Rank, trace-norm and max-norm

  • Authors:
  • Nathan Srebro;Adi Shraibman

  • Affiliations:
  • Department of Computer Science, University of Toronto, Toronto, ON, Canada;Institute of Computer Science, Hebrew University, Jerusalem, Israel

  • Venue:
  • COLT'05 Proceedings of the 18th annual conference on Learning Theory
  • Year:
  • 2005

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Abstract

We study the rank, trace-norm and max-norm as complexity measures of matrices, focusing on the problem of fitting a matrix with matrices having low complexity. We present generalization error bounds for predicting unobserved entries that are based on these measures. We also consider the possible relations between these measures. We show gaps between them, and bounds on the extent of such gaps.