RTRMC: A Riemannian trust-region method for low-rank matrix completion

Nicolas Boumal, P. A. Absil

Research output: Chapter in Book/Report/Conference proceedingConference contribution

93 Scopus citations

Abstract

We consider large matrices of low rank. We address the problem of recovering such matrices when most of the entries are unknown. Matrix completion finds applications in recommender systems. In this setting, the rows of the matrix may correspond to items and the columns may correspond to users. The known entries are the ratings given by users to some items. The aim is to predict the unobserved ratings. This problem is commonly stated in a constrained optimization framework. We follow an approach that exploits the geometry of the low-rank constraint to recast the problem as an unconstrained optimization problem on the Grassmann manifold. We then apply first-and second-order Riemannian trust-region methods to solve it. The cost of each iteration is linear in the number of known entries. Our methods, RTRMC 1 and 2, outperform state-of-the-art algorithms on a wide range of problem instances.

Original languageEnglish (US)
Title of host publicationAdvances in Neural Information Processing Systems 24
Subtitle of host publication25th Annual Conference on Neural Information Processing Systems 2011, NIPS 2011
StatePublished - Dec 1 2011
Externally publishedYes
Event25th Annual Conference on Neural Information Processing Systems 2011, NIPS 2011 - Granada, Spain
Duration: Dec 12 2011Dec 14 2011

Publication series

NameAdvances in Neural Information Processing Systems 24: 25th Annual Conference on Neural Information Processing Systems 2011, NIPS 2011

Other

Other25th Annual Conference on Neural Information Processing Systems 2011, NIPS 2011
CountrySpain
CityGranada
Period12/12/1112/14/11

All Science Journal Classification (ASJC) codes

  • Information Systems

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    Boumal, N., & Absil, P. A. (2011). RTRMC: A Riemannian trust-region method for low-rank matrix completion. In Advances in Neural Information Processing Systems 24: 25th Annual Conference on Neural Information Processing Systems 2011, NIPS 2011 (Advances in Neural Information Processing Systems 24: 25th Annual Conference on Neural Information Processing Systems 2011, NIPS 2011).