Orthogonal subspace exploration for matrix completion

Abstract

Matrix completion, aiming at restoring a low-rank matrix from observed entries, indicates the connection with the subspace clustering due to the low-rank property. However, it is expensive to incorporate subspace learning into the pervasive surrogate of matrix completion, the nuclear norm. In this paper, we design an orthogonal subspace exploration model for matrix completion, which can be easily integrated due to the succinct formulation. Then, we propose a non-convex surrogate with tractable solutions for low-rank matrix completion, so that the subspace exploration can be performed simultaneously. Compared with the existing surrogates (e.g., nuclear norm, Schatten-p norm, max norm, etc.), the proposed surrogate is differential such that the optimization is still simple even after the subspace exploration is incorporated. Although the surrogate is non-convex, a parameter-free algorithm that is proved to converge into the global optimum is developed. The optimization consists of closed-form solutions so that the orthogonal subspace exploration will not distinctly bring additional costs and the algorithm empirically converges within dozens of iterations. Experiments illustrate the efficiency and superiority of our model.