Matrix completion from noisy entries

Raghunandan H. Keshavan, Andrea Montanari, Sewoong Oh

Research output: Chapter in Book/Report/Conference proceedingConference contribution

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.

Original languageEnglish (US)
Title of host publicationAdvances in Neural Information Processing Systems 22 - Proceedings of the 2009 Conference
Pages952-960
Number of pages9
StatePublished - Dec 1 2009
Event23rd Annual Conference on Neural Information Processing Systems, NIPS 2009 - Vancouver, BC, Canada
Duration: Dec 7 2009Dec 10 2009

Publication series

NameAdvances in Neural Information Processing Systems 22 - Proceedings of the 2009 Conference

Other

Other23rd Annual Conference on Neural Information Processing Systems, NIPS 2009
CountryCanada
CityVancouver, BC
Period12/7/0912/10/09

ASJC Scopus subject areas

  • Information Systems

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