Inequality-Constrained Matrix Completion: Adding the Obvious Helps!

Martin Takac, Jakub Marecek, Peter Richtarik

Research output: Working paper

Abstract

We propose imposing box constraints on the individual elements of the unknown matrix in the matrix completion problem and present a number of natural applications, ranging from collaborative filtering under interval uncertainty to computer vision. Moreover, we design an alternating direction parallel coordinate descent method (MACO) for a smooth unconstrained optimization reformulation of the problem. In large scale numerical experiments in collaborative filtering under uncertainty, our method obtains solution with considerably smaller errors compared to classical matrix completion with equalities. We show that, surprisingly, seemingly obvious and trivial inequality constraints, when added to the formulation, can have a large impact. This is demonstrated on a number of machine learning problems.
Original languageEnglish
PublisherArXiv
Number of pages15
Publication statusPublished - 11 Aug 2014

Keywords

  • math.OC
  • cs.AI
  • cs.IR

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