Concentration-Based Guarantees for Low-Rank Matrix Reconstruction
published: Aug. 2, 2011, recorded: July 2011, views: 3969
Report a problem or upload filesIf you have found a problem with this lecture or would like to send us extra material, articles, exercises, etc., please use our ticket system to describe your request and upload the data.
Enter your e-mail into the 'Cc' field, and we will keep you updated with your request's status.
We consider the problem of approximately reconstructing a partially-observed, approximately low-rank matrix. This problem has received much attention lately, mostly using the trace-norm as a surrogate to the rank. Here we study low-rank matrix reconstruction using both the trace-norm, as well as the less-studied max-norm, and present reconstruction guarantees based on existing analysis on the Rademacher complexity of the unit balls of these norms. We show how these are superior in several ways to recently published guarantees based on specialized analysis.
Link this pageWould you like to put a link to this lecture on your homepage?
Go ahead! Copy the HTML snippet !