese

We propose a computational framework for computing low-rank approximations to the ensemble of solutions of a parametrized system of the form $A(\xi)x(\xi)+g(x(\xi))=b(\xi)$ for multiple parameter values. The central idea is to reinterpret…

Numerical Analysis · Mathematics 2026-04-09 Marco Sutti , Tommaso Vanzan

We study the role of the constraint set in determining the solution to low-rank, positive semidefinite (PSD) matrix sensing problems. The setting we consider involves rank-one sensing matrices: In particular, given a set of rank-one…

Machine Learning · Statistics 2021-04-07 T. Mitchell Roddenberry , Santiago Segarra , Anastasios Kyrillidis

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