2009 NIPS NeurIPS 2009

Matrix Completion from Noisy Entries

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 in [1], 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.

🌉 Interdisciplinary Bridge — Data Science & Analytics and Machine Learning
📈 Trend Setter — Efficient Computing
🧭 Keyword Pioneer — low-rank matrix
🐝 Cross-Pollinator — Artificial Intelligence, Computer Science, Computer Vision, Data Science & Analytics, Deep Learning, Healthcare & Medicine, Interdisciplinary, Machine Learning, Mathematics & Optimization, Natural Language Processing, Reinforcement Learning
🐣 Hot Topic Early Bird — collaborative filtering