Subspace-Informed Matrix Completion

التفاصيل البيبلوغرافية
العنوان: Subspace-Informed Matrix Completion
المؤلفون: Ardakani, Hamideh. Sadat Fazael, Daei, Sajad, Amini, Arash, Skoglund, Mikael, Fodor, Gabor
سنة النشر: 2024
المجموعة: Computer Science
Mathematics
مصطلحات موضوعية: Electrical Engineering and Systems Science - Signal Processing, Computer Science - Information Theory
الوصف: In this work, we consider the matrix completion problem, where the objective is to reconstruct a low-rank matrix from a few observed entries. A commonly employed approach involves nuclear norm minimization. For this method to succeed, the number of observed entries needs to scale at least proportional to both the rank of the ground-truth matrix and the coherence parameter. While the only prior information is oftentimes the low-rank nature of the ground-truth matrix, in various real-world scenarios, additional knowledge about the ground-truth low-rank matrix is available. For instance, in collaborative filtering, Netflix problem, and dynamic channel estimation in wireless communications, we have partial or full knowledge about the signal subspace in advance. Specifically, we are aware of some subspaces that form multiple angles with the column and row spaces of the ground-truth matrix. Leveraging this valuable information has the potential to significantly reduce the required number of observations. To this end, we introduce a multi-weight nuclear norm optimization problem that concurrently promotes the low-rank property as well the information about the available subspaces. The proposed weights are tailored to penalize each angle corresponding to each basis of the prior subspace independently. We further propose an optimal weight selection strategy by minimizing the coherence parameter of the ground-truth matrix, which is equivalent to minimizing the required number of observations. Simulation results validate the advantages of incorporating multiple weights in the completion procedure. Specifically, our proposed multi-weight optimization problem demonstrates a substantial reduction in the required number of observations compared to the state-of-the-art methods.
Comment: arXiv admin note: text overlap with arXiv:2111.00235
نوع الوثيقة: Working Paper
URL الوصول: http://arxiv.org/abs/2405.07890
رقم الأكسشن: edsarx.2405.07890
قاعدة البيانات: arXiv