
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.
FOS: Computer and information sciences, Matrix completion, Convex programming, Information Systems and Management, Computer Science - Artificial Intelligence, Collaborative filtering, robust optimization, Management Science and Operations Research, coordinate descent, Computer Science - Information Retrieval, Numerical mathematical programming methods, Modelling and Simulation, FOS: Mathematics, large-scale optimization, Mathematics - Optimization and Control, Coordinate descent, Other matrix algorithms, Matrix completion problems, Large-scale optimization, Artificial Intelligence (cs.AI), Optimization and Control (math.OC), collaborative filtering, Robust optimization, matrix completion, Information Retrieval (cs.IR)
FOS: Computer and information sciences, Matrix completion, Convex programming, Information Systems and Management, Computer Science - Artificial Intelligence, Collaborative filtering, robust optimization, Management Science and Operations Research, coordinate descent, Computer Science - Information Retrieval, Numerical mathematical programming methods, Modelling and Simulation, FOS: Mathematics, large-scale optimization, Mathematics - Optimization and Control, Coordinate descent, Other matrix algorithms, Matrix completion problems, Large-scale optimization, Artificial Intelligence (cs.AI), Optimization and Control (math.OC), collaborative filtering, Robust optimization, matrix completion, Information Retrieval (cs.IR)
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