DocumentCode
702596
Title
1-bit matrix completion under exact low-rank constraint
Author
Bhaskar, Sonia A. ; Javanmard, Adel
Author_Institution
Dept. of Electr. Eng., Stanford Univ., Stanford, CA, USA
fYear
2015
fDate
18-20 March 2015
Firstpage
1
Lastpage
6
Abstract
We consider the problem of noisy 1-bit matrix completion under an exact rank constraint on the true underlying matrix M*. Instead of observing a subset of the noisy continuous-valued entries of a matrix M*, we observe a subset of noisy 1-bit (or binary) measurements generated according to a probabilistic model. We consider constrained maximum likelihood estimation of M*, under a constraint on the entry-wise infinity-norm of M* and an exact rank constraint. This is in contrast to previous work which has used convex relaxations for the rank. We provide an upper bound on the matrix estimation error under this model. Compared to the existing results, our bound has faster convergence rate with matrix dimensions when the fraction of revealed 1-bit observations is fixed, independent of the matrix dimensions. We also propose an iterative algorithm for solving our nonconvex optimization with a certificate of global optimality of the limiting point. This algorithm is based on low rank factorization of M*. We validate the method on synthetic and real data with improved performance over existing methods.
Keywords
concave programming; iterative methods; matrix decomposition; maximum likelihood estimation; probability; binary measurement; constrained maximum likelihood estimation; convergence rate; convex relaxation; entry-wise infinity-norm; exact rank constraint; global optimality; iterative algorithm; limiting point; low rank factorization; low-rank constraint; matrix M*; matrix dimension; matrix estimation error; noisy 1-bit matrix completion; noisy 1-bit measurement; noisy continuous-valued entry; nonconvex optimization; probabilistic model; Accuracy; Convergence; Estimation error; Logistics; Maximum likelihood estimation; Noise measurement; Optimization;
fLanguage
English
Publisher
ieee
Conference_Titel
Information Sciences and Systems (CISS), 2015 49th Annual Conference on
Conference_Location
Baltimore, MD
Type
conf
DOI
10.1109/CISS.2015.7086879
Filename
7086879
Link To Document