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Matrix completion under interval uncertainty

Author

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  • Mareček, Jakub
  • Richtárik, Peter
  • Takáč, Martin

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.

Suggested Citation

  • Mareček, Jakub & Richtárik, Peter & Takáč, Martin, 2017. "Matrix completion under interval uncertainty," European Journal of Operational Research, Elsevier, vol. 256(1), pages 35-43.
    • Handle: RePEc:eee:ejores:v:256:y:2017:i:1:p:35-43
    DOI: 10.1016/j.ejor.2016.07.014
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    References listed on IDEAS

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