Title
Globally Optimal Robust Matrix Completion Based on M-Estimation
Abstract
Robust matrix completion allows for estimating a low-rank matrix based on a subset of its entries, even in presence of impulsive noise and outliers. We explore recent progress in the theoretical analysis of non-convex low-rank factorization problems to develop a robust approach that is based on a fast factorization method. We propose an algorithm that uses joint regression and scale estimation to compute the estimates. We prove that our algorithm converges to a global minimum with random initialization. An example function for which the guarantees hold is the pseudo-Huber function. In simulations, the proposed approach is compared to state-of the art robust and nonrobust methods. In addition, its applicability to image inpainting and occlusion removal is demonstrated.
Year
DOI
Venue
2020
10.1109/MLSP49062.2020.9231573
2020 IEEE 30th International Workshop on Machine Learning for Signal Processing (MLSP)
Keywords
DocType
ISSN
Matrix completion,optimality,low-rank factorization,robustness,image inpainting,occlusion removal
Conference
1551-2541
ISBN
Citations 
PageRank 
978-1-7281-6663-6
0
0.34
References 
Authors
10
3
Name
Order
Citations
PageRank
Felicia Ruppel100.34
Michael Muma214419.51
Abdelhak M. Zoubir31036148.03