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Low-Rank Matrix and Tensor Completion via Adaptive Sampling
Akshay Krishnamurthy · Aarti Singh

Thu Dec 05 07:00 PM -- 11:59 PM (PST) @ Harrah's Special Events Center, 2nd Floor
We study low rank matrix and tensor completion and propose novel algorithms that employ adaptive sampling schemes to obtain strong performance guarantees for these problems. Our algorithms exploit adaptivity to identify entries that are highly informative for identifying the column space of the matrix (tensor) and consequently, our results hold even when the row space is highly coherent, in contrast with previous analysis of matrix completion. In the absence of noise, we show that one can exactly recover a $n \times n$ matrix of rank $r$ using $O(r^2 n \log(r))$ observations, which is better than the best known bound under random sampling. We also show that one can recover an order $T$ tensor using $O(r^{2(T-1)}T^2 n \log(r))$. For noisy recovery, we show that one can consistently estimate a low rank matrix corrupted with noise using $O(nr \textrm{polylog}(n))$ observations. We complement our study with simulations that verify our theoretical guarantees and demonstrate the scalability of our algorithms.

Author Information

Akshay Krishnamurthy (Microsoft Research)
Aarti Singh (CMU)

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