Matrix completion with column outliers and sparse noise

Abstract

Abstract Matrix completion from very limited information is an important machine learning topic, and has received extensive attention in various scientific applications. Matrix completion aims at finding a low-rank matrix to approximate the incomplete data matrix. However, noise in the data matrix may degrade the performance of the existing matrix completion algorithms, especially if there are different types of noise. In this paper, we proposed a robust matrix completion method with column outliers and sparse noise. The incomplete matrix is iteratively divided into low-rank and sparse parts. The l 2 , 1 -norm based objective function makes the recovered matrix keeps a low-rank structure and lets the algorithm robust to column outliers, while the regularization term based on l 1 -norm can alleviate the influence of sparse noise. Besides, a vector completion algorithm has been proposed to help us estimate the missing entries of the out-of-sample vectors. Moreover, the proposed model can be optimized by an efficient iterative re-weighted method, without introducing any additional parameters, while the adaptive weights obtained in the optimization process can help us detect column outliers. Both theoretical analysis and experiments based on synthetic datasets and real world datasets are implemented to validate the performance of the proposed method.