Fiscal Year:
2011
Title:
Mathematical and Computational Framework for Matrix Completion with Nonuniform Sampling in Resource Constrained Environments
Agency:
DOD
Contract:
N00014-11-M-0478
Award Amount:
$69,748.00
Abstract:
Matrix completion (MC) concerns the problem of recovering a low rank matrix from a given small fraction of its entries. It is a recurring problem in collaborative filtering, dimensionality reduction, and multi-class learning and has a long history in mathematics. While the general problem of finding the lowest rank matrix satisfying a set of equality constraints is NP-hard, there are quite general settings where it is possible to perfectly recover all of the missing entries of a low-rank matrix by solving a convex optimization problem. One of our team (Recht) has shown how this convex programming heuristic can be used to reconstruct most n x n matrices of rank r from most collections of entries, provided that the number of entries exceeds C n r log2n for some small, positive numerical constant C. This work extended mathematical results from compressive sensing, in particular building upon its geometric ideas. We propose a nine month research program with three lines of investigation: (i) extend current MC approaches to incorporate nonuniform sampling matrices and resource constraints; (ii) implementation of on-line MC algorithms; and (iii) extend current MC approaches to incorporate regularization schemes beyond rank and sparsity.
Small Business Information at Submission:
PhyLas
8637 East Dunbar Way Tucson, AZ -
EIN/Tax ID:
272330946
DUNS:
N/A
Number of Employees:
Woman-Owned:
No
Minority-Owned:
No
HUBZone-Owned:
No