Matrix Completion under Interval Uncertainty

11 Aug 2014  ·  Jakub Marecek, Peter Richtarik, Martin Takac ·

Matrix completion under interval uncertainty can be cast as matrix completion with element-wise box constraints. We present an efficient alternating-direction parallel coordinate-descent method for the problem. We show that the method outperforms any other known method on a benchmark in image in-painting in terms of signal-to-noise ratio, and that it provides high-quality solutions for an instance of collaborative filtering with 100,198,805 recommendations within 5 minutes.

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