Abstract: The low-rank matrix completion problem is a fundamental problem with many
important applications. Recently, [4],[13] and [5] obtained the first non-trivial
theoretical results for the problem assuming that the observed entries are sampled
uniformly at random. Unfortunately, most real-world datasets do not satisfy this
assumption, but instead exhibit power-law distributed samples. In this paper, we
propose a graph theoretic approach to matrix completion that solves the problem
for more realistic sampling models. Our method is simpler to analyze than previous
methods with the analysis reducing to computing the threshold for complete
cascades in random graphs, a problem of independent interest. By analyzing the
graph theoretic problem, we show that our method achieves exact recovery when
the observed entries are sampled from the Chung-Lu-Vu model, which can generate
power-law distributed graphs. We also hypothesize that our algorithm solves
the matrix completion problem from an optimal number of entries for the popular
preferential attachment model and provide strong empirical evidence for the
claim. Furthermore, our method is easy to implement and is substantially faster
than existing methods. We demonstrate the effectiveness of our method on random
instances where the low-rank matrix is sampled according to the prevalent
random graph models for complex networks and present promising preliminary
results on the Netflix challenge dataset.
- Topics:
- Matrix Completion
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Citation
- Matrix Completion from Power-Law Distributed Samples (pdf, software)
R. Meka, P. Jain, I. Dhillon.
In Neural Information Processing Systems (NIPS), pp. 1258-1266, December 2009.
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