Go to main content

PDF

Description

In this report, we progress towards removing an extraneous condition imposed in previous sample complexity results for matrix completion via nuclear norm minimization. We build upon the sample complexity results of CandΓ¨s and Recht (1), CandΓ¨s and Tao (2), Gross (3), and Recht (4) which employ a dual certificate construction that, with high probability, guarantees the optimality of nuclear norm minimization. The aforementioned authors all make two assumptions in their analysis about the rank-π‘Ÿ target matrix M ∈ R𝑛×𝑛 with singular value decomposition U𝚺V* which we wish to recover. The first assumption, that M has coherence bounded by πœ‡0, was shown to be necessary by CandΓ¨s and Tao (2) and is preserved here. We aim, then, to remove the second assumption, that entries of UV* are bounded in magnitude by πœ‡1π‘Ÿ1/2/𝑛, by improving on the analysis of Recht (4). In particular, Recht (4) constructs the dual via an iterative process wherein the approximation error is tracked using a residual matrix. Recht (4) ensures the maximum entry of the residuals drops geometrically. Here, we track individual matrix entries and their respective columns and rows much more closely, rather than relying on a global bound. As a result, we demonstrate exact recovery of matrices is possible with m β‰₯ 𝑂(πœ‡0π‘›π‘Ÿ3/2𝛽 log2𝑛) entries, with probability 1- π‘›βˆ’Ξ©(poly(𝛽)) for 𝛽 > 0 of our choosing. This represents an improvement by a factor of O(πœ‡0π‘Ÿ1/2) from O(πœ‡02π‘›π‘Ÿ2𝛽 log2𝑛), the best possible result from Recht (4) when not relying on the bounded entry assumption.

Details

Files

Statistics

from
to
Export
Download Full History
Formats
Format
BibTeX
MARCXML
TextMARC
MARC
DublinCore
EndNote
NLM
RefWorks
RIS