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Enhanced Low-Rank Matrix Approximation (1511.01966v4)
Published 6 Nov 2015 in cs.CV, cs.LG, and math.OC
Abstract: This letter proposes to estimate low-rank matrices by formulating a convex optimization problem with non-convex regularization. We employ parameterized non-convex penalty functions to estimate the non-zero singular values more accurately than the nuclear norm. A closed-form solution for the global optimum of the proposed objective function (sum of data fidelity and the non-convex regularizer) is also derived. The solution reduces to singular value thresholding method as a special case. The proposed method is demonstrated for image denoising.