### Abstract

Singular values of a data in a matrix form provide insights on the structure of the data, the effective dimensionality, and the choice of hyper-parameters on higher-level data analysis tools. However, in many practical applications such as collaborative filtering and network analysis, we only get a partial observation. Under such scenarios, we consider the fundamental problem of recovering various spectral properties of the underlying matrix from a sampling of its entries. We propose a framework of first estimating the Schatten k-norms of a matrix for several values of k, and using these as surrogates for estimating spectral properties of interest, such as the spectrum itself or the rank. This paper focuses on the technical challenges in accurately estimating the Schatten norms from a sampling of a matrix. We introduce a novel unbiased estimator based on counting small structures in a graph and provide guarantees that match its empirical performances. Our theoretical analysis shows that Schatten norms can be recovered accurately from strictly smaller number of samples compared to what is needed to recover the underlying low-rank matrix. Numerical experiments suggest that we significantly improve upon a competing approach of using matrix completion methods.

Original language | English (US) |
---|---|

Pages (from-to) | 6425-6434 |

Number of pages | 10 |

Journal | Advances in Neural Information Processing Systems |

Volume | 2017-December |

State | Published - Jan 1 2017 |

Event | 31st Annual Conference on Neural Information Processing Systems, NIPS 2017 - Long Beach, United States Duration: Dec 4 2017 → Dec 9 2017 |

### Fingerprint

### ASJC Scopus subject areas

- Computer Networks and Communications
- Information Systems
- Signal Processing

### Cite this

*Advances in Neural Information Processing Systems*,

*2017-December*, 6425-6434.

**Matrix norm estimation from a few entries.** / Khetan, Ashish; Oh, Sewoong.

Research output: Contribution to journal › Conference article

*Advances in Neural Information Processing Systems*, vol. 2017-December, pp. 6425-6434.

}

TY - JOUR

T1 - Matrix norm estimation from a few entries

AU - Khetan, Ashish

AU - Oh, Sewoong

PY - 2017/1/1

Y1 - 2017/1/1

N2 - Singular values of a data in a matrix form provide insights on the structure of the data, the effective dimensionality, and the choice of hyper-parameters on higher-level data analysis tools. However, in many practical applications such as collaborative filtering and network analysis, we only get a partial observation. Under such scenarios, we consider the fundamental problem of recovering various spectral properties of the underlying matrix from a sampling of its entries. We propose a framework of first estimating the Schatten k-norms of a matrix for several values of k, and using these as surrogates for estimating spectral properties of interest, such as the spectrum itself or the rank. This paper focuses on the technical challenges in accurately estimating the Schatten norms from a sampling of a matrix. We introduce a novel unbiased estimator based on counting small structures in a graph and provide guarantees that match its empirical performances. Our theoretical analysis shows that Schatten norms can be recovered accurately from strictly smaller number of samples compared to what is needed to recover the underlying low-rank matrix. Numerical experiments suggest that we significantly improve upon a competing approach of using matrix completion methods.

AB - Singular values of a data in a matrix form provide insights on the structure of the data, the effective dimensionality, and the choice of hyper-parameters on higher-level data analysis tools. However, in many practical applications such as collaborative filtering and network analysis, we only get a partial observation. Under such scenarios, we consider the fundamental problem of recovering various spectral properties of the underlying matrix from a sampling of its entries. We propose a framework of first estimating the Schatten k-norms of a matrix for several values of k, and using these as surrogates for estimating spectral properties of interest, such as the spectrum itself or the rank. This paper focuses on the technical challenges in accurately estimating the Schatten norms from a sampling of a matrix. We introduce a novel unbiased estimator based on counting small structures in a graph and provide guarantees that match its empirical performances. Our theoretical analysis shows that Schatten norms can be recovered accurately from strictly smaller number of samples compared to what is needed to recover the underlying low-rank matrix. Numerical experiments suggest that we significantly improve upon a competing approach of using matrix completion methods.

UR - http://www.scopus.com/inward/record.url?scp=85041667142&partnerID=8YFLogxK

UR - http://www.scopus.com/inward/citedby.url?scp=85041667142&partnerID=8YFLogxK

M3 - Conference article

AN - SCOPUS:85041667142

VL - 2017-December

SP - 6425

EP - 6434

JO - Advances in Neural Information Processing Systems

JF - Advances in Neural Information Processing Systems

SN - 1049-5258

ER -