Matrix completion under interval uncertainty

Jakub Mareček, Peter Richtárik and Martin Takáč

European Journal of Operational Research, 2017, vol. 256, issue 1, 35-43

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.

Keywords: Matrix completion; Robust optimization; Collaborative filtering; Coordinate descent; Large-scale optimization (search for similar items in EconPapers)
Date: 2017
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Persistent link: https://EconPapers.repec.org/RePEc:eee:ejores:v:256:y:2017:i:1:p:35-43

DOI: 10.1016/j.ejor.2016.07.014

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