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A Simpler Approach to Matrix Completion

Published: 01 December 2011 Publication History

Abstract

This paper provides the best bounds to date on the number of randomly sampled entries required to reconstruct an unknown low-rank matrix. These results improve on prior work by Candès and Recht (2009), Candès and Tao (2009), and Keshavan et al. (2009). The reconstruction is accomplished by minimizing the nuclear norm, or sum of the singular values, of the hidden matrix subject to agreement with the provided entries. If the underlying matrix satisfies a certain incoherence condition, then the number of entries required is equal to a quadratic logarithmic factor times the number of parameters in the singular value decomposition. The proof of this assertion is short, self contained, and uses very elementary analysis. The novel techniques herein are based on recent work in quantum information theory.

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      cover image The Journal of Machine Learning Research
      The Journal of Machine Learning Research  Volume 12, Issue
      2/1/2011
      3426 pages
      ISSN:1532-4435
      EISSN:1533-7928
      Issue’s Table of Contents

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      JMLR.org

      Publication History

      Published: 01 December 2011
      Published in JMLR Volume 12

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