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In the past decade, sparse and low-rank recovery have drawn much attention in many areas such as signal/image processing, statistics, bioinformatics and machine learning. To achieve sparsity and/or low-rankness inducing, the $\ell_1$ norm…

Information Theory · Computer Science 2019-06-07 Fei Wen , Lei Chu , Peilin Liu , Robert C. Qiu

This work considers two popular minimization problems: (i) the minimization of a general convex function $f(\mathbf{X})$ with the domain being positive semi-definite matrices; (ii) the minimization of a general convex function…

Information Theory · Computer Science 2019-02-22 Qiuwei Li , Zhihui Zhu , Gongguo Tang

Restricted isometry property (RIP), essentially stating that the linear measurements are approximately norm-preserving, plays a crucial role in studying low-rank matrix recovery problem. However, RIP fails in the robust setting, when a…

Machine Learning · Computer Science 2021-09-29 Jianhao Ma , Salar Fattahi

Recovering a large matrix from limited measurements is a challenging task arising in many real applications, such as image inpainting, compressive sensing and medical imaging, and this kind of problems are mostly formulated as low-rank…

Computer Vision and Pattern Recognition · Computer Science 2014-06-12 Yilun Wang , Xinhua Su

The problem of low-rank approximation with convex constraints, which appears in data analysis, system identification, model order reduction, low-order controller design and low-complexity modelling is considered. Given a matrix, the…

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

In this paper, the problem of matrix rank minimization under affine constraints is addressed. The state-of-the-art algorithms can recover matrices with a rank much less than what is sufficient for the uniqueness of the solution of this…

Information Theory · Computer Science 2016-11-15 Mohammadreza Malek-Mohammadi , Massoud Babaie-Zadeh , Arash Amini , Christian Jutten

Many problems in data science can be treated as estimating a low-rank matrix from highly incomplete, sometimes even corrupted, observations. One popular approach is to resort to matrix factorization, where the low-rank matrix factors are…

Machine Learning · Computer Science 2021-04-23 Tian Tong , Cong Ma , Yuejie Chi

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

The task of recovering a low-rank matrix from its noisy linear measurements plays a central role in computational science. Smooth formulations of the problem often exhibit an undesirable phenomenon: the condition number, classically…

Optimization and Control · Mathematics 2019-04-24 Vasileios Charisopoulos , Yudong Chen , Damek Davis , Mateo Díaz , Lijun Ding , Dmitriy Drusvyatskiy

In this paper, we study a general low-rank matrix recovery problem with linear measurements corrupted by some noise. The objective is to understand under what conditions on the restricted isometry property (RIP) of the problem local search…

Optimization and Control · Mathematics 2023-07-26 Ziye Ma , Yingjie Bi , Javad Lavaei , Somayeh Sojoudi

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

This paper develops a new class of nonconvex regularizers for low-rank matrix recovery. Many regularizers are motivated as convex relaxations of the matrix rank function. Our new factor group-sparse regularizers are motivated as a…

Machine Learning · Computer Science 2019-11-19 Jicong Fan , Lijun Ding , Yudong Chen , Madeleine Udell

Matrix factorization is a popular approach for large-scale matrix completion. The optimization formulation based on matrix factorization can be solved very efficiently by standard algorithms in practice. However, due to the non-convexity…

Machine Learning · Computer Science 2016-11-18 Ruoyu Sun , Zhi-Quan Luo

In many applications that require matrix solutions of minimal rank, the underlying cost function is non-convex leading to an intractable, NP-hard optimization problem. Consequently, the convex nuclear norm is frequently used as a surrogate…

Machine Learning · Computer Science 2014-08-12 David Wipf

In many applications that require matrix solutions of minimal rank, the underlying cost function is non-convex leading to an intractable, NP-hard optimization problem. Consequently, the convex nuclear norm is frequently used as a surrogate…

Machine Learning · Statistics 2012-07-11 David Wipf

Estimation of low-rank matrices is of significant interest in a range of contemporary applications. In this paper, we introduce a rank-one projection model for low-rank matrix recovery and propose a constrained nuclear norm minimization…

Statistics Theory · Mathematics 2014-12-10 T. Tony Cai , Anru Zhang

We consider convex relaxations for recovering low-rank tensors based on constrained minimization over a ball induced by the tensor nuclear norm, recently introduced in \cite{tensor_tSVD}. We build on a recent line of results that considered…

Optimization and Control · Mathematics 2023-08-04 Dan Garber , Atara Kaplan

Low-rank and nonsmooth matrix optimization problems capture many fundamental tasks in statistics and machine learning. While significant progress has been made in recent years in developing efficient methods for \textit{smooth} low-rank…

Optimization and Control · Mathematics 2025-04-08 Dan Garber , Atara Kaplan

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

Due to the non-convex nature of training Deep Neural Network (DNN) models, their effectiveness relies on the use of non-convex optimization heuristics. Traditional methods for training DNNs often require costly empirical methods to produce…

Machine Learning · Computer Science 2023-12-21 Tolga Ergen , Mert Pilanci