A Riemannian rank-adaptive method for low-rank matrix completion
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Publication:2070331
DOI10.1007/S10589-021-00328-WzbMATH Open1484.90110arXiv2103.14768OpenAlexW3213035342WikidataQ115384040 ScholiaQ115384040MaRDI QIDQ2070331FDOQ2070331
Publication date: 24 January 2022
Published in: Computational Optimization and Applications (Search for Journal in Brave)
Abstract: The low-rank matrix completion problem can be solved by Riemannian optimization on a fixed-rank manifold. However, a drawback of the known approaches is that the rank parameter has to be fixed a priori. In this paper, we consider the optimization problem on the set of bounded-rank matrices. We propose a Riemannian rank-adaptive method, which consists of fixed-rank optimization, rank increase step and rank reduction step. We explore its performance applied to the low-rank matrix completion problem. Numerical experiments on synthetic and real-world datasets illustrate that the proposed rank-adaptive method compares favorably with state-of-the-art algorithms. In addition, it shows that one can incorporate each aspect of this rank-adaptive framework separately into existing algorithms for the purpose of improving performance.
Full work available at URL: https://arxiv.org/abs/2103.14768
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matrix completionlow-rankRiemannian optimizationfixed-rank manifoldbounded-rank matricesrank-adaptive
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Cited In (11)
- An adaptation for iterative structured matrix completion
- Riemannian Conjugate Gradient Methods: General Framework and Specific Algorithms with Convergence Analyses
- A Riemannian Framework for Low-Rank Structured Elliptical Models
- A feasible method for general convex low-rank SDP problems
- Low-rank tensor methods for partial differential equations
- Stable Rank-Adaptive Dynamically Orthogonal Runge–Kutta Schemes
- Adaptive and Implicit Regularization for Matrix Completion
- T-product factorization based method for matrix and tensor completion problems
- Fully adaptive structure-preserving hyper-reduction of parametric Hamiltonian systems
- A universal rank approximation method for matrix completion
- Guarantees of Riemannian optimization for low rank matrix completion
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