Fast Exact Matrix Completion: A Unifying Optimization Framework

21 Oct 2019Dimitris BertsimasMichael Lingzhi Li

We consider the problem of matrix completion of rank $k$ on an $n\times m$ matrix. We show that both the general case and the case with side information can be formulated as a combinatorical problem of selecting $k$ vectors from $p$ column features... (read more)

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