Title :
Low-rank matrix completion by variational sparse Bayesian learning
Author :
Babacan, S. Derin ; Luessi, Martin ; Molina, Rafael ; Katsaggelos, Aggelos K.
Author_Institution :
Beckman Inst., Univ. of Illinois at Urbana-Champaign, Champaign, IL, USA
Abstract :
There has been a significant interest in the recovery of low-rank matrices from an incomplete of measurements, due to both theoretical and practical developments demonstrating the wide applicability of the problem. A number of methods have been developed for this recovery problem, however, a principled method for choosing the unknown target rank is generally missing. In this paper, we present a recovery algorithm based on sparse Bayesian learning (SBL) and automatic relevance determination principles. Starting from a matrix factorization formulation and enforcing the low-rank constraint in the estimates as a sparsity constraint, we develop an approach that is very effective in determining the correct rank while providing high recovery performance. We provide empirical results and comparisons with current state-of-the-art methods that illustrate the potential of this approach.
Keywords :
Bayes methods; learning (artificial intelligence); matrix decomposition; SBL; low-rank matrix completion; matrix factorization formulation; recovery problem; sparsity constraint; variational sparse Bayesian learning; Approximation methods; Bayesian methods; Estimation; Machine learning; Noise; Optimization; Sparse matrices; Bayesian methods; Low-rank matrix completion; automatic relevance determination;
Conference_Titel :
Acoustics, Speech and Signal Processing (ICASSP), 2011 IEEE International Conference on
Conference_Location :
Prague
Print_ISBN :
978-1-4577-0538-0
Electronic_ISBN :
1520-6149
DOI :
10.1109/ICASSP.2011.5946762