Feb, 2020
Rank 2r 迭代最小二乘法:从少量条目高效恢复病态低秩矩阵
Rank $2r$ iterative least squares: efficient recovery of ill-conditioned low rank matrices from few entries
Jonathan Bauch, Boaz Nadler, Pini Zilber
TL;DR提出了一种新的、简单的、计算效率高的迭代方法,用于矩阵完成的低秩分解。该方法能快速稳定地从非常少的观测数据中重建病态矩阵,并对加性噪声具有稳定性。