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The common task in matrix completion (MC) and robust principle component analysis (RPCA) is to recover a low-rank matrix from a given data matrix. These problems gained great attention from various areas in applied sciences recently,…

Information Theory · Computer Science 2012-01-06 Hui Zhang , Jian-Feng Cai , Lizhi Cheng , Jubo Zhu

Low-rank modeling has a lot of important applications in machine learning, computer vision and social network analysis. While the matrix rank is often approximated by the convex nuclear norm, the use of nonconvex low-rank regularizers has…

Numerical Analysis · Computer Science 2016-05-02 Quanming Yao , James T. Kwok , Wenliang Zhong

Optimization problems with rank constraints appear in many diverse fields such as control, machine learning and image analysis. Since the rank constraint is non-convex, these problems are often approximately solved via convex relaxations.…

Optimization and Control · Mathematics 2018-11-12 Christian Grussler , Pontus Giselsson

In this paper, we study the general problem of optimizing a convex function $F(L)$ over the set of $p \times p$ matrices, subject to rank constraints on $L$. However, existing first-order methods for solving such problems either are too…

Machine Learning · Statistics 2017-12-12 Mohammadreza Soltani , Chinmay Hegde

The nonnegative and positive semidefinite (PSD-) ranks are closely connected to the nonnegative and positive semidefinite extension complexities of a polytope, which are the minimal dimensions of linear and SDP programs which represent this…

Computational Complexity · Computer Science 2017-04-24 Andrii Riazanov , Mikhail Vyalyiy

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

A symmetric matrix $C$ is completely positive (CP) if there exists an entrywise nonnegative matrix $B$ such that $C=BB^T$. The CP-completion problem is to study whether we can assign values to the missing entries of a partial matrix (i.e.,…

Optimization and Control · Mathematics 2013-11-21 Anwa Zhou , Jinyan Fan

Low rank matrix recovery problems appear widely in statistics, combinatorics, and imaging. One celebrated method for solving these problems is to formulate and solve a semidefinite program (SDP). It is often known that the exact solution to…

Optimization and Control · Mathematics 2021-07-26 Lijun Ding , Madeleine Udell

We consider the problem of reconstructing a low rank matrix from a subset of its entries and analyze two variants of the so-called Alternating Minimization algorithm, which has been proposed in the past. We establish that when the…

Machine Learning · Statistics 2016-09-21 David Gamarnik , Sidhant Misra

Noisy matrix completion has attracted significant attention due to its applications in recommendation systems, signal processing and image restoration. Most existing works rely on (weighted) least squares methods under various low-rank…

Machine Learning · Statistics 2024-12-17 Ziyuan Chen , Fang Yao

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 present a novel algebraic combinatorial view on low-rank matrix completion based on studying relations between a few entries with tools from algebraic geometry and matroid theory. The intrinsic locality of the approach allows for the…

Machine Learning · Computer Science 2014-08-20 Franz J. Király , Louis Theran , Ryota Tomioka

Unlike the matrix case, computing low-rank approximations of tensors is NP-hard and numerically ill-posed in general. Even the best rank-1 approximation of a tensor is NP-hard. In this paper, we use convex optimization to develop…

Statistics Theory · Mathematics 2016-09-14 Anil Aswani

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

This paper considers the problem of completing a matrix with many missing entries under the assumption that the columns of the matrix belong to a union of multiple low-rank subspaces. This generalizes the standard low-rank matrix completion…

Information Theory · Computer Science 2011-12-30 Brian Eriksson , Laura Balzano , Robert Nowak

We study the problem of estimating a low-rank positive semidefinite (PSD) matrix from a set of rank-one measurements using sensing vectors composed of i.i.d. standard Gaussian entries, which are possibly corrupted by arbitrary outliers.…

Information Theory · Computer Science 2016-12-21 Yuanxin Li , Yue Sun , Yuejie Chi

Matrix completion is about recovering a matrix from its partial revealed entries, and it can often be achieved by exploiting the inherent simplicity or low dimensional structure of the target matrix. For instance, a typical notion of matrix…

Information Theory · Computer Science 2019-10-08 Jinchi Chen , Weiguo Gao , Ke Wei

This paper considers the problem of estimating a low-rank matrix from the observation of all or a subset of its entries in the presence of Poisson noise. When we observe all entries, this is a problem of matrix denoising; when we observe…

Machine Learning · Statistics 2024-04-22 Andrew D. McRae , Mark A. Davenport

We consider the problem of approximating a given matrix by a low-rank matrix so as to minimize the entrywise $\ell_p$-approximation error, for any $p \geq 1$; the case $p = 2$ is the classical SVD problem. We obtain the first provably good…

Data Structures and Algorithms · Computer Science 2017-05-19 Flavio Chierichetti , Sreenivas Gollapudi , Ravi Kumar , Silvio Lattanzi , Rina Panigrahy , David P. Woodruff

Matrix completion is a basic machine learning problem that has wide applications, especially in collaborative filtering and recommender systems. Simple non-convex optimization algorithms are popular and effective in practice. Despite recent…

Machine Learning · Computer Science 2018-07-24 Rong Ge , Jason D. Lee , Tengyu Ma