论文标题

迭代结构矩阵完成的适应

An Adaptation for Iterative Structured Matrix Completion

论文作者

Adams, Henry, Kassab, Lara, Needell, Deanna

论文摘要

从已知条目的子集中预测矩阵缺失条目的任务被称为\ textit {矩阵完成}。在当今的数据驱动世界中,无论是主要目标还是预处理步骤,数据完成都是必不可少的。结构化矩阵完成包括任何在随机下不均匀缺少数据的设置。在最近的工作中,已经开发了对矩阵完成的标准核规范最小化(NNM)的修改,以考虑丢失的条目中的\ emph {基于稀疏的基于稀疏的}结构。这种结构的概念在包括推荐系统在内的许多设置中都是动机的,其中观察到条目的概率取决于条目的值。我们建议调整低级矩阵完成的迭代重新加权最小二乘(IRLS)算法,以考虑缺失条目中基于稀疏的结构。我们还提出了可以处理大规模矩阵的算法的基于迭代梯度预测的实现。最后,我们在不同大小,等级和结构水平的矩阵上提出了强大的数值实验。我们表明,我们提出的方法与小型矩阵上的调整后的NNM相当,并且在矩阵上的结构化设置中通常优于IRLS算法,最高为$ 1000 \ times 1000 $。

The task of predicting missing entries of a matrix, from a subset of known entries, is known as \textit{matrix completion}. In today's data-driven world, data completion is essential whether it is the main goal or a pre-processing step. Structured matrix completion includes any setting in which data is not missing uniformly at random. In recent work, a modification to the standard nuclear norm minimization (NNM) for matrix completion has been developed to take into account \emph{sparsity-based} structure in the missing entries. This notion of structure is motivated in many settings including recommender systems, where the probability that an entry is observed depends on the value of the entry. We propose adjusting an Iteratively Reweighted Least Squares (IRLS) algorithm for low-rank matrix completion to take into account sparsity-based structure in the missing entries. We also present an iterative gradient-projection-based implementation of the algorithm that can handle large-scale matrices. Finally, we present a robust array of numerical experiments on matrices of varying sizes, ranks, and level of structure. We show that our proposed method is comparable with the adjusted NNM on small-sized matrices, and often outperforms the IRLS algorithm in structured settings on matrices up to size $1000 \times 1000$.

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