Fast matrix completion without the condition number

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Moritz Hardt, Mary Wootters ;
Proceedings of The 27th Conference on Learning Theory, PMLR 35:638-678, 2014.

Abstract

We give the first algorithm for Matrix Completion that achieves running time and sample complexity that is polynomial in the rank of the unknown target matrix, \emphlinear in the dimension of the matrix, and \emphlogarithmic in the condition number of the matrix. To the best of our knowledge, all previous algorithms either incurred a quadratic dependence on the condition number of the unknown matrix or a quadratic dependence on the dimension of the matrix. Our algorithm is based on a novel extension of Alternating Minimization which we show has theoretical guarantees under standard assumptions even in the presence of noise.

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