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May, 2016
采用Burer-Monteiro分解和梯度下降的矩形矩阵完成的收敛分析
Convergence Analysis for Rectangular Matrix Completion Using Burer-Monteiro Factorization and Gradient Descent
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Qinqing Zheng, John Lafferty
TL;DR
利用正定矩阵在更高维度上的升阶和简单的梯度下降算法，我们能够以高概率线性收敛到全局最优解，从而有效地解决了矩阵Completion问题。
Abstract
We address the
rectangular matrix completion
problem by lifting the unknown matrix to a
positive semidefinite matrix
in higher dimension, and optimizing a
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