A Note on Alternating Minimization Algorithm for the Matrix Completion Problem

Gamarnik, David; Misra, Sidhant

doi:10.1109/LSP.2016.2576979

Title: A Note on Alternating Minimization Algorithm for the Matrix Completion Problem

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Abstract

Here, 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 one, has positive bounded entries, and the graph underlying the revealed entries has diameter which is logarithmic in the size of the matrix, both algorithms succeed in reconstructing the matrix approximately in polynomial time starting from an arbitrary initialization.We further provide simulation results which suggest that the second variant which is based on the message passing type updates performs significantly better.

Authors:

Gamarnik, David ^[1];

^[2]

Massachusetts Inst. of Technology (MIT), Cambridge, MA (United States)
Los Alamos National Lab. (LANL), Los Alamos, NM (United States)

Publication Date:: 2016-06-06

Research Org.:: Los Alamos National Lab. (LANL), Los Alamos, NM (United States)

Sponsoring Org.:: USDOE Laboratory Directed Research and Development (LDRD) Program; National Science Foundation of China

OSTI Identifier:: 1361478

Report Number(s):: LA-UR-16-23854
Journal ID: ISSN 1070-9908; TRN: US1702183

Grant/Contract Number:: AC52-06NA25396; CMMI-1335155

Resource Type:: Accepted Manuscript

Journal Name:: IEEE Signal Processing Letters

Additional Journal Information:: Journal Volume: 23; Journal Issue: 10; Journal ID: ISSN 1070-9908

Publisher:: IEEE Signal Processing Society

Country of Publication:: United States

Language:: English

Subject:: 97 MATHEMATICS AND COMPUTING; Mathematics; Alternating minimization; compressive sensing; low-rank matrix completion

Citation Formats


                    Gamarnik, David, and Misra, Sidhant. A Note on Alternating Minimization Algorithm for the Matrix Completion Problem.  United States: N. p., 2016. 
Web.  doi:10.1109/LSP.2016.2576979.

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                    Gamarnik, David, & Misra, Sidhant. A Note on Alternating Minimization Algorithm for the Matrix Completion Problem.  United States.  https://doi.org/10.1109/LSP.2016.2576979

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                    Gamarnik, David, and Misra, Sidhant. Mon .  
"A Note on Alternating Minimization Algorithm for the Matrix Completion Problem".  United States.  https://doi.org/10.1109/LSP.2016.2576979.  https://www.osti.gov/servlets/purl/1361478.

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@article{osti_1361478,

  title        = {A Note on Alternating Minimization Algorithm for the Matrix Completion Problem},

  author       = {Gamarnik, David and Misra, Sidhant},

  abstractNote = {Here, 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 one, has positive bounded entries, and the graph underlying the revealed entries has diameter which is logarithmic in the size of the matrix, both algorithms succeed in reconstructing the matrix approximately in polynomial time starting from an arbitrary initialization.We further provide simulation results which suggest that the second variant which is based on the message passing type updates performs significantly better.},

  doi          = {10.1109/LSP.2016.2576979},

  journal      = {IEEE Signal Processing Letters},

  number       = 10,

  volume       = 23,

  place        = {United States},

  year         = {2016},

  month        = {6}

}

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