Let M be a random (alpha n) x n matrix of rank r<<n, and assume that a uniformly random subset E of its entries is observed. We describe an efficient algorithm that reconstructs M from |E| = O(rn) observed entries with relative root mean square error RMSE <= C(rn |E|)^0.5 . Further, if r=O(1), M can be reconstructed exactly from |E| = O(n log(n)) entries. These results apply beyond random matrices to general low-rank incoherent matrices. This settles (in the case of bounded rank) a question left open by Candes and Recht and improves over the guarantees for their reconstruction algorithm. The complexity of our algorithm is O(|E|r log(n)), which opens the way to its use for massive data sets. In the process of proving these statements, we obtain a generalization of a celebrated result by Friedman-Kahn-Szemeredi and Feige-Ofek on the spectrum of sparse random matrices.
In the case of collaborative filtering, we are interested in finding a matrix @math of minimum rank that matches the known entries @math . Each known entry thus provides an affine constraint. Cand es and Recht @cite_6 introduced the incoherent model for @math . Within this model, they proved that, if @math is random, the convex relaxation correctly reconstructs @math as long as @math . On the other hand, from a purely information theoretic point of view (i.e. disregarding algorithmic considerations), it is clear that @math observations should allow to reconstruct @math with arbitrary precision. Indeed this point was raised in @cite_6 and proved in @cite_1 , through a counting argument.
@cite_1 @cite_6
2182949771 2134332047 2949947345 2591036807
This paper is concerned with the problem of recov- ering an unknown matrix from a small fraction of its entries. This is known as the matrix completion problem, and comes up in a great number of applications, including the famous Netflix Prize and other similar questions in collaborative filtering. In general, accurate recovery of a matrix from a small number of entries is impossible, but the knowledge that the unknown matrix has low rank radically changes this premise, making the search for solu- tions meaningful. This paper presents optimality results quanti- fying the minimum number of entries needed to recover a matrix of rank exactly by any method whatsoever (the information theo- retic limit). More importantly, the paper shows that, under certain incoherence assumptions on the singular vectors of the matrix, re- covery is possible by solving a convenient convex program as soon as the number of entries is on the order of the information theo- retic limit (up to logarithmic factors). This convex program simply finds, among all matrices consistent with the observed entries, that with minimum nuclear norm. As an example, we show that on the order of samples are needed to recover a random matrix of rank by any method, and to be sure, nuclear norm min- imization succeeds as soon as the number of entries is of the form . This paper is concerned with the problem of recovering an unknown matrix from a small fraction of its entries. This is known as the matrix completion problem, and comes up in a great number of applications, including the famous Netflix Prize and other similar questions in collaborative filtering. In general, accurate recovery of a matrix from a small number of entries is impossible, but the knowledge that the unknown matrix has low rank radically changes this premise, making the search for solutions meaningful. This paper presents optimality results quantifying the minimum number of entries needed to recover a matrix of rank r exactly by any method whatsoever (the information theoretic limit). More importantly, the paper shows that, under certain incoherence assumptions on the singular vectors of the matrix, recovery is possible by solving a convenient convex program as soon as the number of entries is on the order of the information theoretic limit (up to logarithmic factors). This convex program simply finds, among all matrices consistent with the observed entries, that with minimum nuclear norm. As an example, we show that on the order of nr log(n) samples are needed to recover a random n x n matrix of rank r by any method, and to be sure, nuclear norm minimization succeeds as soon as the number of entries is of the form nr polylog(n). This paper is concerned with the problem of recovering an unknown matrix from a small fraction of its entries. This is known as the matrix completion problem, and comes up in a great number of applications, including the famous Netflix Prize and other similar questions in collaborative filtering. In general, accurate recovery of a matrix from a small number of entries is impossible; but the knowledge that the unknown matrix has low rank radically changes this premise, making the search for solutions meaningful. This paper presents optimality results quantifying the minimum number of entries needed to recover a matrix of rank r exactly by any method whatsoever (the information theoretic limit). More importantly, the paper shows that, under certain incoherence assumptions on the singular vectors of the matrix, recovery is possible by solving a convenient convex program as soon as the number of entries is on the order of the information theoretic limit (up to logarithmic factors). This convex program simply finds, among all matrices consistent with the observed entries, that with minimum nuclear norm. As an example, we show that on the order of nr log(n) samples are needed to recover a random n x n matrix of rank r by any method, and to be sure, nuclear norm minimization succeeds as soon as the number of entries is of the form nr polylog(n). We consider distributed plurality consensus in a complete graph of size @math with @math initial opinions. We design an efficient and simple protocol in the asynchronous communication model that ensures that all nodes eventually agree on the initially most frequent opinion. In this model, each node is equipped with a random Poisson clock with parameter @math . Whenever a node's clock ticks, it samples some neighbors, uniformly at random and with replacement, and adjusts its opinion according to the sample. A prominent example is the so-called two-choices algorithm in the synchronous model, where in each round, every node chooses two neighbors uniformly at random, and if the two sampled opinions coincide, then that opinion is adopted. This protocol is very efficient and well-studied when @math . If @math for some small @math , we show that it converges to the initial plurality opinion within @math rounds, w.h.p., as long as the initial difference between the largest and second largest opinion is @math . On the other side, we show that there are cases in which @math rounds are needed, w.h.p. One can beat this lower bound in the synchronous model by combining the two-choices protocol with randomized broadcasting. Our main contribution is a non-trivial adaptation of this approach to the asynchronous model. If the support of the most frequent opinion is at least @math times that of the second-most frequent one and @math , then our protocol achieves the best possible run time of @math , w.h.p. We relax full synchronicity by allowing @math nodes to be poorly synchronized, and the well synchronized nodes are only required to be within a certain time difference from one another. We enforce this synchronicity by introducing a novel gadget into the protocol.