Applications of Matrix completion theory to image processing
- MPhil CS 2018-2019
Matrix completion is the problem of recovering a low rank matrix from partially observed entries. It has been widely used in collaborative filtering and recommender systems, dimension reduction and multiclass learning. This area is a recently emerged field of study following the track of what has been explored in fields related to compressed sensing. Like in compressed sensing, matrix completion algorithms, therefore, involve reconstruction of the data matrix from a small subset of its noise corrupted entries. The missing entries can be recovered under certain conditions when the data matrix has a low rank. The conditions mainly stipulate that the number of available entries fall below a certain limit; and that some of the rows and columns of the matrix are completely unknown. There has been extensive work on designing efficient algorithms for matrix completion with guarantees. Earlier works on matrix completion were based on convex relaxations. These algorithms achieve strong statistical guarantees, but are quite computationally expensive in practice. More recently, there has been growing interest in analyzing non-convex algorithms for matrix completion. These algorithms are much faster than the convex relaxation algorithms, which is crucial for their empirical success in large-scale collaborative filtering applications. We compare both convex and non convex approaches for Matrix Completion. The results are generalized to the setting when the observed entries contain noise.
Matrix Completion Data Matrix Low Rank Matrix Image Processing