COSAM » Events » 2016 » February » Algebra/Linear Algebra Seminar

Algebra/Linear Algebra Seminar
Time: Feb 23, 2016 (04:00 PM)
Location: Parker Hall 244

Speaker: Anbao Xu

Title: Low-Rank Approximation Pursuit for Matrix and Tensor Completion

Abstract: We introduce an efficient greedy algorithm for the matrix completion problem:

\(\mathop{\min}\limits_{X\in\mathbb{R}^{m\times n}} {\rm rank}(X) \,\, {\rm such\, that}\, \ P_\Omega(X)=P_\Omega(Y).\)

Our algorithm is literally a generalization of OR1MP algorithm [Z. Wang, M. J. Lai, Z. Lu, W. Fan, H. Davulcu and J. Ye, SIAM Journal on Scientific Computing, 2015] in the sense that multiple \(s\) candidates are identified per iteration by low-rank matrix approximation. Owing to the selection of multiple \(s\) candidates, our approach is finished with much smaller number of iterations when compared to the OR1MP. In addition, we extend the OR1MP algorithm to deal with tensor completion problem.

Last updated: 02/22/2016