Subspace Evolution and Transfer (SET) for Low-Rank Matrix Completion

Details Subspace Evolution and Transfer (SET) for Low-Rank Matrix Completion Subspace Evolution and Transfer (SET) for Low-Rank Matrix Completion

2010-06-11

arxiv.org/abs/1006.2195v1

Computer Science

Information Theory

Scientific paper

We describe a new algorithm, termed subspace evolution and transfer (SET), for solving low-rank matrix completion problems. The algorithm takes as its input a subset of entries of a low-rank matrix, and outputs one low-rank matrix consistent with the given observations. The completion task is accomplished by searching for a column space on the Grassmann manifold that matches the incomplete observations. The SET algorithm consists of two parts -- subspace evolution and subspace transfer. In the evolution part, we use a gradient descent method on the Grassmann manifold to refine our estimate of the column space. Since the gradient descent algorithm is not guaranteed to converge, due to the existence of barriers along the search path, we design a new mechanism for detecting barriers and transferring the estimated column space across the barriers. This mechanism constitutes the core of the transfer step of the algorithm. The SET algorithm exhibits excellent empirical performance for both high and low sampling rate regimes.

Affiliated with

Also associated with

No associations

Rating

Subspace Evolution and Transfer (SET) for Low-Rank Matrix Completion does not yet have a rating. At this time, there are no reviews or comments for this scientific paper.

If you have personal experience with Subspace Evolution and Transfer (SET) for Low-Rank Matrix Completion, we encourage you to share that experience with our LandOfFree.com community. Your opinion is very important and Subspace Evolution and Transfer (SET) for Low-Rank Matrix Completion will most certainly appreciate the feedback.

Rate now

Comments { 0 }

Profile ID: LFWR-SCP-O-76897