Rank-One Matrix Completion With Automatic Rank Estimation via L1-Norm Regularization.

Abstract

Completing a matrix from a small subset of its entries, i.e., matrix completion is a challenging problem arising from many real-world applications, such as machine learning and computer vision. One popular approach to solve the matrix completion problem is based on low-rank decomposition/factorization. Low-rank matrix decomposition-based methods often require a prespecified rank, which is difficult to determine in practice. In this paper, we propose a novel low-rank decomposition-based matrix completion method with automatic rank estimation. Our method is based on rank-one approximation, where a matrix is represented as a weighted summation of a set of rank-one matrices. To automatically determine the rank of an incomplete matrix, we impose L1-norm regularization on the weight vector and simultaneously minimize the reconstruction error. After obtaining the rank, we further remove the L1-norm regularizer and refine recovery results. With a correctly estimated rank, we can obtain the optimal solution under certain conditions. Experimental results on both synthetic and real-world data demonstrate that the proposed method not only has good performance in rank estimation, but also achieves better recovery accuracy than competing methods.