Robust Matrix Completion from Quantized Observations

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Abstract

1-bit matrix completion refers to the prob-lem of recovering a real-valued low-rank ma-trix from a small fraction of its sign pat-terns. In many real-world applications, how-ever, the observations are not only highly quantized, but also grossly corrupted. In this work, we consider the noisy statistical model where each observed entry can be flipped with some probability after quantiza-tion. We propose a simple maximum likeli-hood estimator which is shown to be robust to the sign flipping noise. In particular, we prove an upper bound on the statistical error, showing that with overwhelming probability (Formula Presented) samples are sufficient for accurate recovery, where r and d are the rank and dimension of the un-derlying matrix respectively, and (Formula Presented) is a random variable that parameterizes the sign flipping noise. Furthermore, a lower bound is established showing that the ob-tained sample complexity is near-optimal for prevalent statistical models. Finally, we sub-stantiate our theoretical findings with a com-prehensive study on synthetic and realistic data sets, and demonstrate the state-of-the-art performance.

Original languageEnglish
Pages (from-to)397-407
Number of pages11
JournalProceedings of Machine Learning Research
Volume89
StatePublished - 2019
Event22nd International Conference on Artificial Intelligence and Statistics, AISTATS 2019 - Naha, Japan
Duration: 16 Apr 201918 Apr 2019

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