Matrix Completion from Noisy Entries

  • Authors:
  • Raghunandan H. Keshavan;Andrea Montanari;Sewoong Oh

  • Affiliations:
  • -;-;-

  • Venue:
  • The Journal of Machine Learning Research
  • Year:
  • 2010

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Abstract

Given a matrix M of low-rank, we consider the problem of reconstructing it from noisy observations of a small, random subset of its entries. The problem arises in a variety of applications, from collaborative filtering (the 'Netflix problem') to structure-from-motion and positioning. We study a low complexity algorithm introduced by Keshavan, Montanari, and Oh (2010), based on a combination of spectral techniques and manifold optimization, that we call here OPTSPACE. We prove performance guarantees that are order-optimal in a number of circumstances.