In standard clustering problems, data points are represented by vectors, and by stacking them together, one forms a data matrix with row or column cluster structure. In this paper, we consider a class of binary matrices, arising in many applications, which exhibit both row and column cluster structure, and our goal is to exactly recover the underlying row and column clusters by observing only a small fraction of noisy entries. We first derive a lower bound on the minimum number of observations needed for exact cluster recovery. Then, we propose three algorithms with different running time and compare the number of observations needed by them for successful cluster recovery. Our analytical results show smooth time-data trade-offs: one can gradually reduce the computational complexity when increasingly more observations are available.
Under our model, the underlying true data matrix is a specific type of low-rank matrix. If we recover the true data matrix, we immediately get the user (or movie) clusters by assigning the identical rows (or columns) of the matrix to the same cluster. In the noiseless setting with no flipping, the nuclear norm minimization approach @cite_19 @cite_7 @cite_35 can be directly applied to recover the true data matrix and further recover the row and column clusters. Alternate minimization is another popular and empirically successful approach for low-matrix completion @cite_3 . However, it is harder to analyze and the performance guarantee is weaker than nuclear norm minimization @cite_29 . In the low noise setting with the flipping probability restricting to be a small constant, the low-rank plus sparse matrix decomposition approach @cite_24 @cite_23 @cite_5 can be applied to exactly recover data matrix and further recover the row and column clusters.
@cite_35 @cite_7 @cite_29 @cite_3 @cite_24 @cite_19 @cite_23 @cite_5
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Matrix completion is a rank minimization problem to recover a low-rank data matrix from a small subset of its entries. Since the matrix rank is nonconvex and discrete, many existing approaches approximate the matrix rank as the nuclear norm. However, the truncated nuclear norm is known to be a better approximation to the matrix rank than the nuclear norm, exploiting a priori target rank information about the problem in rank minimization. In this paper, we propose a computationally efficient truncated nuclear norm minimization algorithm for matrix completion, which we call TNNM-ALM. We reformulate the original optimization problem by introducing slack variables and considering noise in the observation. The central contribution of this paper is to solve it efficiently via the augmented Lagrange multiplier (ALM) method, where the optimization variables are updated by closed-form solutions. We apply the proposed TNNM-ALM algorithm to ghost-free high dynamic range imaging by exploiting the low-rank structure of irradiance maps from low dynamic range images. Experimental results on both synthetic and real visual data show that the proposed algorithm achieves significantly lower reconstruction errors and superior robustness against noise than the conventional approaches, while providing substantial improvement in speed, thereby applicable to a wide range of imaging applications. Matrix completion concerns the recovery of a low-rank matrix from a subset of its revealed entries, and nuclear norm minimization has emerged as an effective surrogate for this combinatorial problem. Here, we show that nuclear norm minimization can recover an arbitrary n×n matrix of rank r from O(nr log2(n)) revealed entries, provided that revealed entries are drawn proportionally to the local row and column coherences (closely related to leverage scores) of the underlying matrix. Our results are order-optimal up to logarithmic factors, and extend existing results for nuclear norm minimization which require strong incoherence conditions on the types of matrices that can be recovered, due to assumed uniformly distributed revealed entries. We further provide extensive numerical evidence that a proposed two-phase sampling algorithm can perform nearly as well as local-coherence sampling and without requiring a priori knowledge of the matrix coherence structure. Finally, we apply our results to quantify how weighted nuclear norm minimization can improve on unweighted minimization given an arbitrary set of sampled entries. On the heels of compressed sensing, a remarkable new field has very recently emerged. This field addresses a broad range of problems of significant practical interest, namely, the recovery of a data matrix from what appears to be incomplete, and perhaps even corrupted, information. In its simplest form, the problem is to recover a matrix from a small sample of its entries, and comes up in many areas of science and engineering including collaborative filtering, machine learning, control, remote sensing, and computer vision to name a few. This paper surveys the novel literature on matrix completion, which shows that under some suitable conditions, one can recover an unknown low-rank matrix from a nearly minimal set of entries by solving a simple convex optimization problem, namely, nuclear-norm minimization subject to data constraints. Further, this paper introduces novel results showing that matrix completion is provably accurate even when the few observed entries are corrupted with a small amount of noise. A typical result is that one can recover an unknown n x n matrix of low rank r from just about nr log^2 n noisy samples with an error which is proportional to the noise level. We present numerical results which complement our quantitative analysis and show that, in practice, nuclear norm minimization accurately fills in the many missing entries of large low-rank matrices from just a few noisy samples. Some analogies between matrix completion and compressed sensing are discussed throughout. The problem of minimizing the rank of a matrix subject to affine constraints has applications in several areas including machine learning, and is known to be NP-hard. A tractable relaxation for this problem is nuclear norm (or trace norm) minimization, which is guaranteed to find the minimum rank matrix under suitable assumptions. In this paper, we propose a family of Iterative Reweighted Least Squares algorithms IRLS-p (with 0 ≤ p ≤ 1), as a computationally efficient way to improve over the performance of nuclear norm minimization. The algorithms can be viewed as (locally) minimizing certain smooth approximations to the rank function. When p = 1, we give theoretical guarantees similar to those for nuclear norm minimization, that is, recovery of low-rank matrices under certain assumptions on the operator defining the constraints. For p < 1, IRLS-p shows better empirical performance in terms of recovering low-rank matrices than nuclear norm minimization. We provide an efficient implementation for IRLS-p, and also present a related family of algorithms, sIRLS-p. These algorithms exhibit competitive run times and improved recovery when compared to existing algorithms for random instances of the matrix completion problem, as well as on the MovieLens movie recommendation data set.