论文标题
杠杆矩阵完成噪音
Leveraged Matrix Completion with Noise
论文作者
论文摘要
在过去的十年中,通过亚采样测量完成了低级矩阵已受到了很多关注。现有作品表明$ \ MATHCAL {O}(NR \ log^2(n))$ datums $ datums在理论上确保完成$ n \ times n $ n $ noisy noisy noisy noisy noisy noisy noisy noisy noisy noisy noisy nosy r $具有很高的可能性,在某些相当限制性的假设下:(1)基础矩阵必须算不上; (2)观察遵循统一分布。限制性部分是由于忽略了杠杆分数的角色和每个元素的甲骨文信息。在本文中,我们采用杠杆评分来表征每个元素的重要性,并显着放松假设:(1)没有任何其他结构假设对基础的低级别矩阵施加; (2)观察到的要素适当地取决于其通过杠杆评分的重要性。在这些假设下,我们设计了一个不均匀/有偏的抽样程序,而不是均匀的采样,可以揭示每个观察到的元素的``重要性''。我们的证据得到了一种新颖的方法,即基于高尔夫计划的足够最佳条件,这将是整个领域的独立利益。理论发现表明,我们可以从大约$ \ Mathcal {o}(nr \ log^2(n))$条目中恢复等级$ r $的未知$ n \ times n $矩阵,即使观察到的条目被少量嘈杂的信息损坏。经验结果与我们的理论恰好符合。
Completing low-rank matrices from subsampled measurements has received much attention in the past decade. Existing works indicate that $\mathcal{O}(nr\log^2(n))$ datums are required to theoretically secure the completion of an $n \times n$ noisy matrix of rank $r$ with high probability, under some quite restrictive assumptions: (1) the underlying matrix must be incoherent; (2) observations follow the uniform distribution. The restrictiveness is partially due to ignoring the roles of the leverage score and the oracle information of each element. In this paper, we employ the leverage scores to characterize the importance of each element and significantly relax assumptions to: (1) not any other structure assumptions are imposed on the underlying low-rank matrix; (2) elements being observed are appropriately dependent on their importance via the leverage score. Under these assumptions, instead of uniform sampling, we devise an ununiform/biased sampling procedure that can reveal the ``importance'' of each observed element. Our proofs are supported by a novel approach that phrases sufficient optimality conditions based on the Golfing Scheme, which would be of independent interest to the wider areas. Theoretical findings show that we can provably recover an unknown $n\times n$ matrix of rank $r$ from just about $\mathcal{O}(nr\log^2 (n))$ entries, even when the observed entries are corrupted with a small amount of noisy information. The empirical results align precisely with our theories.