Complexity of Quantifier Elimination in the Theory of Algebraically Closed Fields
Proceedings of the Mathematical Foundations of Computer Science 1984
Rank minimization via online learning
Proceedings of the 25th international conference on Machine learning
Exact Matrix Completion via Convex Optimization
Foundations of Computational Mathematics
Matrix completion from a few entries
ISIT'09 Proceedings of the 2009 IEEE international conference on Symposium on Information Theory - Volume 1
| Hi-index | 0.00 |
We consider the problem of recovering a low-rank matrix M from a small number of random linear measurements. A popular and useful example of this problem is matrix completion, in which the measurements reveal the values of a subset of the entries, and we wish to fill in the missing entries (this is the famous Netflix problem). When M is believed to have low rank, one would ideally try to recover M by finding the minimum-rank matrix that is consistent with the data; this is, however, problematic since this is a nonconvex problem that is, generally, intractable. Nuclear-norm minimization has been proposed as a tractable approach, and past papers have delved into the theoretical properties of nuclear-norm minimization algorithms, establishing conditions under which minimizing the nuclear norm yields the minimum rank solution. We review this spring of emerging literature and extend and refine previous theoretical results. Our focus is on providing error bounds when M is well approximated by a low-rank matrix, and when the measurements are corrupted with noise. We show that for a certain class of random linear measurements, nuclear"norm minimization provides stable recovery from a number of samples nearly at the theoretical lower limit, and enjoys order-optimal error bounds (with high probability).