An Improved Low-Rank Matrix Fitting Method Based on Weighted L1,p Norm Minimization for Matrix Completion

Wigner distribution deconvolution (WDD) is a decades-old method for recovering phase from intensity measurements. Although the technique offers an elegant linear solution to the quadratic phase retrieval problem, it has seen limited adoption due to its high computational/memory requirements and the fact that the technique often exhibits high noise sensitivity. Here, we propose a method for noise suppression in WDD via low-rank noisy matrix completion. Our technique exploits the redundancy of an object's phase space to denoise its WDD reconstruction. We show in model calculations that our technique outperforms other WDD algorithms as well as modern iterative methods for phase retrieval such as ptychography. Our results suggest that a class of phase retrieval techniques relying on regularized direct inversion of ptychographic datasets (instead of iterative reconstruction techniques) can provide accurate quantitative phase information in the presence of high levels of noise.

The matrix completion problem consists of finding or approximating a low-rank matrix based on a few samples of this matrix. We propose a new algorithm for matrix completion that minimizes the least-square distance on the sampling set over the Riemannian manifold of fixed-rank matrices. The algorithm is an adaptation of classical nonlinear conjugate gradients, developed within the framework of retraction-based optimization on manifolds. We describe all the necessary objects from differential geometry necessary to perform optimization over this low-rank matrix manifold, seen as a submanifold embedded in the space of matrices. In particular, we describe how metric projection can be used as retraction and how vector transport lets us obtain the conjugate search directions. Finally, we prove convergence of a regularized version of our algorithm under the assumption that the restricted isometry property holds for incoherent matrices throughout the iterations. The numerical experiments indicate that our approach scales very well for large-scale problems and compares favorably with the state-of-the-art, while outperforming most existing solvers.

Localizing a cloud of points from noisy measurements of a subset of pairwise distances has applications in various areas, such as sensor network localization and reconstruction of protein conformations from NMR measurements. In [1], Drineas et al. proposed a natural two-stage approach, named SVD-MDS, for this purpose. This approach consists of a low-rank matrix completion algorithm, named SVD-Reconstruct, to estimate random missing distances, and the classic multidimensional scaling (MDS) method to estimate the positions of nodes. In this paper, we present a detailed analysis for this method. More specifically, we first establish error bounds for Euclidean distance matrix (EDM) completion in both expectation and tail forms. Utilizing these results, we then derive the error bound for the recovered positions of nodes. In order to assess the performance of SVD-Reconstruct, we present the minimax lower bound of the zero-diagonal, symmetric, low-rank matrix completion problem by Fano's method. This result reveals that when the noise level is low, the SVD-Reconstruct approach for Euclidean distance matrix completion is suboptimal in the minimax sense; when the noise level is high, SVD-Reconstruct can achieve the optimal rate up to a constant factor.

Accurate node localization is essential for many Internet of Things (IoT) applications. However, incomplete and noisy distance measurements often degrade the reliability of the Euclidean Distance Matrix (EDM), which is critical for range-based localization. To address this issue, a Low-Rank Matrix Completion approach based on nonconvex rank approximation (LRMCN) is proposed to recover the true EDM. First, the observed EDM is decomposed into a low-rank matrix representing the true distances and a sparse matrix capturing noise. Second, a nonconvex surrogate function is used to approximate the matrix rank, while the l1-norm is utilized to model the sparsity of the noise component. Third, the resulting optimization problem is solved using the Alternating Direction Method of Multipliers (ADMMs). This enables accurate recovery of a complete and denoised EDM from incomplete and corrupted measurements. Finally, relative node locations are estimated using classical multi-dimensional scaling, and absolute coordinates are determined based on a small set of anchor nodes with known locations. The experimental results show that the proposed method achieves superior performance in both matrix completion and localization accuracy, even in the presence of missing and corrupted data.

Low-rank matrix completion has achieved great success in many real-world data applications. A matrix factorization model that learns latent features is usually employed and, to improve prediction performance, the similarities between latent variables can be exploited by pairwise learning using the graph regularized matrix factorization (GRMF) method. However, existing GRMF approaches often use the squared loss to measure the pairwise differences, which may be overly influenced by dissimilar pairs and lead to inferior prediction. To fully empower pairwise learning for matrix completion, we propose a general optimization framework that allows a rich class of (non-)convex pairwise penalty functions. A new and efficient algorithm is developed to solve the proposed optimization problem, with a theoretical convergence guarantee under mild assumptions. In an important situation where the latent variables form a small number of subgroups, its statistical guarantee is also developed. In particular, we theoretically characterize the performance of the complexity-regularized maximum likelihood estimator, as a special case of our framework, which is shown to have smaller errors when compared to the standard matrix completion framework without pairwise penalties. We conduct extensive experiments on both synthetic and real datasets to demonstrate the superior performance of this general framework.

The use of matrix completion to recover low-rank matrices with missing entries has been widely studied. This has many applications especially in recommendation systems. However, these studies have mainly focused on numerical data, and less has been done towards the completion of a matrix with categorical data.In this work, we apply a special matrix completion algorithm that works for more general categorical data, and can be applied to a higher number of categories than two. The algorithm is a low-rank matrix completion algorithm (LRMC) based on the minimization of the nuclear norm and uses multiple linear transformations to impute missing categorical entries. This LRMC algorithm is compared with the state-of-the-art iterative imputer and k-nearest neighbors (KNN) algorithms, which serve as benchmarks. Simulations on real datasets show that the LRMC algorithm performs better when the matrix is low-rank; otherwise, their performances are similar.KeywordsMatrix completionCategorical dataLow-rank matrixKNNIterative-ImputerNuclear normRecommender system

Recovering a low-rank matrix from some of its linear measurements is a popular problem in many areas of science and engineering. One special case of it is the matrix completion problem, where we need to reconstruct a low-rank matrix from incomplete samples of its entries. A lot of efficient algorithms have been proposed to solve this problem and they perform well when Gaussian noise with a small variance is added to the given data. But they can not deal with the sparse random-valued noise in the measurements. In this paper, we propose a robust method for recovering the low-rank matrix with adaptive outlier pursuit when part of the measurements are damaged by outliers. This method will detect the positions where the data is completely ruined and recover the matrix using correct measurements. Numerical experiments show the accuracy of noise detection and high performance of matrix completion for our algorithms compared with other algorithms.

The essence of distantly supervised relation extraction is that it is an incomplete multi-label classification problem with sparse and noisy features. To tackle the sparsity and noise challenges, we propose solving the classification problem using matrix completion on factorized matrix of minimized rank. We formulate relation classification as completing the unknown labels of testing items (entity pairs) in a sparse matrix that concatenates training and testing textual features with training labels. Our algorithmic framework is based on the assumption that the rank of item-byfeature and item-by-label joint matrix is low. We apply two optimization models to recover the underlying low-rank matrix leveraging the sparsity of feature-label matrix. The matrix completion problem is then solved by the fixed point continuation (FPC) algorithm, which can find the global optimum. Experiments on two widely used datasets with different dimensions of textual features demonstrate that our low-rank matrix completion approach significantly outperforms the baseline and the state-of-the-art methods.

DOA estimation via shift-invariant matrix completion

Robust low-rank matrix completion (RMC), or robust principal component analysis with partially observed data, has been studied extensively for computer vision, signal processing and machine learning applications. This problem aims at decomposing a partially observed matrix into the superposition of a low-rank matrix and a sparse matrix, where the sparse matrix captures the grossly corrupted entries of the matrix. A widely used approach to tackle RMC is to consider a convex formulation, which minimizes the nuclear norm of the low-rank matrix (to promote low-rankness) plus the <inline-formula xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink"><tex-math notation="LaTeX">$\ell _1$</tex-math></inline-formula> norm of the sparse matrix (to promote sparsity). In this paper, motivated by some recent works on low-rank matrix completion and Riemannian optimization, we formulate this problem as a nonsmooth Riemannian optimization problem over Grassmann manifold. This new formulation is scalable as the low-rank matrix is factorized to the multiplication of two much smaller matrices. We then propose an alternating manifold proximal gradient continuation method to solve the proposed new formulation. Convergence rate of the proposed algorithm is rigorously analyzed. Numerical results on both synthetic data and real data on background extraction from surveillance videos are reported to demonstrate the advantages of the proposed new formulation and algorithm over several popular existing approaches.

This paper studies the problem of the restoration of images corrupted by mixed Gaussian-impulse noise. In recent years, low-rank matrix reconstruction has become a research hotspot in many scientific and engineering domains such as machine learning, image processing, computer vision and bioinformatics, which mainly involves the problem of matrix completion and robust principal component analysis, namely recovering a low-rank matrix from an incomplete but accurate sampling subset of its entries and from an observed data matrix with an unknown fraction of its entries being arbitrarily corrupted, respectively. Inspired by these ideas, we consider the problem of recovering a low-rank matrix from an incomplete sampling subset of its entries with an unknown fraction of the samplings contaminated by arbitrary errors, which is defined as the problem of matrix completion from corrupted samplings and modeled as a convex optimization problem that minimizes a combination of the nuclear norm and the -norm in this paper. Meanwhile, we put forward a novel and effective algorithm called augmented Lagrange multipliers to exactly solve the problem. For mixed Gaussian-impulse noise removal, we regard it as the problem of matrix completion from corrupted samplings, and restore the noisy image following an impulse-detecting procedure. Compared with some existing methods for mixed noise removal, the recovery quality performance of our method is dominant if images possess low-rank features such as geometrically regular textures and similar structured contents; especially when the density of impulse noise is relatively high and the variance of Gaussian noise is small, our method can outperform the traditional methods significantly not only in the simultaneous removal of Gaussian noise and impulse noise, and the restoration ability for a low-rank image matrix, but also in the preservation of textures and details in the image.

The problem of recovering a low-rank matrix from partial entries, known as low-rank matrix completion, has been extensively investigated in recent years. It can be viewed as a special case of the affine constrained rank minimization problem which is NP-hard in general and is computationally hard to solve in practice. One widely studied approach is to replace the matrix rank function by its nuclear-norm, which leads to the convex nuclear-norm minimization problem solved efficiently by many popular convex optimization algorithms. In this paper, we propose a new nonconvex approach to better approximate the rank function. The new approximation function is actually the Moreau envelope of the rank function (MER) which has an explicit expression. The new approximation problem of low-rank matrix completion based on MER can be converted to an optimization problem with two variables. We then adapt the proximal alternating minimization algorithm to solve it. The convergence (rate) of the proposed algorithm is proved and its accelerated version is also developed. Numerical experiments on completion of low-rank random matrices and standard image inpainting problems have shown that our algorithms have better performance than some state-of-art methods.

This article studies the channel estimation for wideband multiple-input multiple-output (MIMO) systems equipped with hybrid analog/digital transceivers operating in the millimeter-wave (mmWave) or terahertz (THz) bands. By exploiting the low-rank property of the concatenated channel matrix of the delay taps, we formulate the channel estimation problem as a low-rank matrix sensing (LRMS) problem and solve it using a low-complexity generalized conditional gradient-alternating minimization (GCG-ALTMIN) algorithm. This LRMS-based solution can accommodate different precoder/combiner and training structures. In addition, it does not require knowledge about the array responses at the transceivers, in contrast to most existing solutions allowing low training overhead. Furthermore, a preconditioned conjugate gradient (PCG) algorithm-based implementation and a low-rank matrix completion (LRMC) formulation are proposed to further reduce the computational complexity. In order to enhance the channel estimation performance for fat and tall channel matrices, we introduce a matrix reshaping approach that can preserve the channel rank by exploiting the shift-invariance property of uniform arrays. We also introduce a spectrum denoising (SD) approach for further improving the performance when the array responses are known and the number of paths is small. These approaches can effectively enhance the performance at a given training overhead. Simulation results suggest that the proposed solutions can achieve higher channel estimation accuracy and reduce the computational complexity as compared to several representative channel estimation schemes.

In this paper, a novel video super-resolution image reconstruction algorithm is proposed. We design a patch-based low rank matrix completion algorithm. The proposed algorithm addresses the problem of generating a high-resolution (HR) image from several low-resolution (LR) images, based on sparse representation and low-rank matrix completion. The approach represents observed LR frames in the form of sparse matrices and rearranges those frames into low dimensional constructions. Experimental results demonstrate that, high-frequency details in the super resolved images are recovered from the LR frames. The gains in terms of PSNR and SSIM are significant.

Non-uniformly sampled 2D NMR Spectroscopy reconstruction based on Low Rank Hankel Matrix Fast Tri-Factorization and Non-convex Factorization