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A Simpler Approach to Matrix Completion

Benjamin Recht (brecht***at***cs.wisc.edu)

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 Candes and Recht, Candes and Tao, and Keshavan, Montanari, and Oh. 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.

Keywords: Matrix completion, low-rank matrices, convex optimization, nuclear norm minimization, random matrices, operator Chernoff bound, compressed sensing

Category 1: Convex and Nonsmooth Optimization (Convex Optimization )

Category 2: Applications -- Science and Engineering (Statistics )

Category 3: Applications -- Science and Engineering (Data-Mining )

Citation: University of Wisconsin-Madison, October, 2009

Download: [Compressed Postscript][PDF]

Entry Submitted: 10/04/2009
Entry Accepted: 10/04/2009
Entry Last Modified: 10/22/2009

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