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 target matrix M β RπΓπ with singular value decomposition UπΊV* which we wish to recover. The first assumption, that M has coherence bounded by π0, 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 π1π1/2/π, 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₯ π(π0ππ3/2π½ log2π) entries, with probability 1- πβΞ©(poly(π½)) for π½ > 0 of our choosing. This represents an improvement by a factor of O(π0π1/2) from O(π02ππ2π½ log2π), the best possible result from Recht (4) when not relying on the bounded entry assumption.