Matrix Completion under Interval Uncertainty

Jakub Mareček, Peter Richtárik, Martin Takáč

Research output: Contribution to journalArticlepeer-review

Abstract / Description of output

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
Pages (from-to)35-43
Number of pages28
JournalEuropean Journal of Operational Research
Issue number1
Early online date14 Jul 2016
Publication statusPublished - Jan 2017


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