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arXiv 1807.09010stat.MLcs.LG
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集体矩阵完成

Collective Matrix Completion

Univ Paris Nanterre(巴黎楠泰尔大学);ESSEC Business School(ESSEC商学院);CREST(法国经济与统计研究所)

Mokhtar Z. Alaya, Olga Klopp

摘要:

矩阵完备化的目的是根据对少量元素的观察来重构数据矩阵。通常在矩阵完成中考虑单个矩阵,其可以是例如推荐系统中的评级矩阵。然而,在实际情况中,数据往往是从多个来源获得的,这导致了矩阵的集合,而不是一个单一的。在这项工作中,我们考虑的问题,集体矩阵完成与多个和异构矩阵,这可以是计数,二进制,连续等,我们首先调查的设置,对于每个源,矩阵条目是从一个指数家庭分布抽样。然后,我们放松了对噪声服从指数族分布的假设,并研究了无分布的情况。在这种情况下,我们不为观察假设任何特定的模型。估计过程是基于最小化的总的拟合优度项和整个集体矩阵的核范数惩罚的总和。我们证明了所提出的估计实现快速收敛速度下的两个考虑的设置,我们证实了我们的结果与数值实验。

英文摘要:

Matrix completion aims to reconstruct a data matrix based on observations of a small number of its entries. Usually in matrix completion a single matrix is considered, which can be, for example, a rating matrix in recommendation system. However, in practical situations, data is often obtained from multiple sources which results in a collection of matrices rather than a single one. In this work, we consider the problem of collective matrix completion with multiple and heterogeneous matrices, which can be count, binary, continuous, etc. We first investigate the setting where, for each source, the matrix entries are sampled from an exponential family distribution. Then, we relax the assumption of exponential family distribution for the noise and we investigate the distribution-free case. In this setting, we do not assume any specific model for the observations. The estimation procedures are based on minimizing the sum of a goodness-of-fit term and the nuclear norm penalization of the whole collective matrix. We prove that the proposed estimators achieve fast rates of convergence under the two considered settings and we corroborate our results with numerical experiments.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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