In this paper, we propose a novel method for matrix completion under general non-uniform missing structures. By controlling an upper bound of a novel balancing error, we construct weights that can actively adjust for the non-uniformity in the empirical risk without explicitly modeling the observation probabilities, and can be computed efficiently via convex optimization. The recovered matrix based on the proposed weighted empirical risk enjoys appealing theoretical guarantees. In particular, the proposed method achieves a stronger guarantee than existing work in terms of the scaling with respect to the observation probabilities, under asymptotically heterogeneous missing settings (where entry-wise observation probabilities can be of different orders). These settings can be regarded as a better theoretical model of missing patterns with highly varying probabilities. We also provide a new minimax lower bound under a class of heterogeneous settings. Numerical experiments are also provided to demonstrate the effectiveness of the proposed method.
Low-rank matrix completion is an important problem with extensive real-world applications. When observations are uniformly sampled from the underlying matrix entries, existing methods all require the matrix to be incoherent. This paper provides the first working method for coherent matrix completion under the standard uniform sampling model. Our approach is based on the weighted nuclear norm minimization idea proposed in several recent work, and our key contribution is a practical method to compute the weighting matrices so that the leverage scores become more uniform after weighting. Under su…
Matrix completion is a modern missing data problem where both the missing structure and the underlying parameter are high dimensional. Although missing structure is a key component to any missing data problems, existing matrix completion methods often assume a simple uniform missing mechanism. In this work, we study matrix completion from corrupted data under a novel low-rank missing mechanism. The probability matrix of observation is estimated via a high dimensional low-rank matrix estimation procedure, and further used to complete the target matrix via inverse probabilities weighting. Due to…
London School of Economics and Political Science（伦敦政治经济学院）；University of Minnesota（明尼苏达大学）
Matrix completion is a class of machine learning methods that concerns the prediction of missing entries in a partially observed matrix. This paper studies matrix completion for mixed data, i.e., data involving mixed types of variables (e.g., continuous, binary, ordinal). We formulate it as a low-rank matrix estimation problem under a general family of non-linear factor models and then propose entrywise consistent estimators for estimating the low-rank matrix. Tight probabilistic error bounds are derived for the proposed estimators. The proposed methods are evaluated by simulation studies and …
University of California, Davis（加州大学戴维斯分校）；University of Pennsylvania（宾夕法尼亚大学）
Techniques of matrix completion aim to impute a large portion of missing entries in a data matrix through a small portion of observed ones. In practice including collaborative filtering, prior information and special structures are usually employed in order to improve the accuracy of matrix completion. In this paper, we propose a unified nonconvex optimization framework for matrix completion with linearly parameterized factors. In particular, by introducing a condition referred to as Correlated Parametric Factorization, we can conduct a unified geometric analysis for the nonconvex objective by…
Matrix completion has attracted significant recent attention in many fields including statistics, applied mathematics and electrical engineering. Current literature on matrix completion focuses primarily on independent sampling models under which the individual observed entries are sampled independently. Motivated by applications in genomic data integration, we propose a new framework of structured matrix completion (SMC) to treat structured missingness by design. Specifically, our proposed method aims at efficient matrix recovery when a subset of the rows and columns of an approximately low-r…
Yahoo! Research（雅虎研究院）；University of Minnesota – Twin Cities（明尼苏达大学双城分校）
Inductive Matrix Completion (IMC) is an important class of matrix completion problems that allows direct inclusion of available features to enhance estimation capabilities. These models have found applications in personalized recommendation systems, multilabel learning, dictionary learning, etc. This paper examines a general class of noisy matrix completion tasks where the underlying matrix is following an IMC model i.e., it is formed by a mixing matrix (a priori unknown) sandwiched between two known feature matrices. The mixing matrix here is assumed to be well approximated by the product of …
The Graduate University for Advanced Studies, SOKENDAI（综合研究大学院大学（SOKENDAI））；The Institute of Statistical Mathematics（统计数学研究所）；Center for Advanced Integrated Intelligence Research, RIKEN（理化学研究所先进综合智能研究中心）
Sloan School of Management（斯隆管理学院）；Operations Research Center（运筹学研究中心）；Massachusetts Institute of Technology（麻省理工学院）
We formulate the problem of matrix completion with and without side information as a non-convex optimization problem. We design fastImpute based on non-convex gradient descent and show it converges to a global minimum that is guaranteed to recover closely the underlying matrix while it scales to matrices of sizes beyond $10^5 \times 10^5$. We report experiments on both synthetic and real-world datasets that show fastImpute is competitive in both the accuracy of the matrix recovered and the time needed across all cases. Furthermore, when a high number of entries are missing, fastImpute is over …
Matrix completion is the study of recovering an underlying matrix from a sparse subset of noisy observations. Traditionally, it is assumed that the entries of the matrix are "missing completely at random" (MCAR), i.e., each entry is revealed at random, independent of everything else, with uniform probability. This is likely unrealistic due to the presence of "latent confounders", i.e., unobserved factors that determine both the entries of the underlying matrix and the missingness pattern in the observed matrix. For example, in the context of movie recommender systems -- a canonical application…
University of California, Los Angeles（加州大学洛杉矶分校）；Purdue University（普渡大学）
Always-valid concentration inequalities are increasingly used as performance measures for online statistical learning, notably in the learning of generative models and supervised learning. Such inequality advances the online learning algorithms design by allowing random, adaptively chosen sample sizes instead of a fixed pre-specified size in offline statistical learning. However, establishing such an always-valid type result for the task of matrix completion is challenging and far from understood in the literature. Due to the importance of such type of result, this work establishes and devises…
Fujian Normal University（福建师范大学）；University of California, Los Angeles（加州大学洛杉矶分校）；Shanghai Jiao Tong University（上海交通大学）；Xiamen University（厦门大学）
Multi-task learning has attracted much attention due to growing multi-purpose research with multiple related data sources. Moreover, transduction with matrix completion is a useful method in multi-label learning. In this paper, we propose a transductive matrix completion algorithm that incorporates a calibration constraint for the features under the multi-task learning framework. The proposed algorithm recovers the incomplete feature matrix and target matrix simultaneously. Fortunately, the calibration information improves the completion results. In particular, we provide a statistical guarant…
This paper concerns the problem of matrix completion, which is to estimate a matrix from observations in a small subset of indices. We propose a calibrated spectrum elastic net method with a sum of the nuclear and Frobenius penalties and develop an iterative algorithm to solve the convex minimization problem. The iterative algorithm alternates between imputing the missing entries in the incomplete matrix by the current guess and estimating the matrix by a scaled soft-thresholding singular value decomposition of the imputed matrix until the resulting matrix converges. A calibration step follows…
Department of Mathematical Informatics, Graduate School of Information Science and Technology, The University of Tokyo（东京大学信息科学与技术研究生院数学信息学系）；Statistical Mathematics Unit, RIKEN Center for Brain Science（脑科学研究所统计数学单元）
In the present note we consider the problem of constructing honest and adaptive confidence sets for the matrix completion problem. For the Bernoulli model with known variance of the noise we provide a realizable method for constructing confidence sets that adapt to the unknown rank of the true matrix.
Matrix completion is a problem that arises in many data-analysis settings where the input consists of a partially-observed matrix (e.g., recommender systems, traffic matrix analysis etc.). Classical approaches to matrix completion assume that the input partially-observed matrix is low rank. The success of these methods depends on the number of observed entries and the rank of the matrix; the larger the rank, the more entries need to be observed in order to accurately complete the matrix. In this paper, we deal with matrices that are not necessarily low rank themselves, but rather they contain …
A matrix completion problem is to recover the missing entries in a partially observed matrix. Most of the existing matrix completion methods assume a low rank structure of the underlying complete matrix. In this paper, we introduce an alternative and more general form of the underlying complete matrix, which assumes a low Kronecker rank instead of a low regular rank, but includes the latter as a special case. The extra flexibility allows for a much more parsimonious representation of the underlying matrix, but also raises the challenge of determining the proper Kronecker product configuration …
Matrix completion is often applied to data with entries missing not at random (MNAR). For example, consider a recommendation system where users tend to only reveal ratings for items they like. In this case, a matrix completion method that relies on entries being revealed at uniformly sampled row and column indices can yield overly optimistic predictions of unseen user ratings. Recently, various papers have shown that we can reduce this bias in MNAR matrix completion if we know the probabilities of different matrix entries being missing. These probabilities are typically modeled using logistic …
Skolkovo Institute of Science and Technology (Skoltech)（斯科尔科沃科学技术研究院（Skoltech））；Institute for Information Transmission Problems of RAS（俄罗斯科学院信息传输问题研究所）；Moscow Institute of Physics and Technology（莫斯科物理技术学院）；Central Research Institute for Epidemiology（中央流行病学研究所）
We consider the problem of matrix completion with side information (\textit{inductive matrix completion}). In real-world applications many side-channel features are typically non-informative making feature selection an important part of the problem. We incorporate feature selection into inductive matrix completion by proposing a matrix factorization framework with group-lasso regularization on side feature parameter matrices. We demonstrate, that the theoretical sample complexity for the proposed method is much lower compared to its competitors in sparse problems, and propose an efficient opti…
In this paper, we propose a simple algorithm to cluster nonnegative data lying in disjoint subspaces. We analyze its performance in relation to a certain measure of correlation between said subspaces. We use our clustering algorithm to develop a matrix completion algorithm which can outperform standard matrix completion algorithms on data matrices satisfying certain natural conditions.
Recommender systems are widely used to recommend the most appealing items to users. These recommendations can be generated by applying collaborative filtering methods. The low-rank matrix completion method is the state-of-the-art collaborative filtering method. In this work, we show that the skewed distribution of ratings in the user-item rating matrix of real-world datasets affects the accuracy of matrix-completion-based approaches. Also, we show that the number of ratings that an item or a user has positively correlates with the ability of low-rank matrix-completion-based approaches to predi…
In this paper we give solutions to Hamburger moment problems with missing entries. The problem of completing partial positive sequences is considered. The main result is a characterization of positive definite completable patterns, namely patterns that guarantee the existence of Hamburger moment completion of a partial positive definite sequence. Moreover, several patterns which are not positive definite completable are given.
We consider the matrix completion problem where the aim is to esti-mate a large data matrix for which only a relatively small random subset of its entries is observed. Quite popular approaches to matrix completion problem are iterative thresholding methods. In spite of their empirical success, the theoretical guarantees of such iterative thresholding methods are poorly understood. The goal of this paper is to provide strong theo-retical guarantees, similar to those obtained for nuclear-norm penalization methods and one step thresholding methods, for an iterative thresholding algorithm which is…
Relative Error Bound Analysis for Nuclear Norm Regularized Matrix Completion
National Key Laboratory for Novel Software Technology（计算机软件新技术国家重点实验室）；Nanjing University（南京大学）；the University of Iowa（爱荷华大学）；Michigan State University（密歇根州立大学）
A very simple interpretation of matrix completion problem is introduced based on statistical models. Combined with the well-known results from missing data analysis, such interpretation indicates that matrix completion is still a valid and principled estimation procedure even without the missing completely at random (MCAR) assumption, which almost all of the current theoretical studies of matrix completion assume.
University of Electronic Science and Technology of China（电子科技大学）；Stevens Institute of Technology（斯蒂文斯理工学院）
The problem of low rank matrix completion is considered in this paper. To exploit the underlying low-rank structure of the data matrix, we propose a hierarchical Gaussian prior model, where columns of the low-rank matrix are assumed to follow a Gaussian distribution with zero mean and a common precision matrix, and a Wishart distribution is specified as a hyperprior over the precision matrix. We show that such a hierarchical Gaussian prior has the potential to encourage a low-rank solution. Based on the proposed hierarchical prior model, a variational Bayesian method is developed for matrix co…
We extend the theory of matrix completion to the case where we make Poisson observations for a subset of entries of a low-rank matrix. We consider the (now) usual matrix recovery formulation through maximum likelihood with proper constraints on the matrix $M$, and establish theoretical upper and lower bounds on the recovery error. Our bounds are nearly optimal up to a factor on the order of $\mathcal{O}(\log(d_1 d_2))$. These bounds are obtained by adapting the arguments used for one-bit matrix completion \cite{davenport20121} (although these two problems are different in nature) and the adapt…
We address the rectangular matrix completion problem by lifting the unknown matrix to a positive semidefinite matrix in higher dimension, and optimizing a nonconvex objective over the semidefinite factor using a simple gradient descent scheme. With $O( μr^2 κ^2 n \max(μ, \log n))$ random observations of a $n_1 \times n_2$ $μ$-incoherent matrix of rank $r$ and condition number $κ$, where $n = \max(n_1, n_2)$, the algorithm linearly converges to the global optimum with high probability.
Universitat Politècnica de Catalunya-Barcelona Tech（加泰罗尼亚理工大学-巴塞罗那理工）；University of Minnesota（明尼苏达大学）
Prior information can be incorporated in matrix completion to improve estimation accuracy and extrapolate the missing entries. Reproducing kernel Hilbert spaces provide tools to leverage the said prior information, and derive more reliable algorithms. This paper analyzes the generalization error of such approaches, and presents numerical tests confirming the theoretical results.
Matrix completion is a classical problem in data science wherein one attempts to reconstruct a low-rank matrix while only observing some subset of the entries. Previous authors have phrased this problem as a nuclear norm minimization problem. Almost all previous work assumes no explicit structure of the matrix and uses uniform sampling to decide the observed entries. We suggest methods for selective sampling in the case where we have some knowledge about the structure of the matrix and are allowed to design the observation set.
We consider the problem of matrix completion on an $n \times m$ matrix. We introduce the problem of Interpretable Matrix Completion that aims to provide meaningful insights for the low-rank matrix using side information. We show that the problem can be reformulated as a binary convex optimization problem. We design OptComplete, based on a novel concept of stochastic cutting planes to enable efficient scaling of the algorithm up to matrices of sizes $n=10^6$ and $m=10^6$. We report experiments on both synthetic and real-world datasets that show that OptComplete has favorable scaling behavior an…
Wisconsin Institutes for Discovery（威斯康星发现研究院）；UW-Madison（威斯康星大学麦迪逊分校）；University of Michigan Ann Arbor（密歇根大学安娜堡分校）
Most recent results in matrix completion assume that the matrix under consideration is low-rank or that the columns are in a union of low-rank subspaces. In real-world settings, however, the linear structure underlying these models is distorted by a (typically unknown) nonlinear transformation. This paper addresses the challenge of matrix completion in the face of such nonlinearities. Given a few observations of a matrix that are obtained by applying a Lipschitz, monotonic function to a low rank matrix, our task is to estimate the remaining unobserved entries. We propose a novel matrix complet…
Matrix completion has a long-time history of usage as the core technique of recommender systems. In particular, 1-bit matrix completion, which considers the prediction as a ``Recommended'' or ``Not Recommended'' question, has proved its significance and validity in the field. However, while customers and products aggregate into interacted clusters, state-of-the-art model-based 1-bit recommender systems do not take the consideration of grouping bias. To tackle the gap, this paper introduced Group-Specific 1-bit Matrix Completion (GS1MC) by first-time consolidating group-specific effects into 1-…
The matrix-completion problem has attracted a lot of attention, largely as a result of the celebrated Netflix competition. Two popular approaches for solving the problem are nuclear-norm-regularized matrix approximation (Candes and Tao, 2009, Mazumder, Hastie and Tibshirani, 2010), and maximum-margin matrix factorization (Srebro, Rennie and Jaakkola, 2005). These two procedures are in some cases solving equivalent problems, but with quite different algorithms. In this article we bring the two approaches together, leading to an efficient algorithm for large matrix factorization and completion t…
Matrix completion constantly receives tremendous attention from many research fields. It is commonly applied for recommender systems such as movie ratings, computer vision such as image reconstruction or completion, multi-task learning such as collaboratively modeling time-series trends of multiple sensors, and many other applications. Matrix completion techniques are usually computationally exhaustive and/or fail to capture the heterogeneity in the data. For example, images usually contain a heterogeneous set of objects, and thus it is a challenging task to reconstruct images with high levels…
Matrix completion is a widely used technique for image inpainting and personalized recommender system, etc. In this work, we focus on accelerating the matrix completion using faster randomized singular value decomposition (rSVD). Firstly, two fast randomized algorithms (rSVD-PI and rSVD- BKI) are proposed for handling sparse matrix. They make use of an eigSVD procedure and several accelerating skills. Then, with the rSVD-BKI algorithm and a new subspace recycling technique, we accelerate the singular value thresholding (SVT) method in [1] to realize faster matrix completion. Experiments show t…
We give the first algorithm for Matrix Completion whose running time and sample complexity is polynomial in the rank of the unknown target matrix, linear in the dimension of the matrix, and logarithmic in the condition number of the matrix. To the best of our knowledge, all previous algorithms either incurred a quadratic dependence on the condition number of the unknown matrix or a quadratic dependence on the dimension of the matrix in the running time. Our algorithm is based on a novel extension of Alternating Minimization which we show has theoretical guarantees under standard assumptions ev…
Bayesian methods for low-rank matrix completion with noise have been shown to be very efficient computationally. While the behaviour of penalized minimization methods is well understood both from the theoretical and computational points of view in this problem, the theoretical optimality of Bayesian estimators have not been explored yet. In this paper, we propose a Bayesian estimator for matrix completion under general sampling distribution. We also provide an oracle inequality for this estimator. This inequality proves that, whatever the rank of the matrix to be estimated, our estimator reach…
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）
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, th…
In this paper, we consider matrix completion with absolute deviation loss and obtain an estimator of the median matrix. Despite several appealing properties of median, the non-smooth absolute deviation loss leads to computational challenge for large-scale data sets which are increasingly common among matrix completion problems. A simple solution to large-scale problems is parallel computing. However, embarrassingly parallel fashion often leads to inefficient estimators. Based on the idea of pseudo data, we propose a novel refinement step, which turns such inefficient estimators into a rate (ne…
We address the collective matrix completion problem of jointly recovering a collection of matrices with shared structure from partial (and potentially noisy) observations. To ensure well--posedness of the problem, we impose a joint low rank structure, wherein each component matrix is low rank and the latent space of the low rank factors corresponding to each entity is shared across the entire collection. We first develop a rigorous algebra for representing and manipulating collective--matrix structure, and identify sufficient conditions for consistent estimation of collective matrices. We then…
Autoencoders are popular among neural-network-based matrix completion models due to their ability to retrieve potential latent factors from the partially observed matrices. Nevertheless, when training data is scarce their performance is significantly degraded due to overfitting. In this paper, we mit- igate overfitting with a data-dependent regularization technique that relies on the principles of multi-task learning. Specifically, we propose an autoencoder-based matrix completion model that performs prediction of the unknown matrix values as a main task, and manifold learning as an auxiliary …
Tokyo Institute of Technology（东京工业大学）；Technicolor AI Lab（特艺集团人工智能实验室）
Several complex tasks that arise in organizations can be simplified by mapping them into a matrix completion problem. In this paper, we address a key challenge faced by our company: predicting the efficiency of artists in rendering visual effects (VFX) in film shots. We tackle this challenge by using a two-fold approach: first, we transform this task into a constrained matrix completion problem with entries bounded in the unit interval [0, 1]; second, we propose two novel matrix factorization models that leverage our knowledge of the VFX environment. Our first approach, expertise matrix factor…
We consider the problem of robust matrix completion, which aims to recover a low rank matrix $L_*$ and a sparse matrix $S_*$ from incomplete observations of their sum $M=L_*+S_*\in\mathbb{R}^{m\times n}$. Algorithmically, the robust matrix completion problem is transformed into a problem of solving a system of nonlinear equations, and the alternative direction method is then used to solve the nonlinear equations. In addition, the algorithm is highly parallelizable and suitable for large scale problems. Theoretically, we characterize the sufficient conditions for when $L_*$ can be approximated …
Matrix completion has received vast amount of attention and research due to its wide applications in various study fields. Existing methods of matrix completion consider only nonlinear (or linear) relations among entries in a data matrix and ignore linear (or nonlinear) relationships latent. This paper introduces a new latent variables model for data matrix which is a combination of linear and nonlinear models and designs a novel deep-neural-network-based matrix completion algorithm to address both linear and nonlinear relations among entries of data matrix. The proposed method consists of two…
Carnegie Mellon University（卡内基梅隆大学）；University of Alberta（阿尔伯塔大学）
Boolean matrix factorization and Boolean matrix completion from noisy observations are desirable unsupervised data-analysis methods due to their interpretability, but hard to perform due to their NP-hardness. We treat these problems as maximum a posteriori inference problems in a graphical model and present a message passing approach that scales linearly with the number of observations and factors. Our empirical study demonstrates that message passing is able to recover low-rank Boolean matrices, in the boundaries of theoretically possible recovery and compares favorably with state-of-the-art …
Matrix completion problem has been investigated under many different conditions since Netflix announced the Netflix Prize problem. Many research work has been done in the field once it has been discovered that many real life dataset could be estimated with a low-rank matrix. Since then compressed sensing, adaptive signal detection has gained the attention of many researchers. In this survey paper we are going to visit some of the matrix completion methods, mainly in the direction of passive and adaptive directions. First, we discuss passive matrix completion methods with convex optimization, a…
We study alternating minimization for matrix completion in the simplest possible setting: completing a rank-one matrix from a revealed subset of the entries. We bound the asymptotic convergence rate by the variational characterization of eigenvalues of a reversible consensus problem. This leads to a polynomial upper bound on the asymptotic rate in terms of number of nodes as well as the largest degree of the graph of revealed entries.
We consider the matrix completion problem of recovering a structured matrix from noisy and partial measurements. Recent works have proposed tractable estimators with strong statistical guarantees for the case where the underlying matrix is low--rank, and the measurements consist of a subset, either of the exact individual entries, or of the entries perturbed by additive Gaussian noise, which is thus implicitly suited for thin--tailed continuous data. Arguably, common applications of matrix completion require estimators for (a) heterogeneous data--types, such as skewed--continuous, count, binar…
In the present paper we study the problem of existence of honest and adaptive confidence sets for matrix completion. We consider two statistical models: the trace regression model and the Bernoulli model. In the trace regression model, we show that honest confidence sets that adapt to the unknown rank of the matrix exist even when the error variance is unknown. Contrary to this, we prove that in the Bernoulli model, honest and adaptive confidence sets exist only when the error variance is known a priori. In the course of our proofs we obtain bounds for the minimax rates of certain composite hy…
Deep Matrix Factorization (DMF) is an emerging approach to the problem of matrix completion. Recent works have established that gradient descent applied to a DMF model induces an implicit regularization on the rank of the recovered matrix. In this work we interpret the DMF model through the lens of spectral geometry. This allows us to incorporate explicit regularization without breaking the DMF structure, thus enjoying the best of both worlds. In particular, we focus on matrix completion problems with underlying geometric or topological relations between the rows and/or columns. Such relations…
We consider the problem of exact low-rank matrix completion from a geometric viewpoint: given a partially filled matrix M, we keep the positions of specified and unspecified entries fixed, and study how the minimal completion rank depends on the values of the known entries. If the entries of the matrix are complex numbers, then for a fixed pattern of locations of specified and unspecified entries there is a unique completion rank which occurs with positive probability. We call this rank the generic completion rank. Over the real numbers there can be multiple ranks that occur with positive prob…
This paper is about iteratively reweighted basis-pursuit algorithms for compressed sensing and matrix completion problems. In a first part, we give a theoretical explanation of the fact that reweighted basis pursuit can improve a lot upon basis pursuit for exact recovery in compressed sensing. We exhibit a condition that links the accuracy of the weights to the RIP and incoherency constants, which ensures exact recovery. In a second part, we introduce a new algorithm for matrix completion, based on the idea of iterative reweighting. Since a weighted nuclear "norm" is typically non-convex, it c…
