In this paper, we introduce a powerful technique, Leave-One-Out, to the analysis of low-rank matrix completion problems. Using this technique, we develop a general approach for obtaining fine-grained, entry-wise bounds on iterative stochastic procedures. We demonstrate the power of this approach in analyzing two of the most important algorithms for matrix completion: the non-convex approach based on Singular Value Projection (SVP), and the convex relaxation approach based on nuclear norm minimization (NNM). In particular, we prove for the first time that the original form of SVP, without re-sampling or sample splitting, converges linearly in the infinity norm. We further apply our leave-one-out approach to an iterative procedure that arises in the analysis of the dual solutions of NNM. Our results show that NNM recovers the true $ d $-by-$ d $ rank-$ r $ matrix with $\mathcal{O}(\mu^2 r^3d \log d )$ observed entries, which has optimal dependence on the dimension and is independent of the condition number of the matrix. To the best of our knowledge, this is the first sample complexity result for a tractable matrix completion algorithm that satisfies these two properties simultaneously.

本文介绍了一种基于Leave-one-out方法的技巧用于解决低秩矩阵完成问题，进而通过对Projected Gradient Descent和nuclear norm minimization等算法进行分析，得到了这些算法的收敛性保证以及较为精细的界限。

矩阵补全的留一法：原始和对偶分析