Consistent Collective Matrix Completion under Joint Low Rank Structure

Suriya Gunasekar, Makoto Yamada, Dawei Yin, Yi Chang
Proceedings of the Eighteenth International Conference on Artificial Intelligence and Statistics, PMLR 38:306-314, 2015.

Abstract

We address the collective matrix completion problem of jointly recovering a collection of matrices with shared structure from partial (and potentially noisy) observations. To ensure well–posedness of the problem, we impose a joint low rank structure, wherein each component matrix is low rank and the latent space of the low rank factors corresponding to each entity is shared across the entire collection. We first develop a rigorous algebra for representing and manipulating collective–matrix structure, and identify sufficient conditions for consistent estimation of collective matrices. We then propose a tractable convex estimator for solving the collective matrix completion problem, and provide the first non–trivial theoretical guarantees for consistency of collective matrix completion. We show that under reasonable assumptions stated in Sec. 3.1, with high probability, the proposed estimator exactly recovers the true matrices whenever sample complexity requirements dictated by Theorem 1 are met. The sample complexity requirement derived in the paper are optimum up to logarithmic factors, and significantly improve upon the requirements obtained by trivial extensions of standard matrix completion. Finally, we propose a scalable approximate algorithm to solve the proposed convex program, and corroborate our results through simulated and real life experiments.

Cite this Paper


BibTeX
@InProceedings{pmlr-v38-gunasekar15, title = {{Consistent Collective Matrix Completion under Joint Low Rank Structure}}, author = {Suriya Gunasekar and Makoto Yamada and Dawei Yin and Yi Chang}, booktitle = {Proceedings of the Eighteenth International Conference on Artificial Intelligence and Statistics}, pages = {306--314}, year = {2015}, editor = {Guy Lebanon and S. V. N. Vishwanathan}, volume = {38}, series = {Proceedings of Machine Learning Research}, address = {San Diego, California, USA}, month = {09--12 May}, publisher = {PMLR}, pdf = {http://proceedings.mlr.press/v38/gunasekar15.pdf}, url = { http://proceedings.mlr.press/v38/gunasekar15.html }, abstract = {We address the collective matrix completion problem of jointly recovering a collection of matrices with shared structure from partial (and potentially noisy) observations. To ensure well–posedness of the problem, we impose a joint low rank structure, wherein each component matrix is low rank and the latent space of the low rank factors corresponding to each entity is shared across the entire collection. We first develop a rigorous algebra for representing and manipulating collective–matrix structure, and identify sufficient conditions for consistent estimation of collective matrices. We then propose a tractable convex estimator for solving the collective matrix completion problem, and provide the first non–trivial theoretical guarantees for consistency of collective matrix completion. We show that under reasonable assumptions stated in Sec. 3.1, with high probability, the proposed estimator exactly recovers the true matrices whenever sample complexity requirements dictated by Theorem 1 are met. The sample complexity requirement derived in the paper are optimum up to logarithmic factors, and significantly improve upon the requirements obtained by trivial extensions of standard matrix completion. Finally, we propose a scalable approximate algorithm to solve the proposed convex program, and corroborate our results through simulated and real life experiments.} }
Endnote
%0 Conference Paper %T Consistent Collective Matrix Completion under Joint Low Rank Structure %A Suriya Gunasekar %A Makoto Yamada %A Dawei Yin %A Yi Chang %B Proceedings of the Eighteenth International Conference on Artificial Intelligence and Statistics %C Proceedings of Machine Learning Research %D 2015 %E Guy Lebanon %E S. V. N. Vishwanathan %F pmlr-v38-gunasekar15 %I PMLR %P 306--314 %U http://proceedings.mlr.press/v38/gunasekar15.html %V 38 %X We address the collective matrix completion problem of jointly recovering a collection of matrices with shared structure from partial (and potentially noisy) observations. To ensure well–posedness of the problem, we impose a joint low rank structure, wherein each component matrix is low rank and the latent space of the low rank factors corresponding to each entity is shared across the entire collection. We first develop a rigorous algebra for representing and manipulating collective–matrix structure, and identify sufficient conditions for consistent estimation of collective matrices. We then propose a tractable convex estimator for solving the collective matrix completion problem, and provide the first non–trivial theoretical guarantees for consistency of collective matrix completion. We show that under reasonable assumptions stated in Sec. 3.1, with high probability, the proposed estimator exactly recovers the true matrices whenever sample complexity requirements dictated by Theorem 1 are met. The sample complexity requirement derived in the paper are optimum up to logarithmic factors, and significantly improve upon the requirements obtained by trivial extensions of standard matrix completion. Finally, we propose a scalable approximate algorithm to solve the proposed convex program, and corroborate our results through simulated and real life experiments.
RIS
TY - CPAPER TI - Consistent Collective Matrix Completion under Joint Low Rank Structure AU - Suriya Gunasekar AU - Makoto Yamada AU - Dawei Yin AU - Yi Chang BT - Proceedings of the Eighteenth International Conference on Artificial Intelligence and Statistics DA - 2015/02/21 ED - Guy Lebanon ED - S. V. N. Vishwanathan ID - pmlr-v38-gunasekar15 PB - PMLR DP - Proceedings of Machine Learning Research VL - 38 SP - 306 EP - 314 L1 - http://proceedings.mlr.press/v38/gunasekar15.pdf UR - http://proceedings.mlr.press/v38/gunasekar15.html AB - We address the collective matrix completion problem of jointly recovering a collection of matrices with shared structure from partial (and potentially noisy) observations. To ensure well–posedness of the problem, we impose a joint low rank structure, wherein each component matrix is low rank and the latent space of the low rank factors corresponding to each entity is shared across the entire collection. We first develop a rigorous algebra for representing and manipulating collective–matrix structure, and identify sufficient conditions for consistent estimation of collective matrices. We then propose a tractable convex estimator for solving the collective matrix completion problem, and provide the first non–trivial theoretical guarantees for consistency of collective matrix completion. We show that under reasonable assumptions stated in Sec. 3.1, with high probability, the proposed estimator exactly recovers the true matrices whenever sample complexity requirements dictated by Theorem 1 are met. The sample complexity requirement derived in the paper are optimum up to logarithmic factors, and significantly improve upon the requirements obtained by trivial extensions of standard matrix completion. Finally, we propose a scalable approximate algorithm to solve the proposed convex program, and corroborate our results through simulated and real life experiments. ER -
APA
Gunasekar, S., Yamada, M., Yin, D. & Chang, Y.. (2015). Consistent Collective Matrix Completion under Joint Low Rank Structure. Proceedings of the Eighteenth International Conference on Artificial Intelligence and Statistics, in Proceedings of Machine Learning Research 38:306-314 Available from http://proceedings.mlr.press/v38/gunasekar15.html .

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