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ROBUST M-ESTIMATION BASED MATRIX COMPLETION

Abstract: 

Conventional approaches to matrix completion are sensitive to outliers and impulsive noise. This paper develops robust and computationally efficient M-estimation based matrix completion algorithms. By appropriately arranging the observed entries, and then applying alternating minimization, the robust matrix completion problem is converted into a set of regression M-estimation problems. Making use of differ- entiable loss functions, the proposed algorithm overcomes a weakness of the lp-loss (p ≤ 1), which easily gets stuck in an inferior point. We prove that our algorithm converges to a stationary point of the nonconvex problem. Huber’s joint M-estimate of regression and scale can be used as a robust starting point for Tukey’s redescending M-estimator of re- gression based on an auxiliary scale. Numerical experiments on synthetic and real-world data demonstrate the superiority to state-of-the-art approaches.

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Paper Details

Authors:
Michael Muma, Wen-Jun Zeng, Abdelhak M. Zoubir
Submitted On:
27 May 2019 - 11:28am
Short Link:
Type:
Poster
Event:
Paper Code:
3482
Document Year:
2019
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Document Files

ICASSP_2019_Robust_M_Estimation_Based_Matrix_Completion_Poster.pdf

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[1] Michael Muma, Wen-Jun Zeng, Abdelhak M. Zoubir, "ROBUST M-ESTIMATION BASED MATRIX COMPLETION", IEEE SigPort, 2019. [Online]. Available: http://sigport.org/4561. Accessed: Jun. 18, 2019.
@article{4561-19,
url = {http://sigport.org/4561},
author = {Michael Muma; Wen-Jun Zeng; Abdelhak M. Zoubir },
publisher = {IEEE SigPort},
title = {ROBUST M-ESTIMATION BASED MATRIX COMPLETION},
year = {2019} }
TY - EJOUR
T1 - ROBUST M-ESTIMATION BASED MATRIX COMPLETION
AU - Michael Muma; Wen-Jun Zeng; Abdelhak M. Zoubir
PY - 2019
PB - IEEE SigPort
UR - http://sigport.org/4561
ER -
Michael Muma, Wen-Jun Zeng, Abdelhak M. Zoubir. (2019). ROBUST M-ESTIMATION BASED MATRIX COMPLETION. IEEE SigPort. http://sigport.org/4561
Michael Muma, Wen-Jun Zeng, Abdelhak M. Zoubir, 2019. ROBUST M-ESTIMATION BASED MATRIX COMPLETION. Available at: http://sigport.org/4561.
Michael Muma, Wen-Jun Zeng, Abdelhak M. Zoubir. (2019). "ROBUST M-ESTIMATION BASED MATRIX COMPLETION." Web.
1. Michael Muma, Wen-Jun Zeng, Abdelhak M. Zoubir. ROBUST M-ESTIMATION BASED MATRIX COMPLETION [Internet]. IEEE SigPort; 2019. Available from : http://sigport.org/4561