Matrix completion under interval uncertainty

Jakub Mareček*, Peter Richtárik, Martin Takáč

*Corresponding author for this work

Research output: Contribution to journalArticlepeer-review

6 Scopus citations

Abstract

Matrix completion under interval uncertainty can be cast as a matrix completion problem with element-wise box constraints. We present an efficient alternating-direction parallel coordinate-descent method for the problem. We show that the method outperforms any other known method on a benchmark in image in-painting in terms of signal-to-noise ratio, and that it provides high-quality solutions for an instance of collaborative filtering with 100,198,805 recommendations within 5 minutes on a single personal computer.

Original languageEnglish (US)
Pages (from-to)35-43
Number of pages9
JournalEuropean Journal of Operational Research
Volume256
Issue number1
DOIs
StatePublished - Jan 1 2017

Keywords

  • Collaborative filtering
  • Coordinate descent
  • Large-scale optimization
  • Matrix completion
  • Robust optimization

ASJC Scopus subject areas

  • Computer Science(all)
  • Modeling and Simulation
  • Management Science and Operations Research
  • Information Systems and Management

Fingerprint Dive into the research topics of 'Matrix completion under interval uncertainty'. Together they form a unique fingerprint.

Cite this