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Matrix completion is the task of filling i … Matrix completion is the task of filling in the missing entries of a partially observed matrix, which is equivalent to performing data imputation in statistics. A wide range of datasets are naturally organized in matrix form. One example is the movie-ratings matrix, as appears in the Netflix problem: Given a ratings matrix in which each entry represents the rating of movie by customer , if customer has watched movie and is otherwise missing, we would like to predict the remaining entries in order to make good recommendations to customers on what to watch next. Another example is the document-term matrix: The frequencies of words used in a collection of documents can be represented as a matrix, where each entry corresponds to the number of times the associated term appears in the indicated document. Without any restrictions on the number of degrees of freedom in the completed matrix this problem is underdetermined since the hidden entries could be assigned arbitrary values. Thus we require some assumption on the matrix to create a well-posed problem, such as assuming it has maximal determinant, is positive definite, or is low-rank. For example, one may assume the matrix has low-rank structure, and then seek to find the lowest rank matrix or, if the rank of the completed matrix is known, a matrix of rank that matches the known entries. The illustration shows that a partially revealed rank-1 matrix (on the left) can be completed with zero-error (on the right) since all the rows with missing entries should be the same as the third row. In the case of the Netflix problem the ratings matrix is expected to be low-rank since user preferences can often be described by a few factors, such as the movie genre and time of release. Other applications include computer vision, where missing pixels in images need to be reconstructed, detecting the global positioning of sensors in a network from partial distance information, and multiclass learning. The matrix completion problem is in general NP-hard, but under additional assumptions there are efficient algorithms that achieve exact reconstruction with high probability. In statistical learning point of view, the matrix completion problem is an application of matrix regularization which is a generalization of vector regularization. For example, in the low-rank matrix completion problem one may apply the regularization penalty taking the form of a nuclear norm penalty taking the form of a nuclear norm
, 矩阵还原是在只有部分观察值时填充矩阵缺失的条目的任务。自然地，各种数据集都以矩阵形式 … 矩阵还原是在只有部分观察值时填充矩阵缺失的条目的任务。自然地，各种数据集都以矩阵形式表示。一个例子是电影评级矩阵，如Netflix问题所示：给定一个评级矩阵，其中如果客户看过电影那么数据点的值代表客户给电影的评分，否则会该处没有值，我们希望预测这种没有值的数据点，以便就接下来要看什么向客户提出好的建议。另一个示例是术语文档矩阵：文档集合中使用的单词频率可以表示为矩阵，其中每个数据点对应于相关术语出现在指定文档中的次数。 对还原后矩阵中的自由度数没有任何限制，这个问题是不确定的，因为可以为隐藏的数据点分配任意值。因此，我们需要对矩阵进行一些假设来创建一个适定问题，比如假设它具有最大行列式，是正定的，或者是低秩的。 例如，可以假设矩阵具有低秩结构，接下来试图找到最低秩的矩阵，或者，如果还原后的矩阵的秩是已知的，那么一个秩-r的矩阵会与已知数据点匹配。该图显示，可以在零错误（右侧）的条件下还原部分显示的秩1矩阵（左侧），因为所有缺少数据点的行都应与第三行相同。在Netflix问题的情况下，由于用户偏好通常可以通过少数因素来描述，例如电影类型和发行时间，因此评分矩阵会是低秩的。其他应用包括计算机成像，需要重建图像中丢失的像素，从局部距离信息中检测传感器在网络中的全局位置，以及多类学习。矩阵完成问题通常是NP-难问题，但是在其他假设下，有一些有效的算法可以以很高的概率实现精确的重构。 从统计学习的角度来看，矩阵还原问题是矩阵正则化的一种应用，矩阵正则化是向量正则化的推广。例如，在低秩矩阵还原问题中，可以应用核范数形式的正则化惩罚正则化是向量正则化的推广。例如，在低秩矩阵还原问题中，可以应用核范数形式的正则化惩罚
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Matrix completion is the task of filling i … Matrix completion is the task of filling in the missing entries of a partially observed matrix, which is equivalent to performing data imputation in statistics. A wide range of datasets are naturally organized in matrix form. One example is the movie-ratings matrix, as appears in the Netflix problem: Given a ratings matrix in which each entry represents the rating of movie by customer , if customer has watched movie and is otherwise missing, we would like to predict the remaining entries in order to make good recommendations to customers on what to watch next. Another example is the document-term matrix: The frequencies of words used in a collection of documents can be represented as a matrix, where each entry corresponds to the number of times the associated term appears in the indica the associated term appears in the indica
, 矩阵还原是在只有部分观察值时填充矩阵缺失的条目的任务。自然地，各种数据集都以矩阵形式 … 矩阵还原是在只有部分观察值时填充矩阵缺失的条目的任务。自然地，各种数据集都以矩阵形式表示。一个例子是电影评级矩阵，如Netflix问题所示：给定一个评级矩阵，其中如果客户看过电影那么数据点的值代表客户给电影的评分，否则会该处没有值，我们希望预测这种没有值的数据点，以便就接下来要看什么向客户提出好的建议。另一个示例是术语文档矩阵：文档集合中使用的单词频率可以表示为矩阵，其中每个数据点对应于相关术语出现在指定文档中的次数。 对还原后矩阵中的自由度数没有任何限制，这个问题是不确定的，因为可以为隐藏的数据点分配任意值。因此，我们需要对矩阵进行一些假设来创建一个适定问题，比如假设它具有最大行列式，是正定的，或者是低秩的。 例如，可以假设矩阵具有低秩结构，接下来试图找到最低秩的矩阵，或者，如果还原后的矩阵的秩是已知的，那么一个秩-r的矩阵会与已知数据点匹配。该图显示，可以在零错误（右侧）的条件下还原部分显示的秩1矩阵（左侧），因为所有缺少数据点的行都应与第三行相同。在Netflix问题的情况下，由于用户偏好通常可以通过少数因素来描述，例如电影类型和发行时间，因此评分矩阵会是低秩的。其他应用包括计算机成像，需要重建图像中丢失的像素，从局部距离信息中检测传感器在网络中的全局位置，以及多类学习。矩阵完成问题通常是NP-难问题，但是在其他假设下，有一些有效的算法可以以很高的概率实现精确的重构。常是NP-难问题，但是在其他假设下，有一些有效的算法可以以很高的概率实现精确的重构。
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矩阵还原
, Matrix completion
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