On Approximation Guarantees for Greedy Low Rank Optimization

ICML 2017 Rajiv KhannaEthan ElenbergAlexandros G. DimakisSahand Negahban

We provide new approximation guarantees for greedy low rank matrix estimation under standard assumptions of restricted strong convexity and smoothness. Our novel analysis also uncovers previously unknown connections between the low rank estimation and combinatorial optimization, so much so that our bounds are reminiscent of corresponding approximation bounds in submodular maximization... (read more)

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