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Provable Inductive Matrix Completion (1306.0626v1)

Published 4 Jun 2013 in cs.LG, cs.IT, math.IT, and stat.ML

Abstract: Consider a movie recommendation system where apart from the ratings information, side information such as user's age or movie's genre is also available. Unlike standard matrix completion, in this setting one should be able to predict inductively on new users/movies. In this paper, we study the problem of inductive matrix completion in the exact recovery setting. That is, we assume that the ratings matrix is generated by applying feature vectors to a low-rank matrix and the goal is to recover back the underlying matrix. Furthermore, we generalize the problem to that of low-rank matrix estimation using rank-1 measurements. We study this generic problem and provide conditions that the set of measurements should satisfy so that the alternating minimization method (which otherwise is a non-convex method with no convergence guarantees) is able to recover back the {\em exact} underlying low-rank matrix. In addition to inductive matrix completion, we show that two other low-rank estimation problems can be studied in our framework: a) general low-rank matrix sensing using rank-1 measurements, and b) multi-label regression with missing labels. For both the problems, we provide novel and interesting bounds on the number of measurements required by alternating minimization to provably converges to the {\em exact} low-rank matrix. In particular, our analysis for the general low rank matrix sensing problem significantly improves the required storage and computational cost than that required by the RIP-based matrix sensing methods \cite{RechtFP2007}. Finally, we provide empirical validation of our approach and demonstrate that alternating minimization is able to recover the true matrix for the above mentioned problems using a small number of measurements.

Provable Inductive Matrix Completion: An Analytical Overview

The paper presented in the paper tackles the problem of matrix completion with a specific focus on incorporating feature-based side information, leading to what is defined as the "inductive matrix completion" problem. Departing from traditional approaches, which facilitate predictions only for known entities within a dataset, this paper targets expanding the solution space to include previously unobserved entries, an approach particularly relevant for recommendation systems such as those that predict user preferences for movies based on both observed ratings and additional contextual information, like user demographics or item genres.

Theoretical Coverage and Problem Formulation

The primary contribution of the paper is the formalization and analysis of performing inductive matrix completion in an exact recovery scenario. This is achieved by extending the challenge to reconstruct a ratings matrix, assumed to be generated from low-rank tensors, utilizing both available entry samples and auxiliary feature vectors. This inductive setting allows for predictions about new users or items, a crucial aspect previously uncontended in classic matrix completion literature.

The paper also generically redefines this problem as a low-rank matrix estimation task via rank-one measurements, strengthening its theoretical framework. A specific case examined is the use of alternating minimization in this non-convex context, where the authors establish sufficient conditions for this method to converge exactly to the underlying matrix, irrespective of the initialization's selection, thereby challenging typical perceptions that this method lacks convergence guarantees.

Numerical and Theoretical Insights

Through its rigorous analysis, the paper provides bounds on the number of measurements necessary for two crucial low-rank estimation problems—matrix sensing and multi-label regression with incomplete labels—such that alternating minimization will converge to the exact solution. A significant highlight is the computational and storage efficiency gained compared to traditional methods reliant on the Restricted Isometry Property (RIP). The proposed approach requires significantly fewer resources, rendering it advantageous in large-scale scenarios.

For example, the work establishes that for generic matrix sensing tasks, typically mired by the need for dense and storage-intensive RIP matrices, alternative rank-one measurements suffice, optimizing both computational intensity and memory overhead. Furthermore, the empirical section validates the analytical findings by showing the approach's effectiveness using a reduced number of measurements, conveying a pragmatic pathway to implementing theoretically driven algorithms in real-world applications.

Implications and Future Directions

The implications of this research are multilayered. Practically, the inductive setting enables systems to remain dynamic and predictive beyond their initial datasets, expanding utility in real-time environments marked by continuous addition of new elements. Theoretically, the findings inspire deeper explorations into non-convex optimization landscapes and the viability of seemingly suboptimal methods like alternating minimization under appropriately crafted conditions.

Moving forward, this conquest of exact recovery in inductive matrix completion opens pathways to consider extensions beyond the distillation of feature information—for instance, adapting models to incorporate multiple data modalities or leveraging semi-supervised learning principles to further attenuate dependency on exhaustive observation. Such lines of inquiry could harness deeper synergies between machine learning and optimization, ultimately striving for robust, scalable, and generalizable mechanisms suitable for burgeoning data ecosystems.

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Authors (2)
  1. Prateek Jain (131 papers)
  2. Inderjit S. Dhillon (62 papers)
Citations (169)