Improved matrix completion for non-uniformly sampled data.
arXiv research
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We propose a general framework for reconstructing and denoising single entries of incomplete and noisy entries. We describe: effective algorithms for deciding if and entry can be reconstructed and, if so, for reconstructing and denoising it; and a priori bounds on the error of each entry, individually. In the noiseless…
Paper improves tensor completion by reducing sample entries needed.
We consider the problem of reconstructing a low rank matrix from a subset of its entries and analyze two variants of the so-called Alternating Minimization algorithm, which has been proposed in the past. We establish that when the underlying matrix has rank , has positive bounded entries, and the graph $\mathcal{G…
We show that for the problem of testing if a matrix has rank at most , or requires changing an -fraction of entries to have rank at most , there is a non-adaptive query algorithm making queries. Our algorithm works for any field . This improves upon the previous…
The problem of machine learning with missing values is common in many areas. A simple approach is to first construct a dataset without missing values simply by discarding instances with missing entries or by imputing a fixed value for each missing entry, and then train a prediction model with the new dataset. A drawbac…
This work generalizes transformer attention to capture higher-order correlations efficiently.
A new tensor completion method handles missing data with missing not at random entries.
Algorithm estimates tensors from sparse observations with robust error bounds.
Study shows how fast a specific matrix completion method works.
Estimates low-rank distributional matrices from incomplete samples.
PACE-GGM uses Gaussian mechanism for private covariance estimation.
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 ex…
The Sinkhorn-Knopp algorithm converges quickly but the number of iterations is poorly understood.
In this paper, we consider matrix completion from non-uniformly sampled entries including fully observed and partially observed columns. Specifically, we assume that a small number of columns are randomly selected and fully observed, and each remaining column is partially observed with uniform sampling. To recover the …
A new method for streaming PCA provides confidence intervals for eigenvector entries.
New matrix completion method for arbitrary sampling patterns using network flows.
Study heavy-tailed weights' impact on neural network's spectral distribution.
Proposes a new matrix factorization model for interval-valued matrices.
We consider the problem of exact recovery of any matrix of rank from a small number of observed entries via the standard nuclear norm minimization framework. Such low-rank matrices have degrees of freedom . We show that any arbitrary low-rank matrices can be recovered exa…
We consider the following general hidden hubs model: an random matrix with a subset of special rows (hubs): entries in rows outside are generated from the probability distribution ; for each row in , some of its entries are generated from , $…
We consider the problem of low canonical polyadic (CP) rank tensor completion. A completion is a tensor whose entries agree with the observed entries and its rank matches the given CP rank. We analyze the manifold structure corresponding to the tensors with the given rank and define a set of polynomials based on the sa…
A determinantal point process (DPP) is a probabilistic model of set diversity compactly parameterized by a positive semi-definite kernel matrix. To fit a DPP to a given task, we would like to learn the entries of its kernel matrix by maximizing the log-likelihood of the available data. However, log-likelihood is non-co…
The paper tackles matrix estimation from noisy data, focusing on low-rank matrices.
We study a variation of Bagchi and Datta's -vector of a simplicial complex , whose entries are defined as weighted averages of Betti numbers of induced subcomplexes of . We show that these invariants satisfy an Alexander-Dehn-Sommerville type identity, and behave nicely under natural operations on triangulated…
Study of a generalized geometric Brownian motion with varying entry and exit rates.
We extend the theory of matrix completion to the case where we make Poisson observations for a subset of entries of a low-rank matrix. We consider the (now) usual matrix recovery formulation through maximum likelihood with proper constraints on the matrix , and establish theoretical upper and lower bounds on the rec…
New research shows larger language models improve data processing for diverse entries.
Detecting a planted submatrix in random matrices with non-asymptotic methods.
New method corrects bias in missing data for matrix completion.
We consider a challenging multi-label classification problem where both feature matrix $\X$ and label matrix $\Y$ have missing entries. An existing method concatenated $\X$ and $\Y$ as $[\X; \Y]$ and applied a matrix completion (MC) method to fill the missing entries, under the assumption that $[\X; \Y]$ is of low-rank…
Paper proposes a new model for noisy tensor completion.
Predict artist efficiency in VFX shots using matrix completion.
New algorithms speed up attention computation for large models by limiting matrix entries.
For any matrix A in R^(m x n) of rank ρ, we present a probability distribution over the entries of A (the element-wise leverage scores of equation (2)) that reveals the most influential entries in the matrix. From a theoretical perspective, we prove that sampling at most s = O ((m + n) ρ^2 ln (m + n)) entries of the ma…
Matrix completion works well for smooth non-linear structures, even without low-rank assumptions.
We consider the problem of completing a matrix with categorical-valued entries from partial observations. This is achieved by extending the formulation and theory of one-bit matrix completion. We recover a low-rank matrix by maximizing the likelihood ratio with a constraint on the nuclear norm of , and the obser…
Study on optimal bubble riding with price-dependent entry times in a mean field game model.
New method estimates tensors from noisy data with missing entries.
Many problems in computer vision and recommender systems involve low-rank matrices. In this work, we study the problem of finding the maximum entry of a stochastic low-rank matrix from sequential observations. At each step, a learning agent chooses pairs of row and column arms, and receives the noisy product of their l…
Research shows how deepfakes can be used to manipulate accounting systems.
In the noisy tensor completion problem we observe entries (whose location is chosen uniformly at random) from an unknown tensor . We assume that is entry-wise close to being rank . Our goal is to fill in its missing entries using as few observations as possible. Let $n = \max(n…
We present a novel algebraic combinatorial view on low-rank matrix completion based on studying relations between a few entries with tools from algebraic geometry and matroid theory. The intrinsic locality of the approach allows for the treatment of single entries in a closed theoretical and practical framework. More s…
We extend the theory of low-rank matrix recovery and completion to the case when Poisson observations for a linear combination or a subset of the entries of a matrix are available, which arises in various applications with count data. We consider the usual matrix recovery formulation through maximum likelihood with pro…
Reducing barriers to entry in large-scale ML markets, study shows multi-objective learning can lower data requirements.
We consider the problem of noisy 1-bit matrix completion under an exact rank constraint on the true underlying matrix . Instead of observing a subset of the noisy continuous-valued entries of a matrix , we observe a subset of noisy 1-bit (or binary) measurements generated according to a probabilistic model. W…
The systole of a hyperbolic surface is bounded by a logarithmic function of its genus. This bound is sharp, in that there exist sequences of surfaces with genera tending to infinity that attain logarithmically large systoles. These are constructed by taking congruence covers of arithmetic surfaces. In this article we p…
Low rank matrix factorisation is often used in recommender systems as a way of extracting latent features. When dealing with large and sparse datasets, traditional recommendation algorithms face the problem of acquiring large, unrestrained, fluctuating values over predictions especially for users/items with very few co…