相关论文: Consistency of trace norm minimization

This paper studies the problem of deterministic rank-one matrix completion. It is known that the simplest semidefinite programming relaxation, involving minimization of the nuclear norm, does not in general return the solution for this…

Regularization is a core component of modern inverse problems, as it helps establish the well-posedness of the solution of interest. Popular regularization approaches include variational regularization and iterative regularization. The…

The problem of matrix sensing, or trace regression, is a problem wherein one wishes to estimate a low-rank matrix from linear measurements perturbed with noise. A number of existing works have studied both convex and nonconvex approaches to…

We consider robust low rank matrix estimation as a trace regression when outputs are contaminated by adversaries. The adversaries are allowed to add arbitrary values to arbitrary outputs. Such values can depend on any samples. We deal with…

The Nystr\"om method is a popular choice for finding a low-rank approximation to a symmetric positive semi-definite matrix. The method can fail when applied to symmetric indefinite matrices, for which the error can be unboundedly large. In…

We theoretically and experimentally investigate tensor-based regression and classification. Our focus is regularization with various tensor norms, including the overlapped trace norm, the latent trace norm, and the scaled latent trace norm.…

Matrix learning is at the core of many machine learning problems. A number of real-world applications such as collaborative filtering and text mining can be formulated as a low-rank matrix completion problem, which recovers incomplete…

This paper considers a large class of problems where we seek to recover a low rank matrix and/or sparse vector from some set of measurements. While methods based on convex relaxations suffer from a (possibly large) estimator bias, and other…

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…

We study the problem of low-rank matrix completion for symmetric matrices. The minimum rank of a completion of a generic partially specified symmetric matrix depends only on the location of the specified entries, and not their values, if…

We consider the least-square linear regression problem with regularization by the $\ell^1$-norm, a problem usually referred to as the Lasso. In this paper, we first present a detailed asymptotic analysis of model consistency of the Lasso in…

To recover a low rank structure from a noisy matrix, truncated singular value decomposition has been extensively used and studied. Recent studies suggested that the signal can be better estimated by shrinking the singular values. We pursue…

The low-rank matrix approximation problem is ubiquitous in computational mathematics. Traditionally, this problem is solved in spectral or Frobenius norms, where the accuracy of the approximation is related to the rate of decrease of the…

We study the set of possible traces of anisotropic least gradient functions. We show that even on the unit disk it changes with the anisotropic norm: for two sufficiently regular strictly convex norms the trace spaces coincide if and only…

We show that solutions to the popular convex matrix LASSO problem (nuclear-norm--penalized linear least-squares) have low rank under similar assumptions as required by classical low-rank matrix sensing error bounds. Although the purpose of…

In this paper, nonconvex and nonsmooth models for compressed sensing (CS) and low rank matrix completion (MC) is studied. The problem is formulated as a nonconvex regularized leat square optimization problems, in which the l0-norm and the…

In this short article, some properties of matrices of moving least-squares approximation have been proven.The used technique is based on singular-value decomposition and inequalities for singular-values. Some inequalities for the norm of…

Trace norm regularization is a popular method of multitask learning. We give excess risk bounds with explicit dependence on the number of tasks, the number of examples per task and properties of the data distribution. The bounds are…

We show that matrix completion with trace-norm regularization can be significantly hurt when entries of the matrix are sampled non-uniformly. We introduce a weighted version of the trace-norm regularizer that works well also with…

Matrix completion has been well studied under the uniform sampling model and the trace-norm regularized methods perform well both theoretically and numerically in such a setting. However, the uniform sampling model is unrealistic for a…